American option pricing under stochastic volatility: an efficient numerical approach. - Farid AitSahlia; Manisha Goswami; Suchandan Guha (Comput. Manag. Sci., 2010)

American option pricing under stochastic volatility: an empirical evaluation. - Farid AitSahlia; Manisha Goswami; Suchandan Guha (Comput. Manag. Sci., 2010)

Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts. - Farid AitSahlia; Chung-Jui Wang; Victor E. Cabrera; Stan Uryasev; Clyde W. Fraisse (Ann. Oper. Res., 2011)

Preface: decision making and risk/return optimization in financial economics. - Farid AitSahlia; Giovanni Barone-Adesi; Ephraim Clark; Jean-Luc Prigent (Ann. Oper. Res., 2019)