Combination trading with limit orders. - Henry Schellhorn (Adv. Decis. Sci., 1997)

A formulation of combinatorial auction via reverse convex programming. - Henry Schellhorn (Adv. Decis. Sci., 2005)

An analytical characterization for an optimal change of Gaussian measures. - Henry Schellhorn (Adv. Decis. Sci., 2006)

A new simulation approach to the LIBOR market model. - Henry Schellhorn; Zhihua Chen (Math. Comput. Model., 2006)

A note on the first moment of makespan in an assembly shop. - Henry Schellhorn (Eur. J. Oper. Res., 2007)

Credit Risk in a Network Economy. - Didier Cossin; Henry Schellhorn (Manag. Sci., 2007)

A double-sided multiunit combinatorial auction for substitutes: Theory and algorithms. - Henry Schellhorn (Eur. J. Oper. Res., 2009)

A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula. - Didier Cossin; Henry Schellhorn; Nan Song; Satjaporn Tungsong (Adv. Decis. Sci., 2010)

A trading mechanism contingent on several indices. - Henry Schellhorn (Eur. J. Oper. Res., 2011)

Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula". - Didier Cossin; Henry Schellhorn; Nan Song; Satjaporn Tungsong (Adv. Decis. Sci., 2016)