Optimal exit and valuation under demand uncertainty: A real options approach. - Luis H. R. Alvarez (Eur. J. Oper. Res., 1999)

Solving optimal stopping problems of linear diffusions by applying convolution approximations. - Luis H. R. Alvarez (Math. Methods Oper. Res., 2001)

Reward functionals, salvage values, and optimal stopping. - Luis H. R. Alvarez (Math. Methods Oper. Res., 2001)

Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems. - Luis H. R. Alvarez (SIAM J. Control. Optim., 2001)

The impact of delivery lags on irreversible investment under uncertainty. - Luis H. R. Alvarez; Jussi Keppo (Eur. J. Oper. Res., 2002)

On the Convexity and Risk-Sensitivity of the Price of American Interest Rate Derivatives. - Luis H. R. Alvarez (SIAM J. Appl. Math., 2003)

Stochastic Forest Stand Value and Optimal Timber Harvesting. - Luis H. R. Alvarez (SIAM J. Control. Optim., 2004)

On the Optimal Stochastic Impulse Control of Linear Diffusions. - Luis H. R. Alvarez; Jukka Lempa (SIAM J. Control. Optim., 2008)

Optimal payout policy in presence of downside risk. - Luis H. R. Alvarez; Teppo A. Rakkolainen (Math. Methods Oper. Res., 2009)

Irreversible capital accumulation under interest rate uncertainty. - Luis H. R. Alvarez (Math. Methods Oper. Res., 2010)

Optimal Stopping of the Maximum Process. - Luis H. R. Alvarez; Pekka Matomäki (J. Appl. Probab., 2014)

A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions. - Luis H. R. Alvarez; Pekka Matomäki; Teppo A. Rakkolainen (SIAM J. Control. Optim., 2014)

Expected Supremum Representation of the Value of a Singular Stochastic Control Problem. - Luis H. R. Alvarez; Pekka Matomäki (SIAM J. Control. Optim., 2017)