FinPar: A Parallel Financial Benchmark. - Christian Andreetta; Vivien Bégot; Jost Berthold; Martin Elsman; Fritz Henglein; Troels Henriksen; Maj-Britt Nordfang; Cosmin E. Oancea (ACM Trans. Archit. Code Optim., 2016)

Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. - Esben Kryger; Maj-Britt Nordfang; Mogens Steffensen (Math. Methods Oper. Res., 2020)