Portfolio selection under VaR constraints. - Kostas Giannopoulos; Ephraim Clark; Radu Tunaru (Comput. Manag. Sci., 2005)

An improved method for pricing and hedging long dated American options. - Frank J. Fabozzi; Tommaso Paletta; Silvia Stanescu; Radu Tunaru (Eur. J. Oper. Res., 2016)

An improved least squares Monte Carlo valuation method based on heteroscedasticity. - Frank J. Fabozzi; Tommaso Paletta; Radu Tunaru (Eur. J. Oper. Res., 2017)