Nonconvex optimization for pricing and hedging in imperfect markets. - Alejandro Balbás; Silvia Mayoral (Comput. Math. Appl., 2006)

Risk-neutral valuation with infinitely many trading dates. - Alejandro Balbás; Raquel Balbás; Silvia Mayoral (Math. Comput. Model., 2007)

Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm. - Alejandro Balbás; Raquel Balbás; Silvia Mayoral (Eur. J. Oper. Res., 2009)

Data-driven smooth tests for the martingale difference hypothesis. - Juan-Carlos Escanciano; Silvia Mayoral (Comput. Stat. Data Anal., 2010)

Density Reconstructions with Errors in the Data. - Erika Gomes-Gonçalves; Henryk Gzyl; Silvia Mayoral (Entropy, 2014)

Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory. - Henryk Gzyl; Silvia Mayoral (Entropy, 2017)

Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems. - Erika Gomes-Gonçalves; Henryk Gzyl; Silvia Mayoral (Entropy, 2019)