A provisioning problem with stochastic payments. - Bernardo K. Pagnoncelli; Steven Vanduffel (Eur. J. Oper. Res., 2012)

A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011). - Carole Bernard; Xiao Jiang; Steven Vanduffel (J. Appl. Probab., 2012)

Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. - Carole Bernard; Steven Vanduffel (Eur. J. Oper. Res., 2014)

Optimal claims with fixed payoff structure. - Carole Bernard; Ludger Rüschendorf; Steven Vanduffel (J. Appl. Probab., 2014)

A stein type lemma for the multivariate generalized hyperbolic distribution. - Steven Vanduffel; Jing Yao (Eur. J. Oper. Res., 2017)

Risk bounds for factor models. - Carole Bernard; Ludger Rüschendorf; Steven Vanduffel; Ruodu Wang (Finance Stochastics, 2017)

Block rearranging elements within matrix columns to minimize the variability of the row sums. - Kris Boudt; Edgars Jakobsons; Steven Vanduffel (4OR, 2018)

Rearrangement algorithm and maximum entropy. - Carole Bernard; Oleg Bondarenko; Steven Vanduffel (Ann. Oper. Res., 2018)

Optimal strategies under Omega ratio. - Carole Bernard; Steven Vanduffel; Jiang Ye (Eur. J. Oper. Res., 2019)

Optimal portfolio choice with benchmarks. - Carole Bernard; Rob H. De Staelen; Steven Vanduffel (J. Oper. Res. Soc., 2019)

On the computation of Wasserstein barycenters. - Giovanni Puccetti 001; Ludger Rüschendorf; Steven Vanduffel (J. Multivar. Anal., 2020)

The minimum regularized covariance determinant estimator. - Kris Boudt; Peter J. Rousseeuw; Steven Vanduffel; Tim Verdonck (Stat. Comput., 2020)

Fair allocation of indivisible goods with minimum inequality or minimum envy. - Dries Cornilly; Giovanni Puccetti 001; Ludger Rüschendorf; Steven Vanduffel (Eur. J. Oper. Res., 2022)

On some synchronization problems with multiple instances. - Dries Cornilly; Giovanni Puccetti 001; Ludger Rüschendorf; Steven Vanduffel (J. Comput. Appl. Math., 2022)

Optimal multivariate financial decision making. - Carole Bernard; Luca De Gennaro Aquino; Steven Vanduffel (Eur. J. Oper. Res., 2023)

Optimal transport divergences induced by scoring functions. - Silvana M. Pesenti; Steven Vanduffel (Oper. Res. Lett., 2024)

Implied value-at-risk and model-free simulation. - Carole Bernard; Andrea Perchiazzo; Steven Vanduffel (Ann. Oper. Res., 2024)

Optimal payoffs under smooth ambiguity. - An Chen 005; Steven Vanduffel; Morten C. Wilke (Eur. J. Oper. Res., 2025)