Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility. - José E. Figueroa-López; Sveinn Ólafsson (Finance Stochastics, 2016)

Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps. - José E. Figueroa-López; Sveinn Ólafsson (Finance Stochastics, 2016)

Personalized Robo-Advising: Enhancing Investment Through Client Interaction. - Agostino Capponi; Sveinn Ólafsson; Thaleia Zariphopoulou (Manag. Sci., 2022)

Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization? - Agostino Capponi; Sveinn Ólafsson; Humoud Alsabah (Manag. Sci., 2023)