European option Pricing with stochastic volatility and jumps: Comparison of Monte Carlo and Fast Fourier transform Methods. - Uro Lyi; Michael C. Fu 001 (WSC, 2018)

Learning Revenue-Maximizing Auctions With Differentiable Matching. - Michael J. Curry; Uro Lyi; Tom Goldstein; John P. Dickerson (AISTATS, 2022)