| Personalized robo-advising: Enhancing investment through client interaction A Capponi, S Olafsson, T Zariphopoulou Management Science 68 (4), 2485-2512, 2022 | 65 | 2022 |
| Proof-of-work cryptocurrencies: Does mining technology undermine decentralization? A Capponi, S Olafsson, H Alsabah Management Science 69 (11), 6455-6481, 2023 | 36 | 2023 |
| Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps JE Figueroa-López, S Ólafsson Finance and Stochastics 20 (4), 973-1020, 2016 | 28 | 2016 |
| Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility JE Figueroa-López, S Ólafsson Finance and Stochastics 20 (1), 219-265, 2016 | 15 | 2016 |
| Change-point detection for Lévy processes JE Figueroa-López, S Ólafsson The Annals of Applied Probability 29 (2), 717-738, 2019 | 6 | 2019 |
| Proposer-Builder Separation, Payment for Order Flows, and Centralization in Blockchain A Capponi, R Jia, S Olafsson Payment for Order Flows, and Centralization in Blockchain (February 12, 2024), 2024 | 1 | 2024 |
| Applications of short-time asymptotic methods to option pricing and change-point detection for Lévy processes. S Olafsson Purdue University, 2015 | 1 | 2015 |
| Information Sharing in Food Supply Chain Systems: Towards Increasing Efficiency and Sustainability Under Uncertainty C Narayanaswami, A Capponi, S Olafsson INFORMS Annual Meeting, 2020 | | 2020 |
| THE ANNALS R KURNIAWAN, JE FIGUEROA-LÓPEZ, S ÓLAFSSON, Y BAKHTIN, ... The Annals of Applied Probability 29 (2), 2019 | | 2019 |
| Short-time asymptotics for the implied volatility skew under a stochastic volatility model with L\'evy jumps S Olafsson arXiv. org, 2015 | | 2015 |
| Short-time expansions for close-to-the-money options under a L\'evy jump model with stochastic volatility S Olafsson arXiv. org, 2014 | | 2014 |
| Personalized Robo-Advising: Enhancing Investment through Client Interaction S Olafsson, A Capponi, T Zariphopoulou 2021 Spring Eastern Virtual Sectional Meeting, 0 | | |
| Personalized Robo-Advising: an Interactive Investment Process A Capponi, S Olafsson, T Zariphopoulou | | |
