Combination trading with limit orders. Schellhorn, Henry — 1997 Journal of Applied Mathematics and Decision Sciences
A formulation of combinatorial auction via reverse convex programming. Schellhorn, Henry — 2005 Journal of Applied Mathematics and Decision Sciences
An analytical characterization for an optimal change of Gaussian measures. Schellhorn, Henry — 2006 Journal of Applied Mathematics and Decision Sciences
A theoretical argument why the t -copula explains credit risk contagion better than the Gaussian copula. Cossin, Didier; Schellhorn, Henry; Song, Nan; Tungsong, Satjaporn — 2010 Advances in Decision Sciences