| Dynamic copula methods in finance U Cherubini, S Mulinacci, F Gobbi, S Romagnoli John Wiley & Sons, 2011 | 291 | 2011 |
| Functional convergence of Snell envelopes: applications to American options approximations S Mulinacci, M Pratelli Finance and Stochastics 2 (3), 311-327, 1998 | 64 | 1998 |
| Fourier transform methods in finance U Cherubini, G Della Lunga, S Mulinacci, P Rossi John Wiley & Sons, 2010 | 63 | 2010 |
| An approximation of American option prices in a jump-diffusion model S Mulinacci Stochastic processes and their applications 62 (1), 1-17, 1996 | 62 | 1996 |
| A copula-based model of speculative price dynamics in discrete time U Cherubini, S Mulinacci, S Romagnoli Journal of Multivariate Analysis 102 (6), 1047-1063, 2011 | 46 | 2011 |
| Convolution copula econometrics U Cherubini, F Gobbi, S Mulinacci Springer, 2016 | 41 | 2016 |
| On the distribution of the (un) bounded sum of random variables U Cherubini, S Mulinacci, S Romagnoli Insurance: Mathematics and Economics 48 (1), 56-63, 2011 | 29 | 2011 |
| Archimedean-based Marshall-Olkin distributions and related dependence structures S Mulinacci Methodology and Computing in Applied Probability 20, 205-236, 2018 | 24 | 2018 |
| Marshall–Olkin distributions–advances in theory and applications U Cherubini, F Durante, S Mulinacci Springer Proceedings in Mathematics & Statistics, Springer International …, 2015 | 23 | 2015 |
| Joint life insurance pricing using extended Marshall–Olkin models F Gobbi, N Kolev, S Mulinacci ASTIN Bulletin: The Journal of the IAA 49 (2), 409-432, 2019 | 16 | 2019 |
| The efficient hedging problem for American options S Mulinacci Finance and Stochastics 15, 365-397, 2011 | 14 | 2011 |
| Contagion-based distortion risk measures U Cherubini, S Mulinacci Applied Mathematics Letters 27, 85-89, 2014 | 13 | 2014 |
| Systemic risk with exchangeable contagion: application to the European banking system U Cherubini, S Mulinacci arXiv preprint arXiv:1502.01918, 2015 | 9 | 2015 |
| A copula-based model for spatial and temporal dependence of equity markets U Cherubini, F Gobbi, S Mulinacci, S Romagnoli Copula Theory and Its Applications: Proceedings of the Workshop Held in …, 2010 | 9 | 2010 |
| Shortfall risk minimization for American options S Mulinacci Università cattolica del Sacro Cuore, Istituto di econometria e matematica …, 2003 | 9 | 2003 |
| Mixing and moments properties of a non-stationary copula-based Markov process F Gobbi, S Mulinacci Communications in Statistics-Theory and Methods 49 (18), 4559-4570, 2020 | 6 | 2020 |
| The Gumbel-Marshall-Olkin distribution U Cherubini, S Mulinacci Copulas and Dependence Models with Applications: Contributions in Honor of …, 2017 | 5 | 2017 |
| Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution S Mulinacci Marshall ̶ Olkin Distributions-Advances in Theory and Applications: Bologna …, 2015 | 5 | 2015 |
| Semi-Parametric Estimation and Simulation of Actively Managed Portfolios U Cherubini, F Gobbi, S Mulinacci | 5 | 2011 |
| nOn the Term Structure of Multivariate Equity Derivativeso U Cherubini, F Gobbi, S Mulinacci, S Romagnoli working paper, 2010 | 5 | 2010 |
