| Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options G Fusai, G Germano, D Marazzina European Journal of Operational Research 251 (1), 124-134, 2016 | 84 | 2016 |
| Pricing discretely monitored Asian options by maturity randomization G Fusai, D Marazzina, M Marena SIAM Journal on Financial Mathematics 2 (1), 383-403, 2011 | 44 | 2011 |
| Fluctuation identities with continuous monitoring and their application to the pricing of barrier options CE Phelan, D Marazzina, G Fusai, G Germano European Journal of Operational Research 271 (1), 210-223, 2018 | 35 | 2018 |
| Optimal investment, stochastic labor income and retirement E Barucci, D Marazzina Applied Mathematics and Computation 218 (9), 5588-5604, 2012 | 34 | 2012 |
| Hilbert transform, spectral filters and option pricing CE Phelan, D Marazzina, G Fusai, G Germano Annals of Operations Research 282 (1), 273-298, 2019 | 32 | 2019 |
| Integrated structural approach to credit value adjustment L Ballotta, G Fusai, D Marazzina European Journal of Operational Research 272 (3), 1143-1157, 2019 | 32* | 2019 |
| A machine learning model for lapse prediction in life insurance contracts M Azzone, E Barucci, GG Moncayo, D Marazzina Expert Systems with Applications 191, 116261, 2022 | 30 | 2022 |
| A general framework for pricing Asian options under stochastic volatility on parallel architectures S Corsaro, I Kyriakou, D Marazzina, Z Marino European Journal of Operational Research 272 (3), 1082-1095, 2019 | 26 | 2019 |
| Pricing exotic derivatives exploiting structure D Sesana, D Marazzina, G Fusai European Journal of Operational Research 236 (1), 369-381, 2014 | 26 | 2014 |
| Online or on-campus? Analysing the effects of financial education on student knowledge gain T Agasisti, E Barucci, M Cannistrà, D Marazzina, M Soncin Evaluation and Program Planning 98, 102273, 2023 | 18 | 2023 |
| Z-Transform and preconditioning techniques for option pricing G Fusai, D Marazzina, M Marena, M Ng Quantitative Finance 12 (9), 1381-1394, 2012 | 17 | 2012 |
| ESG ratings explainability through machine learning techniques A Del Vitto, D Marazzina, D Stocco Annals of Operations Research, 1-30, 2023 | 14 | 2023 |
| Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints S Baccarin, D Marazzina IMA Journal of Management Mathematics 27 (4), 471-504, 2015 | 12* | 2015 |
| Option pricing, maturity randomization and distributed computing G Fusai, D Marazzina, M Marena Parallel Computing 36 (7), 403-414, 2010 | 12 | 2010 |
| Optimal impulse control of a portfolio with a fixed transaction cost S Baccarin, D Marazzina Central European Journal of Operations Research 22, 355-372, 2014 | 11 | 2014 |
| The determinants of lapse rates in the Italian life insurance market E Barucci, T Colozza, D Marazzina, E Rroji European Actuarial Journal 10, 149-178, 2020 | 10 | 2020 |
| Cryptocurrencies and stablecoins: a high-frequency analysis E Barucci, GG Moncayo, D Marazzina Digital Finance 4 (2), 217-239, 2022 | 9 | 2022 |
| Optimal investment in research and development under uncertainty R Cerqueti, D Marazzina, M Ventura Journal of Optimization Theory and Applications 168, 296-309, 2016 | 9 | 2016 |
| Stability properties of discontinuous Galerkin methods for 2D elliptic problems D Marazzina IMA journal of numerical analysis 28 (3), 552-579, 2008 | 9 | 2008 |
| Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities CE Phelan, D Marazzina, G Germano Quantitative Finance 20 (6), 899-918, 2020 | 8 | 2020 |
Gianluca FusaiPiemonte Orientale在 eco.unipmn.it 的电子邮件经过验证
