A model for pricing real estate derivatives with stochastic interest rates. - Pierangelo Ciurlia; Andrea Gheno (Math. Comput. Model., 2009)

Pricing and Applications of Digital Installment Options. - Pierangelo Ciurlia; Andrea Gheno (J. Appl. Math., 2012)

Chapman-Kolmogorov lattice method for derivatives pricing. - Federico Aluigi; Massimiliano Corradini; Andrea Gheno (Appl. Math. Comput., 2014)