AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks. - Luca Capriotti; Yupeng Jiang; Andrea Macrina (Algorithmic Finance, 2017)

Rational Models for Inflation-Linked Derivatives. - Henrik T. Dam; Andrea Macrina; David Skovmand; David Sloth (SIAM J. Financial Math., 2020)

Captive jump processes for bounded random systems with discontinuous dynamics. - Andrea Macrina; Levent Ali Mengütürk; Murat C. Mengütürk (Commun. Nonlinear Sci. Numer. Simul., 2024)