Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. - Ludovic Goudenège; Andrea Molent; Antonino Zanette (Comput. Manag. Sci., 2019)

Computing credit valuation adjustment solving coupled PIDEs in the Bates model. - Ludovic Goudenège; Andrea Molent; Antonino Zanette (Comput. Manag. Sci., 2020)

Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem. - Ludovic Goudenège; Andrea Molent; Antonino Zanette (Eur. J. Oper. Res., 2022)

Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models. - Luca Vincenzo Ballestra; Andrea Molent; Graziella Pacelli (Commun. Stat. Simul. Comput., 2024)

Computing XVA for American basket derivatives by machine learning techniques. - Ludovic Goudenège; Andrea Molent; Antonino Zanette (Comput. Manag. Sci., 2025)