Parabolic ADI Methods for Pricing America Options on Two Stocks. - Stéphane Villeneuve; Antonino Zanette (Math. Oper. Res., 2002)

Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. - Vlad Bally; Lucia Caramellino; Antonino Zanette (Monte Carlo Methods Appl., 2005)

New insights on testing the efficiency of methods of pricing and hedging American options. - Flavio Pressacco; Marcellino Gaudenzi; Antonino Zanette; Laura Ziani (Eur. J. Oper. Res., 2008)

Premia: A Numerical Platform for Pricing Financial Derivatives. - Agnès Sulem; Antonino Zanette (ERCIM News, 2009)

Pricing cliquet options by tree methods. - Marcellino Gaudenzi; Antonino Zanette (Comput. Manag. Sci., 2011)

Monte Carlo methods for pricing and hedging American options in high dimension. - Lucia Caramellino; Antonino Zanette (Risk Decis. Anal., 2011)

Fast binomial procedures for pricing Parisian/ParAsian options. - Marcellino Gaudenzi; Antonino Zanette (Comput. Manag. Sci., 2017)

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)

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