The Impact of Jump Distributions on the Implied Volatility of Variance. - Elisa Nicolato; Camilla Pisani; David Sloth (SIAM J. Financial Math., 2017)

The multivariate mixture dynamics model: shifted dynamics and correlation skew. - Damiano Brigo; Camilla Pisani; Francesco Rapisarda (Ann. Oper. Res., 2021)