On arbitrages arising with honest times. - Claudio Fontana; Monique Jeanblanc; Shiqi Song (Finance Stochastics, 2014)

A unified approach to pricing and risk management of equity and credit risk. - Claudio Fontana; Juan Miguel A. Montes (J. Comput. Appl. Math., 2014)

A general HJM framework for multiple yield curve modelling. - Christa Cuchiero; Claudio Fontana; Alessandro Gnoatto (Finance Stochastics, 2016)

Optimal investment with intermediate consumption under no unbounded profit with bounded risk. - Huy N. Chau; Andrea Cosso; Claudio Fontana; Oleksii Mostovyi (J. Appl. Probab., 2017)

On the existence of sure profits via flash strategies. - Claudio Fontana; Markus Pelger; Eckhard Platen (J. Appl. Probab., 2019)

Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates. - Claudio Fontana (SIAM J. Financial Math., 2023)

Recent advances in mathematical methods for finance. - Giorgia Callegaro; Claudio Fontana; Martino Grasselli; Wolfgang J. Runggaldier; Tiziano Vargiolu (Ann. Oper. Res., 2024)

CBI-time-changed Lévy processes for multi-currency modeling. - Claudio Fontana; Alessandro Gnoatto; Guillaume Szulda (Ann. Oper. Res., 2024)