Option pricing, maturity randomization and grid computing. - Marina Marena; Daniele Marazzina; Gianluca Fusai (IPDPS, 2008)

Wavelet Techniques for Option Pricing on Advanced Architectures. - Stefania Corsaro; Daniele Marazzina; Zelda Marino (Euro-Par Workshops, 2010)

Option pricing, maturity randomization and distributed computing. - Gianluca Fusai; Daniele Marazzina; Marina Marena (Parallel Comput., 2010)

Pricing Discretely Monitored Asian Options by Maturity Randomization. - Gianluca Fusai; Daniele Marazzina; Marina Marena (SIAM J. Financial Math., 2011)

Optimal investment, stochastic labor income and retirement. - Emilio Barucci; Daniele Marazzina (Appl. Math. Comput., 2012)

Corrigendum to 'Optimal investment, stochastic labor income and retirement' Applied Mathematics and Computation 218 (2012) 5588-5604. - Emilio Barucci; Daniele Marazzina (Appl. Math. Comput., 2012)

Optimal impulse control of a portfolio with a fixed transaction cost. - Stefano Baccarin; Daniele Marazzina (Central Eur. J. Oper. Res., 2014)

Pricing exotic derivatives exploiting structure. - Debora Sesana; Daniele Marazzina; Gianluca Fusai (Eur. J. Oper. Res., 2014)

Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. - Gianluca Fusai; Guido Germano 001; Daniele Marazzina (Eur. J. Oper. Res., 2016)

Optimal Investment in Research and Development Under Uncertainty. - Roy Cerqueti; Daniele Marazzina; Marco Ventura (J. Optim. Theory Appl., 2016)

Asset management, High Water Mark and flow of funds. - Emilio Barucci; Daniele Marazzina (Oper. Res. Lett., 2016)

Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. - Carolyn E. Phelan; Daniele Marazzina; Gianluca Fusai; Guido Germano 001 (Eur. J. Oper. Res., 2018)

Hilbert transform, spectral filters and option pricing. - Carolyn E. Phelan; Daniele Marazzina; Gianluca Fusai; Guido Germano 001 (Ann. Oper. Res., 2019)

Integrated structural approach to Credit Value Adjustment. - Laura Ballotta; Gianluca Fusai; Daniele Marazzina (Eur. J. Oper. Res., 2019)

A general framework for pricing Asian options under stochastic volatility on parallel architectures. - Stefania Corsaro; Ioannis Kyriakou; Daniele Marazzina; Zelda Marino (Eur. J. Oper. Res., 2019)

Optimal investment strategies with a minimum performance constraint. - Emilio Barucci; Daniele Marazzina; Elisa Mastrogiacomo (Ann. Oper. Res., 2021)

On the application of Wishart process to the pricing of equity derivatives: the multi-asset case. - Gaetano La Bua; Daniele Marazzina (Comput. Manag. Sci., 2021)

Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms. - Guido Germano 001; Carolyn E. Phelan; Daniele Marazzina; Gianluca Fusai (CoRR, 2021)

A machine learning model for lapse prediction in life insurance contracts. - Michele Azzone; Emilio Barucci; Giancarlo Giuffra Moncayo; Daniele Marazzina (Expert Syst. Appl., 2022)

Hawkes-based cryptocurrency forecasting via Limit Order Book data. - Raffaele Giuseppe Cestari; Filippo Barchi; Riccardo Busetto; Daniele Marazzina; Simone Formentin (CoRR, 2023)

Debt redemption fund and fiscal incentives. - Emilio Barucci; Matteo Brachetta; Daniele Marazzina (Commun. Nonlinear Sci. Numer. Simul., 2023)

Health insurance, portfolio choice, and retirement incentives. - Emilio Barucci; Enrico Biffis; Daniele Marazzina (Eur. J. Oper. Res., 2023)

Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework. - Guodong Ding; Daniele Marazzina (Comput. Appl. Math., 2024)

Effect of labour income on the optimal bankruptcy problem. - Guodong Ding; Daniele Marazzina (Ann. Oper. Res., 2024)