Option pricing in an exponential MixedTS Lévy process. - Lorenzo Mercuri; Edit Rroji (Ann. Oper. Res., 2018)

Risk parity for Mixed Tempered Stable distributed sources of risk. - Lorenzo Mercuri; Edit Rroji (Ann. Oper. Res., 2018)

Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization. - Asmerilda Hitaj; Lorenzo Mercuri; Edit Rroji (Comput. Manag. Sci., 2019)

A machine learning algorithm for stock picking built on information based outliers. - Emilio Barucci; Michele Bonollo; Federico Poli 003; Edit Rroji (Expert Syst. Appl., 2021)

Finite Mixture Approximation of CARMA(p, q) Models. - Lorenzo Mercuri; Andrea Perchiazzo; Edit Rroji (SIAM J. Financial Math., 2021)

Implicit quantiles and expectiles. - Fabio Bellini; Edit Rroji; Carlo Sala (Ann. Oper. Res., 2022)