On the sub-optimality cost of immediate annuitization in DC pension funds. - Marina Di Giacinto; Elena Vigna (Central Eur. J. Oper. Res., 2012)

Income drawdown option with minimum guarantee. - Marina Di Giacinto; Salvatore Federico; Fausto Gozzi; Elena Vigna (Eur. J. Oper. Res., 2014)

Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems. - Elena Vigna (SIAM J. Financial Math., 2022)