Delta hedging in discrete time under stochastic interest rate. - Flavio Angelini; Stefano Herzel (J. Comput. Appl. Math., 2014)

Portfolio management with benchmark related incentives under mean reverting processes. - Marco Nicolosi; Flavio Angelini; Stefano Herzel (Ann. Oper. Res., 2018)

Implicit incentives for fund managers with partial information. - Flavio Angelini; Katia Colaneri; Stefano Herzel; Marco Nicolosi (Comput. Manag. Sci., 2021)

Unobserved expected returns in a diffusive price process: is filtering effective? - Paride Antonini; Flavio Angelini; Marco Nicolosi (Soft Comput., 2025)