Financial Risk Modeling with Markov Chains. - Arturo Leccadito; Sergio Ortobelli Lozza; Emilio Russo; Gaetano Iaquinta (IDEAL, 2006)

Moment based approaches to value the risk of contingent claim portfolios. - Gaetano Iaquinta; Fabio Lamantia; Ivar Massabò; Sergio Ortobelli Lozza (Ann. Oper. Res., 2009)