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

On pricing arithmetic average reset options with multiple reset dates in a lattice framework. - Massimo Costabile; Ivar Massabò; Emilio Russo (J. Comput. Appl. Math., 2011)

Option pricing under regime-switching jump-diffusion models. - Massimo Costabile; Arturo Leccadito; Ivar Massabò; Emilio Russo (J. Comput. Appl. Math., 2014)

A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem. - Ivar Massabò; Giuseppe Paletta; Alex J. Ruiz-Torres (J. Sched., 2016)

A note on posterior tight worst-case bounds for longest processing time schedules. - Johnny C. Ho; Ivar Massabò; Giuseppe Paletta; Alex J. Ruiz-Torres (4OR, 2019)

A lattice approach to evaluate participating policies in a stochastic interest rate framework. - Massimo Costabile; Ivar Massabò; Emilio Russo; Alessandro Staino (J. Comput. Appl. Math., 2021)

Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. - Massimo Costabile; Ivar Massabò; Emilio Russo; Alessandro Staino (Commun. Nonlinear Sci. Numer. Simul., 2023)

A lattice-based approach for life insurance pricing in a stochastic correlation framework. - Massimo Costabile; Ivar Massabò; Emilio Russo; Alessandro Staino; Rogemar S. Mamon; Yixing Zhao (Math. Comput. Simul., 2025)