New insights on testing the efficiency of methods of pricing and hedging American options. - Flavio Pressacco; Marcellino Gaudenzi; Antonino Zanette; Laura Ziani (Eur. J. Oper. Res., 2008)

Pricing cliquet options by tree methods. - Marcellino Gaudenzi; Antonino Zanette (Comput. Manag. Sci., 2011)

Fast binomial procedures for pricing Parisian/ParAsian options. - Marcellino Gaudenzi; Antonino Zanette (Comput. Manag. Sci., 2017)

Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices. - Michel Vellekoop 001; Marcellino Gaudenzi (SIAM J. Financial Math., 2022)