The use of Markov discontinuous processes in the pricing of derivative securities: the application of APL. - Marco Micocci (APL, 1998)

The comparison of C++ and Mathematica in the generation of pseudo random numbers for financial and actuarial applications. - Marco Micocci; Angelo Manna; Alvaro Tomassetti (APL, 1998)

Using phase type distributions for modelling HIV disease progression. - Lalit Garg; Giovanni Masala; Sally I. McClean; Marco Micocci; Giuseppina Cannas (CBMS, 2012)