A comparison result for FBSDE with applications to decisions theory. - Fabio Antonelli; Emilio Barucci; Maria Elvira Mancino (Math. Methods Oper. Res., 2001)

Fourier series method for measurement of multivariate volatilities. - Paul Malliavin; Maria Elvira Mancino (Finance Stochastics, 2002)

Fourier estimation method applied to forward interest rates. - Nien-Lin Liu; Maria Elvira Mancino (JSIAM Lett., 2012)

On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? - Erindi Allaj; Maria Elvira Mancino (Commun. Stat. Simul. Comput., 2021)