Parallel and Symbolic Computation in Finance. - Marida Bertocchi; Enrico Cavalli; Giovanni Zambruno (PP, 1991)

A Monte-Carlo approach for 0-1 programming problems. - Marida Bertocchi; Luca Brandolini; Leszek Slominski; J. Sobczynska (Computing, 1992)

On estimating the yield and volatility curves. - Jitka Dupacová; Jozsef Abaffy; Marida Bertocchi; Marie Husková (Kybernetika, 1997)

Highly parallel computing in simulation on dynamic bond portfolio management. - Vittorio Moriggia; Marida Bertocchi; Jitka Dupacová (APL, 1998)

Perturbations of M-matrices via ABS methods and their applications to input-output analysis. - Jozsef Abaffy; Marida Bertocchi; Anna Torriero (Appl. Math. Comput., 1998)

Bond portfolio management with repo contracts: the Italian case. - Marida Bertocchi; Rosella Giacometti; Leon Slominski (Ann. Oper. Res., 2000)

Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. - Marida Bertocchi; Vittorio Moriggia; Jitka Dupacová (Ann. Oper. Res., 2000)

From data to model and back to data: A bond portfolio management problem. - Jitka Dupacová; Marida Bertocchi (Eur. J. Oper. Res., 2001)

Extensions of the Ho and Lee interest-rate model to the multinomial case. - Jozsef Abaffy; Marida Bertocchi; Adriana Gnudi (Eur. J. Oper. Res., 2005)

Risk factor analysis and portfolio immunization in the corporate bond market. - Marida Bertocchi; Rosella Giacometti; Stavros A. Zenios (Eur. J. Oper. Res., 2005)

Horizon and stages in applications of stochastic programming in finance. - Marida Bertocchi; Vittorio Moriggia; Jitka Dupacová (Ann. Oper. Res., 2006)

A mixed integer nonlinear optimization model for gas sale company. - Elisabetta Allevi; Maria Ida Bertocchi; Maria Teresa Vespucci; Mario Innorta (Optim. Lett., 2007)

A two-stage stochastic optimization model for a gas sale retailer. - Francesca Maggioni; Maria Teresa Vespucci; Elisabetta Allevi; Maria Ida Bertocchi; Mario Innorta (Kybernetika, 2008)

Preface. - Marida Bertocchi; Georg Ch. Pflug; Hercules Vladimirou (Ann. Oper. Res., 2009)

Testing the structure of multistage stochastic programs. - Jitka Dupacová; Marida Bertocchi; Vittorio Moriggia (Comput. Manag. Sci., 2009)

A Stochastic Model for Mortality Rate on Italian Data. - Rosella Giacometti; Sergio Ortobelli Lozza; Marida Bertocchi (J. Optim. Theory Appl., 2011)

A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants. - Maria Teresa Vespucci; Francesca Maggioni; Maria Ida Bertocchi; Mario Innorta (Ann. Oper. Res., 2012)

Optimal Kinematics of a Looped Filament. - Francesca Maggioni; Florian A. Potra; Marida Bertocchi (J. Optim. Theory Appl., 2013)

A stochastic model for investments in different technologies for electricity production in the long period. - Maria Teresa Vespucci; Marida Bertocchi; Mario Innorta; Stefano Zigrino (Central Eur. J. Oper. Res., 2014)

Bounds in Multistage Linear Stochastic Programming. - Francesca Maggioni; Elisabetta Allevi; Marida Bertocchi (J. Optim. Theory Appl., 2014)

Monotonic bounds in multistage mixed-integer stochastic programming. - Francesca Maggioni; Elisabetta Allevi; Marida Bertocchi (Comput. Manag. Sci., 2016)

A leader-followers model of power transmission capacity expansion in a market driven environment. - Paolo Pisciella; Marida Bertocchi; Maria Teresa Vespucci (Comput. Manag. Sci., 2016)

Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures. - Maria Teresa Vespucci; Marida Bertocchi; Paolo Pisciella; Stefano Zigrino (Optim. Methods Softw., 2016)

A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches. - Francesca Maggioni; Florian A. Potra; Marida Bertocchi (Comput. Manag. Sci., 2017)