Pension funds with a minimum guarantee: a stochastic control approach. - Marina Di Giacinto; Salvatore Federico; Fausto Gozzi (Finance Stochastics, 2011)

On the sub-optimality cost of immediate annuitization in DC pension funds. - Marina Di Giacinto; Elena Vigna (Central Eur. J. Oper. Res., 2012)

Income drawdown option with minimum guarantee. - Marina Di Giacinto; Salvatore Federico; Fausto Gozzi; Elena Vigna (Eur. J. Oper. Res., 2014)

Optimal execution with dynamic risk adjustment. - Xue Cheng; Marina Di Giacinto; Tai-Ho Wang (J. Oper. Res. Soc., 2019)

Optimal order execution under price impact: a hybrid model. - Marina Di Giacinto; Claudio Tebaldi; Tai-Ho Wang (Ann. Oper. Res., 2024)