On pricing arithmetic average reset options with multiple reset dates in a lattice framework. - Massimo Costabile; Ivar Massabò; Emilio Russo (J. Comput. Appl. Math., 2011)

Option pricing under regime-switching jump-diffusion models. - Massimo Costabile; Arturo Leccadito; Ivar Massabò; Emilio Russo (J. Comput. Appl. Math., 2014)

A lattice approach to evaluate participating policies in a stochastic interest rate framework. - Massimo Costabile; Ivar Massabò; Emilio Russo; Alessandro Staino (J. Comput. Appl. Math., 2021)

Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. - Massimo Costabile; Ivar Massabò; Emilio Russo; Alessandro Staino (Commun. Nonlinear Sci. Numer. Simul., 2023)

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. - Alessandro Staino; Emilio Russo; Massimo Costabile; Arturo Leccadito (Comput. Manag. Sci., 2023)

A lattice-based approach for life insurance pricing in a stochastic correlation framework. - Massimo Costabile; Ivar Massabò; Emilio Russo; Alessandro Staino; Rogemar S. Mamon; Yixing Zhao (Math. Comput. Simul., 2025)