Functional convergence of Snell envelopes: Applications to American options approximations. - Sabrina Mulinacci; Maurizio Pratelli (Finance Stochastics, 1998)

On the use of measure-valued strategies in bond markets. - Marzia De Donno; Maurizio Pratelli (Finance Stochastics, 2004)

Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes. - Eni Musta; Maurizio Pratelli; Dario Trevisan (J. Multivar. Anal., 2017)