Michele Azzone

According to our database, Michele Azzone authored at least 4 papers between 2022 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2025

Central Bank Digital Currency, Flight-to-Quality, and Bank-Runs in an Agent-Based Model.

Emilio Barucci, Andrea Gurgone, Giulia Iori, Michele Azzone

CoRR, October, 2025

Explicit Option Pricing with Additive Processes.

Michele Azzone, Lorenzo Torricelli

SIAM J. Financial Math., 2025

2024

Short-time implied volatility of additive normal tempered stable processes.

Michele Azzone, Roberto Baviera

Ann. Oper. Res., May, 2024

2022

A machine learning model for lapse prediction in life insurance contracts.

Michele Azzone, Emilio Barucci, Giancarlo Giuffra Moncayo, Daniele Marazzina

Expert Syst. Appl., 2022