A machine learning model for lapse prediction in life insurance contracts. - Michele Azzone; Emilio Barucci; Giancarlo Giuffra Moncayo; Daniele Marazzina (Expert Syst. Appl., 2022)

Short-time implied volatility of additive normal tempered stable processes. - Michele Azzone; Roberto Baviera (Ann. Oper. Res., 2024)

Explicit Option Pricing with Additive Processes. - Michele Azzone; Lorenzo Torricelli (SIAM J. Financial Math., 2025)