Unified Moment-Based Modeling of Integrated Stochastic Processes. - Ioannis Kyriakou; Riccardo Brignone; Gianluca Fusai (Oper. Res., 2024)

Exact Simulation of the Multifactor Ornstein-Uhlenbeck Driven Stochastic Volatility Model. - Riccardo Brignone (SIAM J. Sci. Comput., 2024)

Commodity Asian option pricing and simulation in a 4-factor model with jump clusters. - Riccardo Brignone; Luca Gonzato; Carlo Sgarra (Ann. Oper. Res., 2024)