Long swings in exchange rates: a stochastic control approach. - Rosella Castellano; Rita Laura D'Ecclesia (Int. Trans. Oper. Res., 2007)

A Markov Switching Re-evaluation of Event-Study Methodology. - Rosella Castellano; Luisa Scaccia (COMPSTAT, 2010)

Credit default swaps: implied ratings versus official ones. - Rosella Castellano; Rosella Giacometti (4OR, 2012)

Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach. - Rosella Castellano; Roy Cerqueti (Appl. Math. Comput., 2012)

CDS volatility: the key signal of credit quality. - Rosella Castellano; Rita Laura D'Ecclesia (Ann. Oper. Res., 2013)

Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective. - Rosella Castellano; Luisa Scaccia (Central Eur. J. Oper. Res., 2014)

Mean-Variance portfolio selection in presence of infrequently traded stocks. - Rosella Castellano; Roy Cerqueti (Eur. J. Oper. Res., 2014)

Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion. - Rosella Castellano; Roy Cerqueti; Luca Spinesi (Eur. J. Oper. Res., 2016)

Exploring the financial risk of a temperature index: a fractional integrated approach. - Rosella Castellano; Roy Cerqueti; Giulia Rotundo (Ann. Oper. Res., 2020)

What if versus probabilistic scenarios: a neuroscientific analysis. - Rosella Castellano; Marco Mancinelli; Giorgia Ponsi; Gaetano Tieri (Ann. Oper. Res., 2021)

Statistical methods for decision making in public sector: from the quality assessment to the citizen satisfaction. - Luigi D'Ambra; Rosella Castellano; Pierpaolo D'Urso; Sandra De Iaco (Ann. Oper. Res., 2024)

The analysis of the impact of the framing effect on the choice of financial products: an analytical hierarchical process approach. - Viviana Ventre; Roberta Martino; Rosella Castellano; Pasquale Sarnacchiaro (Ann. Oper. Res., 2024)

Dynamic stochastic optimization for sustainability and management of overconsumption. - Rosella Castellano; Roy Cerqueti (Commun. Nonlinear Sci. Numer. Simul., 2025)