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

The efficient hedging problem for American options. - Sabrina Mulinacci (Finance Stochastics, 2011)

A copula-based model of speculative price dynamics in discrete time. - Umberto Cherubini; Sabrina Mulinacci; Silvia Romagnoli (J. Multivar. Anal., 2011)

Contagion-based distortion risk measures. - Umberto Cherubini; Sabrina Mulinacci (Appl. Math. Lett., 2014)

Extensions and distortions of λ-fuzzy measures. - Umberto Cherubini; Sabrina Mulinacci (Fuzzy Sets Syst., 2021)

Pseudo-moment generating functions: Application to pseudo-Schur constant random vectors. - Sabrina Mulinacci; Massimo Ricci (Fuzzy Sets Syst., 2024)