Implied volatility and state price density estimation: arbitrage analysis. - Milos Kopa; Sebastiano Vitali; Tomás Tichý; Radek Hendrych (Comput. Manag. Sci., 2017)

Optimal pension fund composition for an Italian private pension plan sponsor. - Sebastiano Vitali; Vittorio Moriggia; Milos Kopa (Comput. Manag. Sci., 2017)

Individual optimal pension allocation under stochastic dominance constraints. - Milos Kopa; Vittorio Moriggia; Sebastiano Vitali (Ann. Oper. Res., 2018)

Portfolio selection strategy for fixed income markets with immunization on average. - Sergio Ortobelli; Sebastiano Vitali; Marco Cassader; Tomás Tichý (Ann. Oper. Res., 2018)

Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. - Giorgio Consigli; Vittorio Moriggia; Sebastiano Vitali; Lorenzo Mercuri (Comput. Manag. Sci., 2018)

Multistage multivariate nested distance: An empirical analysis. - Sebastiano Vitali (Kybernetika, 2018)

Long-term individual financial planning under stochastic dominance constraints. - Giorgio Consigli; Vittorio Moriggia; Sebastiano Vitali (Ann. Oper. Res., 2020)

Evaluation of scenario reduction algorithms with nested distance. - Markéta Horejsová; Sebastiano Vitali; Milos Kopa; Vittorio Moriggia (Comput. Manag. Sci., 2020)

Comparing stage-scenario with nodal formulation for multistage stochastic problems. - Sebastiano Vitali; Ruth Domínguez; Vittorio Moriggia (4OR, 2021)

Pension fund management with investment certificates and stochastic dominance. - Sebastiano Vitali; Vittorio Moriggia (Ann. Oper. Res., 2021)

Investment disputes and their explicit role in option market uncertainty and overall risk instability. - Zdenek Drábek; Milos Kopa; Matús Maciak; Michal Pesta; Sebastiano Vitali (Comput. Manag. Sci., 2023)

Implied volatility smoothing at COVID-19 times. - Sebastiano Vitali; Milos Kopa; Gabriel E. Giana (Comput. Manag. Sci., 2023)

Using interpolated implied volatility for analysing exogenous market changes. - Matús Maciak; Sebastiano Vitali (Comput. Manag. Sci., 2024)

Computing agents' reputation within a network. - Federico Grigis; Sergio Ortobelli Lozza; Sebastiano Vitali (Games Econ. Behav., 2025)