Robustness of the Black-Scholes approach in the case of options on several assets. - Silvia Romagnoli; Tiziano Vargiolu (Finance Stochastics, 2000)

Computing the volume of a high-dimensional semi-unsupervised hierarchical copula. - Enrico Bernardi; Silvia Romagnoli (Int. J. Comput. Math., 2011)

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

Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application. - Enrico Bernardi; Silvia Romagnoli (Int. J. Inf. Technol. Decis. Mak., 2016)

Measure-invariance of copula functions as tool for testing no-arbitrage assumption. - Silvia Romagnoli (J. Comput. Appl. Math., 2018)

The impact of the dependence structure in risk management: a focus on credit-risk. - Enrico Bernardi; Silvia Romagnoli; Matteo Doti (Int. J. Gen. Syst., 2019)

A vague multidimensional dependency structure: Conditional versus Unconditional fuzzy copula models. - Silvia Romagnoli (Inf. Sci., 2020)

A distorted copula-based evolution model: risks' aggregation in a Bonus-Malus migration system. - Enrico Bernardi; Silvia Romagnoli (Soft Comput., 2021)

Fuzzy Esscher changes of measure and copula invariance in Lévy markets. - Enrico Bernardi; Daniele Ritelli; Silvia Romagnoli (Fuzzy Sets Syst., 2023)