Optimal impulse control on an unbounded domain with nonlinear cost functions. - Stefano Baccarin; Simona Sanfelici (Comput. Manag. Sci., 2006)

Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise. - M. E. Mancino; Simona Sanfelici (Comput. Stat. Data Anal., 2008)

A boundary element approach to barrier option pricing in Black-Scholes framework. - Chiara Guardasoni; Simona Sanfelici (Int. J. Comput. Math., 2016)

Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps. - Chiara Guardasoni; Simona Sanfelici (SIAM J. Appl. Math., 2016)

Real Estate Asset Management Companies' Economies of Scale: Is It a Dream or Reality? The Italian Case. - Evita Allodi; Claudio Cacciamani; Michele Caliolo; Pier Paolo De Santis; Fabio Della Marra; Simona Sanfelici (Complex., 2020)

Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab Code). - Alessandra Aimi; Chiara Guardasoni; Luis Ortiz-Gracia; Simona Sanfelici (Comput. Methods Appl. Math., 2023)

The Fourier-Malliavin Volatility (FMVol) MATLAB® library. - Simona Sanfelici; Giacomo Toscano (Math. Comput. Simul., 2024)