An Optimal Dividend and Investment Control Problem under Debt Constraints. - Etienne Chevalier; Vathana Ly Vath; Simone Scotti (SIAM J. Financial Math., 2013)

Flight trial demonstration of seamless aeronautical networking. - Simon Plass; Romain Hermenier; Oliver Lücke; Dirk Gomez Depoorter; Théophile Tordjman; Mark Chatterton; Massimiliano Amirfeiz; Simone Scotti; Yongqiang Jay Cheng; Prashant Pillai; Thomas Gräupl; Frederic Durand; et al. (IEEE Commun. Mag., 2014)

Alpha-CIR model with branching processes in sovereign interest rate modeling. - Ying Jiao; Chunhua Ma; Simone Scotti (Finance Stochastics, 2017)

Optimal harvesting under marine reserves and uncertain environment. - M'hamed Gaïgi; Vathana Ly Vath; Simone Scotti (Eur. J. Oper. Res., 2022)

Interest Rates Term Structure Models Driven by Hawkes Processes. - Guillaume Bernis; Matthieu Garcin; Simone Scotti; Carlo Sgarra (SIAM J. Financial Math., 2023)

Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data. - Iacopo Raffaelli; Simone Scotti; Giacomo Toscano (Ann. Oper. Res., 2024)