Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model. - Carl Chiarella; Viviana Fanelli; Silvana Musti (Eur. J. Oper. Res., 2011)

A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch. - Viviana Fanelli (Eur. J. Oper. Res., 2016)

Implications of implicit credit spread volatilities on interest rate modelling. - Viviana Fanelli (Eur. J. Oper. Res., 2017)

A nonlinear dynamic model for credit risk contagion. - Viviana Fanelli; Lucia Maddalena 002 (Math. Comput. Simul., 2020)

Long memory and crude oil's price predictability. - Roy Cerqueti; Viviana Fanelli (Ann. Oper. Res., 2021)

Correction to: Seasonality in commodity prices: new approaches for pricing plain vanilla options. - Carme Frau; Viviana Fanelli (Ann. Oper. Res., 2024)

Seasonality in commodity prices: new approaches for pricing plain vanilla options. - Carme Frau; Viviana Fanelli (Ann. Oper. Res., 2024)

Modeling and simulating a startup ecosystem development with a delayed differential equation. - Alessio Brini; Viviana Fanelli (Soft Comput., 2025)