1) European option pricing with transaction Costs and Stochastic Volatility: an Asymptotic Analysis, PREPRINT, Submitted, 2012 (with R.E. Caflisch, G. Gambino, M. Sammartino).
2) Historical and Risk-Neutral Parameter Estimation in a Two-Factor Stochastic Volatility Oil Market Model, PREPRINT, Submitted, 2012 (with G. Fileccia).
3) Convex Comparison of GARCH Models, PREPRINT, Submitted, 2012 (with F. Bellini and F. Pellerey).
4) Acceptability Indexes via “g-expectations”: an Application to liquidity Risk, PREPRINT, Submitted, 2012 (with E. Rosazza Gianin).
5) The Risk Premium and the Esscher Transform in Power Markets, Stochastic Analysis and Applications, 30, 1, 20-43, 2012. (with. F.E. Benth).
6) Convex Ordering of Esscher and Minimal Entropy Martingale Measures in Discrete time Models, in “Mathematical and Statistical Methods in Actuarial Sciences and Finance” (C. Perna, M. Sibillo Eds.), Springer, 2011. (with F. Bellini).
7) A Finite Element Discretization Method for Option Pricing with the Bates Model , SeMA Journal, 55, 23-40, 2011. (with E. Miglio).
8) Some Results on Correlation Matrices for Interest Rates, Acta Applicandae Mathematicae, 115, 3, 291-318, 2011. (with E. Salinelli).
9) On the explicit valuation of geometric asian options in stochastic volatility models with jumps, Journal of Computational and Applied Mathematics, 235, n.11, 3355-3365, 2011. (with F. Hubalek).
10) The Evaluation of American Options in a Stochastic Volatility Model with Jumps: an Efficient Finite Element Approach, Computers and Mathematics with Applications, 60, n.6, 1571-1590, 2010. (with L. Ballestra).
11) On the Esscher Transforms and Other equivalent Martingale Measures for the Barndorff-Nielsen and Shephard Stochastic Volatility Models with Jumps, Stochastic Processes and their Applications, 119, n.7, 2137-2157, 2009. (with F. Hubalek).
12) Shift, Slope and Curvature for a Class of Yields Correlation Matrices, Linear Algebra and its Applications, 426, 1-2, 650-666, 2007. (with E. Salinelli).
13) Quadratic Hedging for the Bates Model, International Journal of Theoretical and Applied Finance, 10, n.5, 873-885, 2007. (with F. Hubalek).
14) Correlation matrices for yields and total positivity, Linear Algebra and its Applications, 418, 1-2, 682-692, 2006. (with E. Salinelli).
15) On the Esscher Transforms and Entropy for Exponential Levy Models, Quantitative Finance, 6, n.2 ,125-145, 2006. (with F. Hubalek).
16) An Exact Analytical Solution for Discrete Barrier Options, Finance and Stochastics, 10, n.1, 1-26, 2006 (with D.I. Abrahams and G. Fusai).
17) Rotations which make Strain and Stress Coaxial, Journal of Elasticity, 48, 211-218, 1997. (with M. Vianello).
18) Directions of Coaxiality between pure Strain and Stress in Linear Elasticity, Journal of Elasticity, 46, 263-265, 1997. (with M. Vianello).
19) Comments on Extension of the Mott-Smith Method to denser gases [Phys. Fluids A 4, 1856 (1992)], Physics of Fluids, 7, n.6, 1507-1509, 1995. (with C. Cercignani and A. Frezzotti).
20) Numerical Analysis of a Shock-Wave Solution of the Enskog Equation Obtained via a Monte Carlo Method, Journal of Statistical Physics, 73, n.1/2, 193-207, 1993. (with A. Frezzotti).
21) Half-Range Completeness for the Fokker-Planck Equation with an External Force, Journal of Statistical Physics, 66, n.5/6, 1575-1582, 1992. (with C. Cercignani).
22) Some Remarks about Completeness for the Fokker-Planck Equation with an External Force Term, Proceedings of SPGP Symposium, Locarno 1991, Editor S. Albeverio (with C. Cercignani).
23) On the Relation between the Scattering Kernel and the Standard Formulation of the Boltzmann Equation, Il Nuovo Cimento B, 101, n.5, 523-531, 1988. (with C. Cercignani and M. Lampis).
24) L2-Stability near Equilibrium of the Solution of the Homogeneous Boltzmann Equation in the case of Maxwellian Molecules, Meccanica, 23, 15-18, 1988. (with C. Cercignani and M. Lampis).
25) Numerical Analysis of Two-Soliton Solutions on a Bianchi Type-II Background, General Relativity and Gravitation, 18, n.7, 745-765, 1986. (with A. Curir and M. Francaviglia).
26) Remarks about Higher-Order Poles in the Belinsky-Zakharov Method for Einstein Equations, Il Nuovo Cimento B, 80, n.2, 223-230, 1984. (with M. Francaviglia).