SELEZIONE DI PUBBLICAZIONI
Half-full or half-empty? A model of decision making under risk (con M. Cenci, M. Corradini e A. Feduzi), Journal of Mathematical Psychology, 2015
Chapman-Kolmogorov lattice method for derivatives pricing (con F. Aluigi e M. Corradini), Applied Mathematics and Computation, 2014
Pricing and Applications of Digital Installment Options (con P. Ciurlia), Journal of Applied Mathematics, 2012
Incomplete Financial Markets and Contingent Claim Pricing in a Dual Expected Utility Theory Framework (con M. Corradini), Insurance: Mathematics and Economics, 2009
A Model for Pricing Real Estate Derivatives with Stochastic Interest Rates (con P. Ciurlia), Mathematical and Computer Modelling, 2009
Corporate Valuations and the Merton Model, Applied Financial Economics Letters, 2007
The Impact of 9/11 on US REIT Returns: Fundamental or Financial? (con S. Lee), International Journal of Strategic Property Management, 2007
Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework (con M. Cenci e M. Corradini), ASTIN Bulletin, 2006
Equity and Debt Valuation with Default Risk: a Discrete Structural Model (con M. Cenci), Applied Financial Economics, 2005