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Gambaro, A. M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G.
ORCID: 0000-0001-9215-2586 (2020).
General lattice methods for arithmetic Asian options.
European Journal of Operational Research, 282(3),
pp. 1185-1199.
doi: 10.1016/j.ejor.2019.10.026
Gambaro, A. M., Casalini, R., Fusai, G. ORCID: 0000-0001-9215-2586 & Ghilarducci, A. (2019).
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II.
Decisions in Economics and Finance,
doi: 10.1007/s10203-019-00242-1
Gambaro, A. M., Casalini, R., Fusai, G. & Ghilarducci, A. (2017). Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. Insurance: Mathematics and Economics, doi: 10.1016/j.insmatheco.2017.10.005