Corsaro, S., Kyriakou, I. ORCID: 0000-0001-9592-596X, Marazzina, D. and Marino, Z. (2018). A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.07.017

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 and Marazzina, D. (2018). Integrated Structural Approach to Credit Value Adjustment. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.07.026

Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 and Germano, G. (2018). Hilbert transform, spectral filters and option pricing. Annals of Operations Research, doi: 10.1007/s10479-018-2881-4

Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 and Germano, G. (2018). Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. European Journal of Operational Research, 271(1), pp. 210-223. doi: 10.1016/j.ejor.2018.04.016

Fusai, G., Germano, G. and Marazzina, D. (2016). Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. European Journal of Operational Research, 251(1), pp. 124-134. doi: 10.1016/j.ejor.2015.11.027

Sesana, D., Marazzina, D. and Fusai, G. (2014). Pricing exotic derivatives exploiting structure. European Journal of Operational Research, 236(1), pp. 369-381. doi: 10.1016/j.ejor.2013.12.009

Fusai, G., Marazzina, D. and Marena, M. (2011). Pricing Discretely Monitored Asian Options by Maturity Randomization. SIAM Journal on Financial Mathematics, 2(1), pp. 383-403. doi: 10.1137/09076115X