 | 2011 |
|---|
| 6 |       | Gianluca Fusai,
Daniele Marazzina,
Marina Marena:
Pricing Discretely Monitored Asian Options by Maturity Randomization.
SIAM J. Financial Math. 2(1): 383-403 (2011) |
| 2010 |
|---|
| 5 | | Gianluca Fusai,
Daniele Marazzina,
Marina Marena:
Option pricing, maturity randomization and distributed computing.
Parallel Computing 36(7): 403-414 (2010) |
| 2008 |
|---|
| 4 | | Marina Marena,
Daniele Marazzina,
Gianluca Fusai:
Option pricing, maturity randomization and grid computing.
IPDPS 2008: 1-8 |
| 2006 |
|---|
| 3 | | Gianluca Fusai,
I. David Abrahams,
Carlo Sgarra:
An exact analytical solution for discrete barrier options.
Finance and Stochastics 10(1): 1-26 (2006) |
| 2002 |
|---|
| 2 | | Mauro D'Amico,
Gianluca Fusai,
Aldo Tagliani:
Valuation of exotic options using moments.
Operational Research 2(2): 157-186 (2002) |
| 2001 |
|---|
| 1 | | Gianluca Fusai,
Elisa Luciano:
Dynamic value at risk under optimal and suboptimal portfolio policies.
European Journal of Operational Research 135(2): 249-269 (2001) |
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