- S. Herzel: Modelli di Option pricing con volatilità stocastica: uno studio empirico (.ps)

- A. Consiglio: Simulation and Optimization: from Market to Credit Risk
articolo 1 (.ps) articolo 2 (.pdf)

- M. E. Mancino: Stochastic Calculus of Variations to Hedge Contingent Claims

- R. Monte: Diffusion Processes for Asset Prices under Bounded Rationality

- L. Marangio: A Critical Review of Techniques for Term Structure Analysis (.ps)

- F. Angelini: An analysis of Italian financial data using extreme value theory (.ps)

- M. Baldini: I Modelli Attuariali per la Valutazione delle Polizze Vita Agganciate ad Indici di Borsa

- A.L. Amadori: Option pricing in a jump-diffusion model with large investor

- G. Rotundo: Sistemi caotici e stocastici in finanza

- F. Biagini: Mean-variance hedging per titoli obbligazionari

- G. Fusai: Valuation of Asian Options

- G. Rossi: Applicazioni e la probabilita' che non capiti nulla

- A. Gamba: Valuing the launch of a new pharmaceutical product: a real option case

- M. Costabile: A Binomial Algorithm for Pricing Options with Curved Boundaries (.ps)

- M. R. Simonelli: Fuzziness e pricing finanziario (.ps)

- M. Cenci: Stochastic volatility and term structure models

- T. Vargiolu: Optimal default boundary in a discrete time setting (.ps)

- F. Beccacece: On Financial Decision Making: Risk-Measures in Benchmark-Based Models

- G. Iovino: Valuation of derivatives subject to financial distress under the C.I.R. model via a large deviation approach

- A. Basso: Correcting simulation bias in discrete monitoring of Russian options (.ps)

- D. Brigo: Discrete Time vs Continuous Time Stock-price Dynamics and implications for Option pricing (.ps)

- P. Guasoni: Risk Minimization under Transaction costs (.ps)

- C. Mancini: The European Options hedge ``any" claim perfectly in a Poisson-Gaussian model for the index-linked bond market (.ps)

- S. Cabras: Un'analisi del Valore a Rischio per dati finanziari