Split Bregman iteration for multi-period mean variance portfolio optimization - Stefania Corsaro; Valentina De Simone; Zelda Marino (Appl. Math. Comput., 2021)

Fused Lasso approach in portfolio selection - Stefania Corsaro; Valentina De Simone; Zelda Marino (Ann. Oper. Res., 2021)

l\(_1\)-Regularization for multi-period portfolio selection - Stefania Corsaro; Valentina De Simone; Zelda Marino; Francesca Perla (Ann. Oper. Res., 2020)

A general framework for pricing Asian options under stochastic volatility on parallel architectures - Stefania Corsaro; Ioannis Kyriakou; Daniele Marazzina; Zelda Marino (Eur. J. Oper. Res., 2019)

Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms - Laura Antonelli; Stefania Corsaro; Zelda Marino; Mariarosaria Rizzardi (ACM Trans. Math. Softw., 2014)

Participating life insurance policies: an accurate and efficient parallel software for COTS clusters - Stefania Corsaro; Pasquale L. De Angelis; Zelda Marino; Francesca Perla (Comput. Manag. Sci., 2011)

On parallel asset-liability management in life insurance: a forward risk-neutral approach - Stefania Corsaro; Pasquale L. De Angelis; Zelda Marino; Francesca Perla; Paolo Zanetti (Parallel Comput., 2010)

Wavelet Techniques for Option Pricing on Advanced Architectures - Stefania Corsaro; Daniele Marazzina; Zelda Marino (Euro-Par 2010 Parallel Processing Workshops - HeteroPar, HPCC, HiBB, CoreGrid, UCHPC, HPCF, PROPER, CCPI, VHPC, Ischia, Italy, August 31-September 3, 2010, Revised Selected Papers, 2010)

Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios - Stefania Corsaro; Zelda Marino; Francesca Perla; Paolo Zanetti (Euro-Par 2010 Parallel Processing Workshops - HeteroPar, HPCC, HiBB, CoreGrid, UCHPC, HPCF, PROPER, CCPI, VHPC, Ischia, Italy, August 31-September 3, 2010, Revised Selected Papers, 2010)

Financial evaluation of Participating Life Insurance Policies in distributed environments - Stefania Corsaro; Pasquale Luigi De Angelis; Zelda Marino; Francesca Perla; Paolo Zanetti (22nd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2008, Miami, Florida USA, April 14-18, 2008, 2008)