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

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

l1-Regularization for multi-period portfolio selection. - Corsaro, Stefania; Simone, Valentina De; Marino, Zelda; Perla, Francesca (Ann. Oper. Res., 2020)

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

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

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

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

Wavelet Techniques for Option Pricing on Advanced Architectures. - Corsaro, Stefania; Marazzina, Daniele; Marino, Zelda (2010)

Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios. - Corsaro, Stefania; Marino, Zelda; Perla, Francesca; Zanetti, Paolo (2010)

Financial evaluation of Participating Life Insurance Policies in distributed environments. - Corsaro, Stefania; Angelis, Pasquale Luigi De; Marino, Zelda; Perla, Francesca; Zanetti, Paolo (2008)