First and second generation lookback and barrier options: enhancing pricing accuracy through Conditional Monte Carlo by Pier Giuseppe Giribone, Federico Tropiano

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Modeling the interest rates term structure using Machine Learning: a Gaussian process regression approach by Alessio Delucchi, Pier Giuseppe Giribone

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The impact of negative interest rates on the pricing of options written on equity: a technical study for a suitable estimate of early termination by Anna Botasso, Lorenzo Bruno, Pier Giuseppe Giribone

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Analysis of numerical integration schemes for the Heston model: a case study based on the pricing of investment certificates by Michelangelo Fusaro, Pier Giuseppe Giribone, Alessio Tissone

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Current and prospective estimate of counterparty risk through dynamic neural networks by Alessio Agnese, Pier Giuseppe Giribone, Francesca Querci

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Implementation of variance reduction techniques applied to the pricing of investment certificates by Anna Bottasso, Pier Giuseppe Giribone, Michelangelo Fusaro;, Alessio Tissone

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Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine: a case study applied to the Turkish stock market by Pier Giuseppe Giribone, Marco Muselli, Erenay Ünal, Damiano Verda

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