| General lattice methods for arithmetic Asian options AM Gambaro, I Kyriakou, G Fusai European Journal of Operational Research 282 (3), 1185-1199, 2020 | 23 | 2020 |
| Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts AM Gambaro, R Casalini, G Fusai, A Ghilarducci Insurance: Mathematics and Economics 81, 117-129, 2018 | 15 | 2018 |
| A Discussion of Non‐Gaussian Price Processes for Energy and Commodity Operations AM Gambaro, N Secomandi Production and Operations Management 30 (1), 47-67, 2021 | 13 | 2021 |
| A market-consistent framework for the fair evaluation of insurance contracts under Solvency II AM Gambaro, R Casalini, G Fusai, A Ghilarducci Decisions in Economics and Finance 42 (1), 157-187, 2019 | 13 | 2019 |
| ICU capacity expansion under uncertainty in the early stages of a pandemic AM Gambaro, G Fusai, MMS Sodhi, C May, C Morelli Production and Operations Management 32 (8), 2455-2474, 2023 | 11 | 2023 |
| Approximate pricing of swaptions in affine and quadratic models AM Gambaro, R Caldana, G Fusai Quantitative Finance 17 (9), 1325-1345, 2017 | 5 | 2017 |
| The capital-on-capital cost in solvency II risk margin AM Gambaro European Actuarial Journal 15 (1), 137-161, 2025 | 2 | 2025 |
| Navigating Supply Shocks: Sector Resilience and Production Prices through Stochastic Input-Output Modeling G Amici, G Fusai, A Gambaro, D Marazzina Available at SSRN 5252330, 2025 | 1 | 2025 |
| Pricing on Trees Using New Risk-Free Rates. G Fusai, AM Gambaro Journal of Derivatives 32 (1), 2024 | 1 | 2024 |
| HJM multiple-curve model with time-changed Lévy processes A Gambaro, L Ballotta, G Fusai working paper, 2016 | 1 | 2016 |
| Exponential expansions for approximation of probability distributions AM Gambaro Decisions in Economics and Finance, 1-23, 2024 | | 2024 |
| Average-type real options: An empirical multi-factor demand model A Gambaro, I Kyriakou, G Fusai Available at SSRN 4735251, 2024 | | 2024 |
| Asset allocation for life insurance portfolio under Solvency II using artificial intelligence A Gambaro EURO 2022: Conference handbook and abstracts: 32nd European Conference on …, 2022 | | 2022 |
| We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. AM GAMBARO, G FUSAI, C MAY, C MORELLI, M Sodhi Production and Operations Management Society (POMS) Conference, 2021 | | 2021 |
| Time Consistent Solvency Capital Requirement Under Solvency II. A Gambaro Available at SSRN 3536479, 2020 | | 2020 |
| Accurate pricing of swaptions via Lower Bound AM Gambaro, R Caldana, G Fusai Handbook of Recent Advances in Commodity and Financial Modeling …, 2017 | | 2017 |
| Interest rate and credit risk models applied to finance and actuarial science A Gambaro Università degli Studi di Milano-Bicocca, 2017 | | 2017 |
| Accurate pricing of swaptions via Lower Bound R Caldana, G Fusai, A Gambaro Recent advances in Commodity and Financial Modeling, 1-20, 2016 | | 2016 |
| Approximated pricing of swaptions in general interest rate models AM Gambaro, R Caldana, G Fusai whP (T, Th) 1, 1.1, 0 | | |
