| A machine learning model for lapse prediction in life insurance contracts M Azzone, E Barucci, GG Moncayo, D Marazzina Expert Systems with Applications 191, 116261, 2022 | 24 | 2022 |
| Additive normal tempered stable processes for equity derivatives and power-law scaling M Azzone, R Baviera Quantitative Finance 22 (3), 501-518, 2022 | 12 | 2022 |
| Synthetic forwards and cost of funding in the equity derivative market M Azzone, R Baviera Finance Research Letters 41, 101841, 2021 | 9 | 2021 |
| A fast Monte Carlo scheme for additive processes and option pricing M Azzone, R Baviera Computational Management Science 20 (1), 31, 2023 | 5 | 2023 |
| Short-time implied volatility of additive normal tempered stable processes M Azzone, R Baviera Annals of Operations Research, 1-34, 2022 | 4 | 2022 |
| Neural network middle-term probabilistic forecasting of daily power consumption M Azzone, R Baviera Journal of Energy Markets 14 (1), 1-26, 2021 | 4 | 2021 |
| Evaluation of sight deposits and central bank digital currency M Azzone, E Barucci Journal of International Financial Markets, Institutions and Money 88, 101841, 2023 | 3 | 2023 |
| Can we hedge carbon risk? A network embedding approach M Azzone, MC Pocelli, D Stocco arXiv preprint arXiv:2311.12450, 2023 | 1 | 2023 |
| On the implied volatility skew outside the at-the-money point M Azzone, L Torricelli Available at SSRN 4453112, 2023 | 1 | 2023 |
| Explicit option pricing with additive processes M Azzone, L Torricelli Available at SSRN 4453106, 2023 | 1 | 2023 |
| Asset management with an ESG mandate M Azzone, E Barucci, D Stocco arXiv preprint arXiv:2403.11622, 2024 | | 2024 |
| The Puzzle of Carbon Allowance Spread M Azzone, R Baviera, P Manzoni Available at SSRN 4731338, 2024 | | 2024 |
| Is (independent) subordination relevant? M Azzone, R Baviera arXiv preprint arXiv:2307.08628, 2023 | | 2023 |
| Additive normal tempered stable process: a new way to model the implied volatility surface M Azzone | | 2021 |
| Additive process for equity index derivatives M AZZONE Italy, 2018 | | 2018 |
