| 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 | 38 | 2022 |
| Additive normal tempered stable processes for equity derivatives and power-law scaling M Azzone, R Baviera Quantitative Finance 22 (3), 501-518, 2022 | 15 | 2022 |
| Synthetic forwards and cost of funding in the equity derivative market M Azzone, R Baviera Finance Research Letters 41, 101841, 2021 | 12 | 2021 |
| A fast Monte Carlo scheme for additive processes and option pricing M Azzone, R Baviera Computational Management Science 20 (1), 31, 2023 | 9 | 2023 |
| Evaluation of sight deposits and central bank digital currency M Azzone, E Barucci Journal of International Financial Markets, Institutions and Money 88, 101841, 2023 | 8 | 2023 |
| Short-time implied volatility of additive normal tempered stable processes M Azzone, R Baviera Annals of Operations Research 336 (1), 93-126, 2024 | 6 | 2024 |
| Neural network middle-term probabilistic forecasting of daily power consumption M Azzone, R Baviera Journal of Energy Markets 14 (1), 1-26, 2021 | 6 | 2021 |
| Asset management with an ESG mandate M Azzone, E Barucci, D Stocco arXiv preprint arXiv:2403.11622, 2024 | 2 | 2024 |
| Explicit option pricing with additive processes M Azzone, L Torricelli Available at SSRN 4453106, 2023 | 2 | 2023 |
| On the implied volatility skew outside the at-the-money point M Azzone, L Torricelli Quantitative Finance, 1-11, 2024 | 1 | 2024 |
| Aim, Focus, Shoot. The Choice of Appropriate and Effective Macroprudential Instruments M Azzone, M Pirovano ECB Working Paper, 2024 | | 2024 |
| The puzzle of Carbon Allowance spread M Azzone, R Baviera, P Manzoni arXiv preprint arXiv:2405.12982, 2024 | | 2024 |
| Is (Independent) Subordination Relevant in Equity Derivatives? M Azzone, R Baviera Applied Stochastic Models in Business and Industry, 2024 | | 2024 |
| Hedging carbon risk with a network approach M Azzone, MC Pocelli, D Stocco arXiv preprint arXiv:2311.12450, 2023 | | 2023 |
| Is (independent) subordination relevant in option pricing? M Azzone, R Baviera arXiv preprint arXiv:2307.08628, 2023 | | 2023 |
| 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 Politecnico di Milano, 2017 | | 2017 |
