| Functional clustering and linear regression for peak load forecasting A Goia, C May, G Fusai International journal of forecasting 26 (4), 700-711, 2010 | 261 | 2010 |
| Implementing models in quantitative finance: methods and cases G Fusai, A Roncoroni Springer, 2008 | 221 | 2008 |
| Pricing discretely monitored Asian options under Lévy processes G Fusai, A Meucci Journal of Banking & Finance 32 (10), 2076-2088, 2008 | 165 | 2008 |
| An exact analytical solution for discrete barrier options G Fusai, ID Abrahams, C Sgarra Finance and Stochastics 10 (1), 1-26, 2006 | 120 | 2006 |
| Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options G Fusai, G Germano, D Marazzina European Journal of Operational Research 251 (1), 124-134, 2016 | 96 | 2016 |
| A general closed-form spread option pricing formula R Caldana, G Fusai Journal of Banking & Finance 37 (12), 4893-4906, 2013 | 94 | 2013 |
| Analysis of quadrature methods for pricing discrete barrier options G Fusai, MC Recchioni Journal of Economic Dynamics and Control 31 (3), 826-860, 2007 | 83 | 2007 |
| Handbook of multi-commodity markets and products: Structuring, trading and risk management A Roncoroni, G Fusai, M Cummins John Wiley & Sons, 2015 | 66 | 2015 |
| General closed-form basket option pricing bounds R Caldana, G Fusai, A Gnoatto, M Grasselli Quantitative Finance 16 (4), 535-554, 2016 | 64 | 2016 |
| General optimized lower and upper bounds for discrete and continuous arithmetic Asian options G Fusai, I Kyriakou Mathematics of Operations Research 41 (2), 531-559, 2016 | 59 | 2016 |
| Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets G Fusai, M Marena, A Roncoroni Journal of Banking & Finance 32 (10), 2033-2045, 2008 | 57 | 2008 |
| Pricing discretely monitored Asian options by maturity randomization G Fusai, D Marazzina, M Marena SIAM Journal on Financial Mathematics 2 (1), 383-403, 2011 | 47 | 2011 |
| Pricing Asian options via Fourier and Laplace transforms G Fusai Journal of computational finance 7 (3), 87-106, 2004 | 46 | 2004 |
| Machine learning risk prediction of mortality for patients undergoing surgery with perioperative SARS-CoV-2: the COVIDSurg mortality score British journal of surgery 108 (11), 1274-1292, 2021 | 45 | 2021 |
| Fluctuation identities with continuous monitoring and their application to the pricing of barrier options CE Phelan, D Marazzina, G Fusai, G Germano European Journal of Operational Research 271 (1), 210-223, 2018 | 42 | 2018 |
| Practical Problems in the Numerical Solution of PDE's in Finance G Fusai, S Sanfelici, A Tagliani Rendiconti per gli Studi Economici Quantitativi, Università Ca’Foscari …, 2002 | 40 | 2002 |
| Corridor options and arc-sine law G Fusai Annals of Applied Probability, 634-663, 2000 | 40 | 2000 |
| THE WIENER–HOPF TECHNIQUE AND DISCRETELY MONITORED PATH‐DEPENDENT OPTION PRICING R Green, G Fusai, ID Abrahams Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010 | 39 | 2010 |
| Risk management of climate impact for tourism operators: An empirical analysis on ski resorts L Ballotta, G Fusai, I Kyriakou, NC Papapostolou, PK Pouliasis Tourism Management 77, 104011, 2020 | 38 | 2020 |
| Assessing views G Fusai, M Attilio Risk 13, S17-S20, 2003 | 37 | 2003 |
Daniele MarazzinaPolitecnico di MilanoOverená e-mailová adresa na: polimi.it
