M. L. Bianchi, A. Hitaj, G. L. Tassinari, "A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance", Annals of Operations Research, DOI 10.1007/s10479-022-04970-3.
M. Arnone, M. L. Bianchi, A. G. Quaranta, G. L. Tassinari, "Catastrophic risk and the pricing of catastrophe equity put options", Computational Management Science, (2021), 18:213-237
M. L. Bianchi, G. L. Tassinari, "Forward-looking portfolio selection with multivariate non-Gaussian models", Quantitative Finance, Vol. 20, No. 10 (2020), 1644-1661.
M. L. Bianchi, S. V. Stoyanov, G. L. Tassinari, F. J. Fabozzi, e S. M. Focardi, Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management, World Scientific Handbook in Financial Economics Series: Volume 7, (World Scientific, Marzo 2019).
M. L. Bianchi, G. L. Tassinari, F. J. Fabozzi “Riding with the four horsemen and the multivariate normal tempered stable model”, International Journal of Theoretical and Applied Finance, Vol. 19, No. 4 (2016).
G. L. Tassinari, M. L. Bianchi, “Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform”, International Journal of Theoretical and Applied Finance, Vol. 17, No. 4 (2014).
G. L. Tassinari, C. Corradi, “Valuation of Collateralized Funds of Hedge Fund Obligations: a basket option pricing approach”, in M. Corazza and C. Pizzi, eds, Mathematical and Statistical Methods for Actuarial Sciences and Finance, (Springer, 2014).
G. L. Tassinari, C. Corradi, “Pricing equity and debt tranches of collateralized funds of hedge fund obligations: an approach based on stochastic time change and Esscher transformed martingale measure”, Quantitative Finance, 13 (2013), 1991-2010.
G.. L. Tassinari, “Pricing equity and debt tranches of collateralized fund of hedge funds obligations”, Doctoral Thesis, Archivio istituzionale Università degli studi di Bergamo (Aisberg), Collezione del Dipartimento di Matematica, Statistica, Informatica ed Applicazioni, Febbraio 2009.
S. Mengoli, M. Spisni, G. L. Tassinari, “La Sensibilità Azionaria alle Variazioni dei Tassi di Interesse: un Tentativo di Stima della Duration Equity dell’Indice di Mercato Italiano”, AF Analisi Finanziaria, N. 60-4° Trim. 2005.
