Work in progress

Pricing a Swap on the Italian Spark Spread in the Presence of Counterparty

Credit Risk (with Damiano Brigo).

A nonlinear dynamic model for credit risk (with Lucia Maddalena).

Implied volatility surface of electricity options (with Maren Diane Schmeck).

Collateralized Commodity Obligations (with A. Roncoroni)

Pricing Initial Public Offering with Industry Means (with C. Pozzi)