Working papers
Gambaro, A.M., I. Kyriakou and G.Fusai, (2026) Capacity Investment with Inventory: A Path-Dependent Real Options Model under Multi-Factor Demand Process Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4735251
Gambaro, A.M., I. Kyriakou and G.Fusai, Das M. K. (2026) Advancing Complex Step Approximation for Sensitivity Analysis
Slides from my last talks
Presentation of the work Advancing Complex Step Approximation for Sensitivity Analysis at the Workshop on Numerical Methods for Finance and Insurance, February 2026, University of Milan Slides link
Presentation of the work Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input-Output Modeling. at the Workshop on Transition Risks and Climate Challenges: Interdisciplinary Perspectives, October 2025, Politecnico di Milano Slides Link