The research activity is structured as follows:

1. Bifurcation theory for nonlinear dynamical systems (mainly smooth and non-smooth maps) and their applications in economics and finance (oligopoly games, evolutionary games, robust games, asset pricing models and macro models). 

2. Credit risk models and pricing of credit derivatives.

Papers in progress:

1. Pricing CDSs under stochastic recovery rate: A hybrid model of credit risk, with L.V. Ballestra and G. Pacelli. Submitted.

2. Ambiguity aversion as a route to randomness in a duopoly game, with L. Gardini. R&R.

3. A robust route to randomness in a simple Cournot duopoly game where ambiguity aversion meets constant expectations, with D. Goldbaum and L. Gardini. Submitted.

Current International Research Grants:

1. Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives, (PI of PRIN: 2023-2025).

2. Evolutionary economic dynamics with finite populations: Modeling and Applications. (Member of GACR: 2023-2025).

3. Mathematical Approaches for Sustainable Development Goals (SDGs). (2022-2023).

4. Interaction between Financial Markets and Real Sectors: Modeling, Experiments, and Policy . (Member of GACR: 2022-2024).