Daniele Marazzina

Daniele Marazzina

Politecnico di Milano - Milano / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1790974
Polytechnic University of Milan
person_outline Daniele Marazzina's MOST POPULAR ARTICLES
1-) Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options European Journal of Operational Research 251 (1), 124-134, 2016
2-) ESG ratings explainability through machine learning techniques Annals of Operations Research, 1-30, 2023
3-) Pricing discretely monitored Asian options by maturity randomization SIAM Journal on Financial Mathematics 2 (1), 383-403, 2011
4-) A machine learning model for lapse prediction in life insurance contracts Expert Systems with Applications 191, 116261, 2022
5-) Fluctuation identities with continuous monitoring and their application to the pricing of barrier options European Journal of Operational Research 271 (1), 210-223, 2018