Stefano, Pagliarani; Pascucci, Andrea and Candia, Riga (2011): Adjoint expansions in local Lévy models. Unpublished.
Pagliarani, Stefano and Pascucci, Andrea (2011): Analytical approximation of the transition density in a local volatility model. Unpublished.
Carciola, Alessandro; Pascucci, Andrea and Polidoro, Sergio (2009): Harnack inequality and no-arbitrage bounds for self-financing portfolios. Unpublished.
Calvo-Garrido, Maria del Carmen; Pascucci, Andrea and Vázquez Cendón, Carlos (2012): Mathematical analysis and numerical methods for pricing pension plans allowing early retirement. Unpublished.
Pascucci, Andrea and Foschi, Paolo (2006): Path dependent volatility. Unpublished.
