Caporin, Massimiliano and Pres, Juliusz and Torro, Hipolit (2010): Model based Monte Carlo pricing of energy and temperature quanto options.
Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.
Caporin, Massimiliano and Kolokolov, Aleksey and Renò, Roberto (2014): Multi-jumps.
Caporin, Massimiliano and Fontini, Fulvio (2014): The value of protecting Venice from the acqua alta phenomenon under different local sea level rises.
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