| Pricing and Risk Management with High‐Dimensional Quasi‐Monte Carlo and Global Sensitivity Analysis M Bianchetti, S Kucherenko, S Scoleri Wilmott 2015 (78), 46-70, 2015 | 27 | 2015 |
| The leading-order dressing phase in ABJM theory A Mauri, A Santambrogio, S Scoleri Journal of High Energy Physics 2013 (4), 1-34, 2013 | 12 | 2013 |
| Chebyshev greeks: Smoothing gamma without bias A Maran, A Pallavicini, S Scoleri arXiv preprint arXiv:2106.12431, 2021 | 8 | 2021 |
| Funding adjustments in equity linear products S Gabrielli, A Pallavicini, S Scoleri arXiv preprint arXiv:1906.02561, 2019 | 4 | 2019 |
| Application of quasi Monte Carlo and global sensitivity analysis to option pricing and Greeks: Finite differences vs. AAD S Scoleri, M Bianchetti, S Kucherenko Wilmott 2021 (116), 66-83, 2021 | 3 | 2021 |
| Pricing and hedging multi-asset options with high-dimensional quasi Monte Carlo: FD vs AAD Greeks M Bianchetti, S Kucherenko, S Scoleri New Frontiers in Practical Risk Management 3 (10), 7-28, 2016 | 3 | 2016 |
| Perturbative Approach to Integrability in Three-Dimensional Chern-Simons Theories S Scoleri Università degli Studi di Milano, 2013 | | 2013 |
| Smooth Greeks with Chebyshev Interpolation S Scoleri | | |
