Concepedia
Statistics
Publications
20
Citations
537
H-Index
15
Active since
2010
Affiliations
Politecnico di Milano(Current)
Università degli Studi del Piemonte Orientale “Amedeo Avogadro”
City, University of London
University College London
London School of Economics and Political Science
Daniele Marazzina is an author at Politecnico di Milano specializing in financial economics, finance, and business.
Publications per year
2010–2025
ESG ratings explainability through machine learning techniques
Alessandro Del Vitto, Daniele Marazzina, Davide Stocco · Annals of Operations Research · 2023 · 90 citations · Full text
Business, Computer Science, Finance +12
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
Gianluca Fusai, Guido Germano, Daniele Marazzina · European Journal of Operational Research · 2015 · 78 citations · Full text
Business, Finance, Financial Economics +12
Pricing Discretely Monitored Asian Options by Maturity Randomization
Gianluca Fusai, Daniele Marazzina, Marina Marena · SIAM Journal on Financial Mathematics · 2011 · 43 citations · Full text
Engineering, Finance, Financial Economics +15
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai et al. · European Journal of Operational Research · 2018 · 33 citations · Full text
Business, Finance, Derivatives +16
Optimal investment, stochastic labor income and retirement
Emilio Barucci, Daniele Marazzina · Applied Mathematics and Computation · 2011 · 32 citations
Social Sciences, Business Economics, Economics +14
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