Gianluca Fusai - Concepedia

Author

Gianluca Fusai

Università degli Studi del Piemonte Orientale “Amedeo Avogadro”ORCID

Also Known As

Fusai, Gianluca, G. FUSAI, Gianluca Fusai, Raffaele Corvino

112

Publications

1.6K

Citations

H-Index

Concepts

All Affiliations

Università degli Studi del Piemonte Orientale “Amedeo Avogadro”City, University of London Politecnico di Milano University of Turin London School of Economics and Political Science

About

Gianluca Fusai is an author at Università degli Studi del Piemonte Orientale “Amedeo Avogadro” specializing in option pricing, business, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	15	19	664
2	Engineering	14	16	742
3	Management	3	3	61
4	Law	1	1	11
5	Civil Engineering	1	1	25

Gianluca Fusai

Publications

1.3K

Citations

H-Index

Page 1

	Year	Citations
Functional clustering and linear regression for peak load forecasting Aldo Goia, Caterina May, Gianluca Fusai International Journal of Forecasting EngineeringData SciencePeak Load ForecastingPredictive AnalyticsDemand Forecasting	2009	200
Pricing discretely monitored Asian options under Lévy processes Gianluca Fusai, Attilio Meucci Journal of Banking & Finance Option PricingAsset PricingLévy ProcessesDerivative PricingBusiness	2008	140
An exact analytical solution for discrete barrier options Gianluca Fusai, I. David Abrahams, Carlo Sgarra Finance and Stochastics Mathematical ProgrammingOption PricingEngineeringOptimization ProblemDiscrete Mathematics	2005	90
A general closed-form spread option pricing formula Ruggero Caldana, Gianluca Fusai Journal of Banking & Finance Mathematical ProgrammingOption PricingAsset PricingDerivative PricingBusiness	2013	79
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options Gianluca Fusai, Guido Germano, Daniele Marazzina European Journal of Operational Research Spectral TheoryOption PricingEngineeringIntegrable ProbabilityStochastic Processes	2015	78
Analysis of quadrature methods for pricing discrete barrier options Gianluca Fusai, Maria Cristina Recchioni Journal of Economic Dynamics and Control Numerical AnalysisMathematical ProgrammingOption PricingNumerical ComputationEngineering	2006	67
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets Gianluca Fusai, Marina Marena, Andréa Roncoroni Journal of Banking & Finance Commodity MarketsEconomicsOption PricingFinancial EconomicsAsset Pricing	2008	54
General closed-form basket option pricing bounds Ruggero Caldana, Gianluca Fusai, Alessandro Gnoatto, Quantitative Finance Mathematical ProgrammingEngineeringBasket OptionsFinancial MathematicsComputational Finance	2015	46
Pricing Discretely Monitored Asian Options by Maturity Randomization Gianluca Fusai, Daniele Marazzina, Marina Marena SIAM Journal on Financial Mathematics Option PricingEngineeringAsset PricingForeign Exchange OptionStochastic Processes	2011	43
Pricing Asian options via Fourier and Laplace transforms Gianluca Fusai The Journal of Computational Finance Option PricingAsset PricingDouble TransformLaplace TransformsNumerical Inversion	2004	35

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