Counterpart Risk and Derivatives Pricing
Robust XVA (with M. Bichuch and S. Sturm). Mathematical Finance, Vol. 30, No. 3, 738-781, 2020.

Arbitrage-Free XVA (with M. Bichuch and S. Sturm) Mathematical Finance, Vol. 28, No. 2, 582-620, 2018.

Dynamic Investment and Counterparty Risk (with L. Bo) Applied Mathematics and Optimization, Vol. 77, No. 1, 1-45, 2018.

Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios (with L. Bo) Finance and Stochastics, Vol.18, No. 2, 431-482, 2014.

Arbitrage-Free Bilateral Counterparty Risk Valuation under Collateralization and Application to Credit Default Swaps (with D. Brigo and A.Pallavicini ) Mathematical Finance, Vol. 14, N. 1, pp.125-146, 2014. Short version published in Risk Magazine, March, 2010.

Counterparty Risk for CDS: Default Clustering Effects (with L. Bo) Journal of Banking and Finance, Vol. 52, 29-42, 2015.

Pricing Vulnerable Claims in a Lévy driven model. (with S. Pagliarani and T. Vargiolu) Finance and Stochastics, Vol. 18, No. 4, 775-789, 2014.

Pricing and Semi-Martingale Representations of Vulnerable Contingent Claims in Regime-Switching Markets (with J.E. Figueroa Lopez and J. Nisen) Mathematical Finance, Vol. 24, No.2, 250-288, 2014.