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Proteins and Random Heteropolymers: an Overview.. Int. J. Neural Syst., 3 (Supplement): 201-207 (1992)Systemic risk on the interbank market, , and . Journal of Economic Behavior & Organization, 61 (4): 525--542 (December 2006)The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications., , , and . Eur. J. Oper. Res., 293 (1): 336-360 (2021)A network analysis of the Italian overnight money market, , , , and . Journal of Economic Dynamics and Control, 32 (1): 259--278 (January 2008)A close look at market microstructure. Quantitative Finance, 3 (2): 23--25 (2003)A comparison of high-frequency cross-correlation measures, and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 252--256 (Dec 1, 2004)Trading strategies in the Italian interbank market, , , and . Physica A: Statistical Mechanics and its Applications, (Mar 15, 2007)The impact of heterogeneous trading rules on the limit order book and order flows, , and . Journal of Economic Dynamics and Control, 33 (3): 525--537 (March 2009)A simulation analysis of the microstructure of double auction markets, and . Quantitative Finance, 2 (5): 346--353 (2002)EDDIE In Financial Decision Making, , , , and . Journal of Management and Economics, (2000)