Ahdida, A., Alfonsi, A. and Palidda, E. (2017). Smile with the Gaussian term structure model,

Alfonsi, A. and Blanc, P. (2016). Extension and Calibration of a Hawkes-Based Optimal Execution Model,

Alfonsi, A., Kebaier, A. and Rey, C. (2016). Maximum likelihood estimation for Wishart processes,

Alfonsi, A., Klöck, F and Schied, A. (2016). Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions,

Alfonsi, A., Labart, C. and Lelong, J. (2016). Stochastic Local Intensity Loss Models with Interacting Particle Systems,

Alfonsi, A. and Blanc, P. (2016). Dynamic optimal execution in a mixed-market-impact Hawkes price model,

Alfonsi, A., Jourdain, B. and Kohatsu-Higa, A. (2015). Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme,

Alfonsi, A. (2015). A simple proof for the convexity of the Choquet integral,

Alfonsi, A. and Infante Acevedo, J. (2014). Optimal Execution and Price Manipulations in Time-varying Limit Order Books,

Alfonsi, A., Jourdain, B. and Kohatsu-Higa, A. (2014). Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme,

Alfonsi, A. and Jourdain, B. (2014). A remark on the optimal transport between two probability measures sharing the same copula,

Alfonsi, A. and Schied, A. (2013). Capacitary Measures for Completely Monotone Kernels via Singular Control,

Ahdida, A. and Alfonsi, A. (2013). A mean-reverting SDE on correlation matrices,

Ahdida, A. and Alfonsi, A. (2013). Exact and high-order discretization schemes for Wishart processes and their affine extensions,

Alfonsi, A. (2013). Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process,

Alfonsi, A. and Lelong, J. (2012). A closed-form extension to the Black-Cox model,

Alfonsi, A., Schied, A. and Slynko, A. (2012). Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem,

Alfonsi, A. (2011). An Introduction to Multiname Modeling in Credit Risk, chapter~3 of the book Credit Risk Frontiers edited by T. Bielecki, D. Brigo and F. Patras, Wiley.

Alfonsi, A. and Schied, A. (2010). Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models,

Alfonsi, A. (2010). Cox-Ingersoll-Ross (CIR) Model,

Alfonsi, A. (2010). High order discretization schemes for the CIR process: Application to affine term structure and Heston models,

Alfonsi, A., Fruth, A. and Schied, A. (2010).Optimal execution strategies in limit order books with general shape functions,

Alfonsi, A. and Jourdain, B. (2009). Exact volatility calibration based on a Dupire-type Call-Put duality for perpetual American options,

Alfonsi, A., Fruth, A. and Schied, A. (2008). Constrained portfolio liquidation in a limit order book model,

Alfonsi, A. and Jourdain, B. (2008). General Duality for Perpetual American Options,

Alfonsi, A. (2005). On the discretization schemes for the CIR (and Bessel squared) processes,

Alfonsi, A., Cancès, E., Turinici, G., Di Ventura, B. and Huisinga, W., (2005) Adaptive simulation of hybrid stochastic and deterministic models for biochemical systems,

Alfonsi, A. and Brigo, D., (2005) New Families of Copulas Based on Periodic Functions,

Brigo, D. and Alfonsi, A. (2005). Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model,