Pricing general barrier options: a numerical approach using sharp large deviations P Baldi, L Caramellino, MG Iovino Mathematical Finance 9 (4), 293-321, 1999 | 107 | 1999 |

Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach V Bally, L Caramellino, A Zanette Walter de Gruyter 11 (2), 97-133, 2005 | 74 | 2005 |

Asymptotics of hitting probabilities for general one-dimensional pinned diffusions P Baldi, L Caramellino Annals of Applied Probability 12 (3), 1071-1095, 2002 | 45 | 2002 |

On the distances between probability density functions V Bally, L Caramellino Electronic Journal of Probability 19, 2014 | 31 | 2014 |

A hybrid approach for the implementation of the Heston model M Briani, L Caramellino, A Zanette IMA Journal of Management Mathematics 28 (4), 467-500, 2017 | 30 | 2017 |

General Freidlin–Wentzell large deviations and positive diffusions P Baldi, L Caramellino Statistics & probability letters 81 (8), 1218-1229, 2011 | 30 | 2011 |

Riesz transform and integration by parts formulas for random variables V Bally, L Caramellino Stochastic processes and their applications 121 (6), 1332-1355, 2011 | 29 | 2011 |

A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model E Appolloni, L Caramellino, A Zanette IMA Journal of Management Mathematics 26 (4), 377-401, 2015 | 28 | 2015 |

Stochastic integration by parts and functional Itô calculus V Bally, L Caramellino, R Cont, F Utzet, J Vives Birkhäuser, 2016 | 27 | 2016 |

Convergence and regularity of probability laws by using an interpolation method V Bally, L Caramellino The Annals of Probability 45 (2), 1110-1159, 2017 | 26 | 2017 |

A hybrid tree/finite-difference approach for Heston–Hull–White-type models M Briani, L Caramellino, A Zanette Journal of Computational Finance 21 (3), 2017 | 22 | 2017 |

Asymptotic development for the CLT in total variation distance V Bally, L Caramellino Bernoulli 22 (4), 2442-2485, 2016 | 19 | 2016 |

Positivity and lower bounds for the density of Wiener functionals V Bally, L Caramellino Potential Analysis 39 (2), 141-168, 2013 | 19 | 2013 |

Strassen’s law of the iterated logarithm for diffusion processes for small time L Caramellino Stochastic processes and their applications 74 (1), 1-19, 1998 | 19 | 1998 |

Dependence and aging properties of lifetimes with Schur-constant survival functions L Caramellino, F Spizzichino Cambridge University Press 8, 103-111, 1994 | 18 | 1994 |

Pricing complex barrier options with general features using sharp large deviation estimates P Baldi, L Caramellino, MG Iovino Monte-Carlo and Quasi-Monte Carlo Methods 1998, 149-162, 2000 | 17 | 2000 |

WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survivial functions L Caramellino, F Spizzichino journal of multivariate analysis 56 (1), 153-163, 1996 | 15 | 1996 |

Non universality for the variance of the number of real roots of random trigonometric polynomials V Bally, L Caramellino, G Poly Probability Theory and Related Fields 174 (3), 887-927, 2019 | 13 | 2019 |

Monte Carlo methods for pricing and hedging American options in high dimension L Caramellino, A Zanette Risk and Decision Analysis 2 (4), 207-220, 2011 | 13 | 2011 |

Some remarks on a Markov chain modelling cooperative biological systems M Abundo, L Caramellino Open Systems & Information Dynamics 3 (3), 325-343, 1995 | 10 | 1995 |