1. Don’t Look Back;Barone-Adesi;Risk,1998
2. Barone-Adesi, G., Engle, R., Mancini, L., 2004. GARCH Options in Incomplete Markets, mimeo, University of Applied Sciences of Southern Switzerland.
3. VaR without correlations for non-linear portfolios;Barone-Adesi;Journal of Futures Markets,1999
4. Backtesting derivative portfolios with filtered historical simulation;Barone-Adesi;European Financial Management,2002
5. Barraquand, J., 1993. Numerical Valuation of High Dimensional Multivariate European Securities, mimeo, Digital Paris Research Laboratory.