| Hayek money: The cryptocurrency price stability solution FM Ametrano Available at SSRN 2425270, 2016 | 121 | 2016 |
| Bootstrapping the illiquidity: Multiple yield curves construction for market coherent forward rates estimation FM Ametrano, M Bianchetti A version of this paper was published as, 2009 | 119* | 2009 |
| Everything you always wanted to know about multiple interest rate curve bootstrapping but were afraid to ask FM Ametrano, M Bianchetti Available at SSRN 2219548, 2013 | 84 | 2013 |
| Bitcoin, Blockchain, and Distributed Ledger Technology FM Ametrano Social Science Electronic Publishing, 32-34, 2016 | 21 | 2016 |
| QuantLib: A free/open-source library for quantitative finance F Ametrano, L Ballabio, M Bianchetti, ND Césaré, D Eddelbuettel, N Firth, ... Version, 2018 | 15 | 2018 |
| Everything you always wanted to know about multiple interest rate curve bootstrapping but were afraid to ask. SSRN, 2013 F Ametrano, M Bianchetti | 10 | |
| Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model F Pennoni, F Bartolucci, G Forte, F Ametrano Economic Notes 51 (1), e12193, 2022 | 9 | 2022 |
| Bitcoin, Blockchain, and distributed ledgers: Between hype and reality FM Ametrano Available at SSRN 2832249, 2016 | 7 | 2016 |
| Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions FM Ametrano, MS Joshi Quantitative Finance 11 (4), 547-558, 2011 | 7 | 2011 |
| Preliminary proposal of a NbSn quadrupole model for the low insertions of the LHC G Ambrosio, L Rossi, F Broggi, G Bellomo, FM Ametrano SCAN-9601306, 1995 | 7 | 1995 |
| Smooth yield curves bootstrapping for forward libor rate estimation and pricing interest rate derivatives FM Ametrano, M Bianchetti Modelling Interest Rates: Latest Advances for Derivatives Pricing. Risk Books, 2009 | 6 | 2009 |
| Modeling Interest Rate, chapter Bootstrapping the illiquidity: Multiple yield curves construction for market coherent forward rates estimation F Ametrano, M Bianchetti Risk Books, Incisive Media 7, 22-43, 2009 | 5 | 2009 |
| Why 2017 Will Prove ‘Blockchain’Was a Bad Idea FM Ametrano 2017-01-04)[2019-08-18]. http://www. coindesk. com/2017-will-prove …, 2017 | 4 | 2017 |
| Rates curves for forward Euribor estimation and CSA-discounting FM Ametrano QuantLib Forum, London 18, 2011 | 4 | 2011 |
| Response to ESMA/2016/773:'The Distributed Ledger Technology Applied to Securities Markets' FM Ametrano, E Barucci, D Marazzina, S Zanero Available at SSRN 3265776, 2016 | 3 | 2016 |
| Stability of a NbSn low-beta quadrupole in the LHC radiation environment G Ambrosio, FM Ametrano, F Broggi, A Ferrari, L Rossi Proc. 1996 European Particle Accelerator Conf, 2293-2295, 1996 | 3 | 1996 |
| Multivariate Hidden Markov model: An application to study correlations among cryptocurrency log-returns F Pennoni, F Bartolucci, G Forte, F Ametrano The 2nd Crypto Asset Lab Conference, 1-27, 2020 | 2 | 2020 |
| Price Stability Using Cryptocurrency Seigniorage Shares FM Ametrano | 1 | 2014 |
| Bootstrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Discount and FRA Rates Estimation FM Ametrano, M Bianchetti Interest Rate Modelling after the Financial Crisis, 153-215, 2013 | 1 | 2013 |
| Device, system and method for managing cryptocurrency transactions FM AMETRANO, P MAZZOCCHI US Patent App. 18/266,408, 2024 | | 2024 |
Marco BianchettiIntesa Sanpaolo and University of BolognaVerified email at bianchetti.org
