Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Swishchuk, Anatoliy; Manca, Raimondo — 2010 Mathematical Problems in Engineering
Semi-Markov reliability models with recurrence times and credit rating applications. D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo — 2009 Journal of Applied Mathematics and Decision Sciences