Title	Distributional Approximation of Asset Returns with Nonparametric Markovian Trees
Author	Gaetano Iaquinta, Sergio Ortobelli Lozza
Citation	Vol. 6  No. 11  pp. 69-74
Keywords	Computational complexity, Markov chain, return distribution, financial applications.

Title	Portfolio Selection and Risk Management with Markov Chains
Author	Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo
Citation	Vol. 7  No. 6  pp. 115-123
Keywords	Markov chain, Portfolio theory, VaR and CVaR models

Title	A Comparison among Portfolio Selection Strategies with Subordinated L?vy Processes
Author	Alessandro Staino, Sergio Ortobelli, Ivar Massab?
Citation	Vol. 7  No. 7  pp. 224-233
Keywords	Portfolio theory, L?vy processes, Variance-Gamma distribution, Normal Inverse Gaussian distribution

Title	Markov Chain applications to non parametric option pricing theory
Author	Sergio Ortobelli, Gaetano Iaquinta
Citation	Vol. 8  No. 6  pp. 199-208
Keywords	Markov Chain, Risk Neutral Valuation, state dependent valuation, state independent price.