Person:322635

Available identifiers

zbMath Open germano.guidoDBLP02/3276WikidataQ56517381 ScholiaQ56517381MaRDI QIDQ322635

List of research outcomes

Publication	Date of Publication	Type
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms	2021-06-09	Paper
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities	2020-12-07	Paper
Bayesian regularized artificial neural networks for the estimation of the probability of default	2020-09-14	Paper
Hilbert transform, spectral filters and option pricing	2020-01-20	Paper
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options	2018-07-25	Paper
Full and fast calibration of the Heston stochastic volatility model	2018-02-06	Paper
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options	2016-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q3457624	2015-12-16	Paper
Random numbers from the tails of probability distributions using the transformation method	2015-05-27	Paper
Pricing Credit Derivatives in a Wiener–Hopf Framework	2014-09-29	Paper
Velocity and energy distributions in microcanonical ensembles of hard spheres	2012-07-15	Paper
Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case	2011-09-23	Paper
Efficiency of linked cell algorithms	2011-05-25	Paper
Agent-based models of economic interactions	2011-03-25	Paper
First-passage and first-exit times of a Bessel-like stochastic process	2010-07-26	Paper
Relaxation in statistical many-agent economy models	2010-06-25	Paper
Spectral densities of Wishart-Lévy free stable random matrices	2010-06-22	Paper
The direct correlation function in nematic liquid crystals from computer simulation	2002-09-12	Paper

Research outcomes over time

This page was built for person: Guido Germano