Guido Germano

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 \(\alpha \)-quantile and perpetual early exercise options based on Spitzer identities Quantitative Finance	2020-12-07	Paper
Bayesian regularized artificial neural networks for the estimation of the probability of default Quantitative Finance	2020-09-14	Paper
Hilbert transform, spectral filters and option pricing Annals of Operations Research	2020-01-20	Paper
Hilbert transform, spectral filters and option pricing Annals of Operations Research	2020-01-20	Paper
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options European Journal of Operational Research	2018-07-25	Paper
Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research	2018-02-06	Paper
Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research	2018-02-06	Paper
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options European Journal of Operational Research	2016-10-07	Paper
Large scale simulation of synthetic markets	2015-12-16	Paper
Random numbers from the tails of probability distributions using the transformation method Fractional Calculus \ Applied Analysis	2015-05-27	Paper
Pricing credit derivatives in a Wiener-Hopf framework Topics in Numerical Methods for Finance	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 Communications in Nonlinear Science and Numerical Simulation	2011-09-23	Paper
Efficiency of linked cell algorithms Computer Physics Communications	2011-05-25	Paper
Agent-based models of economic interactions Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences	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 The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
Spectral densities of Wishart-Lévy free stable random matrices The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-22	Paper
The direct correlation function in nematic liquid crystals from computer simulation Computer Physics Communications	2002-09-12	Paper

Research outcomes over time

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