Guido Germano

Available identifiers

zbMath Open germano.guidoWikidataQ56517381 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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Guido Germano