Guido Montagna

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
Dimensional reduction of solvency contagion dynamics on financial networks Physica A	2023-11-07	Paper
Modeling and simulation of financial returns under non-Gaussian distributions Physica A	2023-06-13	Paper
A generalized Fourier transform approach to risk measures Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Erratum: A generalized Fourier transform approach to risk measures Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model Journal of Statistical Mechanics: Theory and Experiment	2019-10-22	Paper
Implementation of electroweak corrections in the POWHEG BOX: single \(W\) production Journal of High Energy Physics	2016-11-07	Paper
NNLO leptonic and hadronic corrections to Bhabha scattering and luminosity monitoring at meson factories Journal of High Energy Physics	2014-11-03	Paper
Combination of electroweak and QCD corrections to single \(W\) production at the fermilab tevatron and the CERN LHC Journal of High Energy Physics	2013-08-09	Paper
scientific article; zbMATH DE number 5837312 (Why is no real title available?)	2011-01-15	Paper
Pricing exotic options in a path integral approach Quantitative Finance	2006-06-16	Paper
Pricing derivatives by path integral and neural networks Physica A	2003-05-21	Paper
A path integral way to option pricing Physica A	2002-06-12	Paper

Research outcomes over time

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