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MS02 - ECMI Bergische Universität WuppertalBergische Universität Wuppertal
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:50 Piergiacomo Sabino, Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of OU Type; 15:15 Michelle Muniz, ...
Normal Tempered Stable Processes and the Pricing of ...x-mol.com
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— Piergiacomo Sabino. SIAM Journal on Financial Mathematics, Volume 14, Issue 1, Page , March Abstract. In this study we consider ...
Unponte2014: programma
www.math.unipd.it
Argomento: Tecniche di portfolio management e optimization: i contratti strutturati nei mercati dell'energia. Docenti: Piergiacomo Sabino - Tiziano Vargiolu › progra...
Coupling Poisson processes by self-decomposability: an application to...
www.fime-lab.org
— Piergiacomo Sabino (Uniper Golbal Commodities). We analyze a method to produce pairs of non independent Poisson processes (M(t);N(t)) from ... › event
Netzwerk-Profile
LinkedIn: Piergiacomo Sabino | LinkedIn
Sehen Sie sich das berufliche Profil von Piergiacomo Sabino (Deutschland) auf LinkedIn an. LinkedIn ist das weltweit größte professionelle Netzwerk, das Fach Es fehlt: stuttgart kreuz verlag
LinkedIn: Piergiacomo Sabino - Quantitative Risk Modelling Expert - Uniper ...
Sehen Sie sich das Profil von Piergiacomo Sabino auf LinkedIn an, dem weltweit größten beruflichen Netzwerk. 13 Jobs sind im Profil von Piergiacomo Sabino ...
Business-Profile
Lapeyre, Bernard ( )IdRef
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Benjamin Jourdain, Bernard Lapeyre, Piergiacomo Sabino, International Journal of Theoretical and Applied Finance, 2011, 14 (06), pp
Herkunft
Piergiacomo Sabino - The Mathematics Genealogy Projectnodak.edu
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Piergiacomo Sabino. MathSciNet. Ph.D. Università degli Studi di Bari Italy. Dissertation: ...
Bücher
Piergiacomo Sabino - INSPIREInspire HEP
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Piergiacomo Sabino. Author Identifier: P.Sabino.1. edit. Updated on Apr 21, Research works(1). Cited By ...
Implementing Models in Quantitative Finance: Methods and Casesgoogle.de
books.google.de
... Piergiacomo Sabino (Dufenergy SA, piergiacomo.sabino ...
Forward Or Backward Simulation?: A Comparative StudyGoogle
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Piergiacomo Sabino. SSRN, pages. 0 Reviews. Reviews aren't verified, but Google checks for and removes fake content when it's identified. Piergiacomo Sabino. SSRN, pages. 0 Reviews. Reviews aren't verified, but Google checks for and removes fake content when it's identified.
JEM 7 2 authorsRisk.net
www.risk.net
Piergiacomo Sabino is currently head of Quantitative Risk Modelling and Analytics Team at E.ON Global Commodities SE (E.ON Group) in Dusseldorf.
Dokumente zum Namen
Normal Tempered Stable Processes and the Pricing of ...arXiv
arxiv.org
von P Sabino · · Zitiert von: 3 — From: Piergiacomo Sabino Dr [view email] [v1] Fri, 7 May :31:59 UTC (251 KB). Full-text links: Download:. von M Grabchak · · Zitiert von: 1 — Authors:Michael Grabchak, Piergiacomo Sabino. Download a PDF of the paper titled Efficient Simulation of $p$-Tempered $\alpha$-Stable OU ...
Forward or Backward Simulation?: A Comparative StudySocial Science Research Network
papers.ssrn.com
von P Sabino · · Zitiert von: 12 — Piergiacomo Sabino. Uniper Global Commodities. Date Written: February 6, Abstract. The aim of this study is to present algorithms for the ... von P Sabino · · Zitiert von: 10 — Piergiacomo Sabino. Uniper Global Commodities. Date Written: October 4, Abstract. We consider the problem of pricing path-dependent ...
Energy Finance Italia IIIunicam.it
energyfinanceitalia.unicam.it
Piergiacomo Sabino Discussant: Maren Schmeck Lunch afternoon. Sala Tosti Econometrics of energy markets.
Gamma-related Ornstein–Uhlenbeck processes and their ...infn.it
web2.ba.infn.it
von P Sabino · · Zitiert von: 21 — To cite this article: Piergiacomo Sabino & Nicola Cufaro Petroni (2020): Gamma-related. Ornstein–Uhlenbeck processes and their simulation*, ...
Wissenschaftliche Veröffentlichungen
On the use of the moment-matching technique for pricing ...ScienceDirect
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von T Pellegrino · · Zitiert von: 12 — Piergiacomo Sabino. Show more. Share. Cite. https://doi.org j.eneco Get rights and content. Abstract. The aim of this paper is to show ...
Scientist - Piergiacomo SabinoLandOfFree.com
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Details Piergiacomo Sabino Piergiacomo Sabino. Science. Mathematics. Field. Probability. Specialty. Scientist. Info. Dipartimento di Matematica Università ...
SIAM Journal on Financial Mathematics, Volume 14DBLP
dblp.org
Piergiacomo Sabino: Normal Tempered Stable Processes and the Pricing of Energy Derivatives
Energy Economics | Vol 45, Pages (September 2014) |...
www.sciencedirect.com
... and hedging multi-asset spread options. Original research article: Pages Tommaso Pellegrino, Piergiacomo Sabino. Download PDF. Article preview ...
Veröffentlichungen allgemein
Exact simulation of normal tempered stable processes ...Springer
link.springer.com
von P Sabino · · Zitiert von: 1 — Piergiacomo Sabino. Department of Mathematics and Statistics, University of Helsinki, P.O. Box 68, FI , Helsinki, Finland. von P Sabino · · Zitiert von: 6 — Fast simulation of tempered stable Ornstein–Uhlenbeck processes. Piergiacomo Sabino ...
Implementing Quasi-Monte Carlo Simulations with Linear ...Internet Archive
archive.org
by: Piergiacomo Sabino. Publication date: Collection: arxiv; additional_collections; journals. Pricing exotic multi-asset path-dependent options ...
-fi n.P R] - CORE
core.ac.uk
By Cointegrating Jumps, Nicola Cufaro Petroni, Piergiacomo Sabino and Rqpr Quantitative. Abstract. a. Year: OAI identifier: oai:CiteSeerX.psu:
Coupling Poisson processes by self-decomposability: an application ...fime-lab.actemedia.com/.../sabino_cufaro_coupling_poisson_ihp...
fime-lab.actemedia.com
Piergiacomo Sabino. UGC - RQPR. March 11th, Joint work with N. Cufaro Petroni, University of Bari, Italy. The technique here discussed does not reflect ...
Sonstiges
Piergiacomo Sabino — UNA-Random - Workshop Unibounibo.it
events.unibo.it
Piergiacomo Sabino · University of Helsinki & EON · Exact simulation of NTS processes of OU type with applications.
Piergiacomo Sabino, joint work with Tommaso Pellegrino ...SlideServe
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Piergiacomo Sabino, joint work with Tommaso Pellegrino - PowerPoint PPT Presentation Views. Download. gagan Uploaded on Jul 23,
Piergiacomo Namensbedeutung und -herkunftNames Encyclopedia
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Piergiacomo Sabino (1) Piergiacomo Rizza (1) Piergiacomo Cipriani (1) Piergiacomo Bonacina (1) Piergiacomo Zinelli (1) Piergiacomo Vernero (1)
CONVENIENT MULTIPLE DIRECTIONS OF ...World Scientific
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von B JOURDAIN · · Zitiert von: 5 — BENJAMIN JOURDAIN,; BERNARD LAPEYRE, and; PIERGIACOMO SABINO. BENJAMIN JOURDAIN. Université Paris-Est, CERMICS, Project Team MathFi, ENPC-INRIA-UMLV, ...
Courses | dottoratounipd.it
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Prof. Piergiacomo Sabino, Monte Carlo Methods in Python with Financial Applications click to enroll; Prof. Tiziano Vargiolu, The Mathematics of ...
Decisions in Economics and Finance Springer Professional
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Matteo Gardini, Piergiacomo Sabino, Emanuela Sasso. Jun 21. Ausgabe: Special Issue: Innovating Actuarial Research on Financial Risk and Enterprise ...
Efficient simulation of p-tempered alpha-stable OU processeshelsinki.fi
researchportal.helsinki.fi
Efficient simulation of p-tempered alpha-stable OU processes. Michael Grabchak, Piergiacomo Sabino. Department of Mathematics and Statistics.
Normal Tempered Stable Processes and the Pricing of ...Society for Industrial and Applied Mathematics
epubs.siam.org
Normal Tempered Stable Processes and the Pricing of Energy Derivatives. Author: Piergiacomo Sabino Contact the authorAuthors Info & Affiliations.
Related ArticlesMDPI
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Piergiacomo Sabino Risks, Risk-Neutrality of RND and Option Pricing within an Entropy Framework. Xisheng Yu Entropy,
SIAM Journal on Financial MathematicsUniversity of Utah
ftp.math.utah.edu
— Piergiacomo Sabino Normal Tempered Stable Processes and the Pricing of Energy Derivatives ?? Godeliva Petrina Marisu and Chi Seng ...
金融|经济学术速递[ ]zhihu.com
zhuanlan.zhihu.com
— 作者：Piergiacomo Sabino 机构：Quantitative Risk Management, E. ON SE, Brusseler Platz , Essen, Germany 备注：27 pages, 3 figures.
by Gianluca Fusai - Quasi Monte Carlo
sites.google.com
Coauthors: Piergiacomo Sabino. Quasi-Monte Carlo simulation is based on the fact that "wisely" selected deterministic sequences of numbers performs better in ...
Decisions in Economics and Finance | springerprofessional.de
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Nicola Cufaro Petroni, Piergiacomo Sabino. Anzeige. Aktuelle Ausgaben. Ausgabe Ausgabe
Convenient Multiple Directions of Stratification - Archive ouverte HAL
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This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent...
Piergiacomo - Names Encyclopedia
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Piergiacomo Sabino (1) Piergiacomo Rizza (1) Piergiacomo Cipriani (1) Piergiacomo Bonacina (1) Piergiacomo Zinelli (1) Piergiacomo Vernero (1) › Pie...
Convenient Multiple Directions of Stratification - Laboratoire de...
dumas.ccsd.cnrs.fr
This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent...
Implementing Quasi-Monte Carlo Simulations with Linear ...
www.arxiv-vanity.com
Implementing Quasi-Monte Carlo Simulations with Linear Transformations. Piergiacomo Sabino Dipartimento di Matematica Università degli Studi di Bari › pa...
Exchange rates, oil prices and electricity spot prices: empirical...
www.risk.net
... multiasset spread options using a three-dimensional Fourier cosine series expansion method. Tommaso Pellegrino and Piergiacomo Sabino.
Coupling Poisson Processes by Self-Decomposability
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Coupling Poisson Processes by Self-Decomposability. Nicola Cufaro Petroni, Piergiacomo Sabino · Details · Contributors · Fields of science · Bibliography ...
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