Piergiacomo Sabino - Dokumente zum Namen

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Forward or Backward Simulation?: A Comparative StudySocial Science Research Network

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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 ...

Piergiacomo Sabino, joint work with Tommaso Pellegrino - [PPTX...

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E.ON PowerPoint Enhancing Least Squares Monte Carlo with Diffusion Bridges: an Application to Virtual Hydro Power Plants All para… and values here do not...

[ ] Fast Pricing of Energy Derivatives with Mean-reverting...

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Authors:Nicola Cufaro Petroni, Piergiacomo Sabino. (Submitted on 8 Aug 2019). Abstract: The law of a mean-reverting (Ornstein-Uhlenbeck) ...

Implementing Quasi-Monte Carlo Simulations with Linear...

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Piergiacomo Sabino. E.ON Global Commodities. Date Written: February 2, Piergiacomo Sabino (Contact Author) ...

[ ] Pricing Energy Derivatives in Markets Driven by Tempered...

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von P Sabino · · Zitiert von: 1 — Submission history. From: Piergiacomo Sabino Dr [view email] [v1] Wed, 24 Mar :18:03 UTC (98 KB). von P Sabino · — Submission history. From: Piergiacomo Sabino Dr [view email] [v1] Fri, 7 May :31:59 UTC (251 KB). › q-fin

Normal Tempered Stable Processes and the Pricing of ...arXiv

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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 ...