Piergiacomo Sabino und Energy Derivatives - Info zur Person

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MS02 - ECMI Bergische Universität WuppertalBergische Universität Wuppertal

ecmi2021.uni-wuppertal.de

: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 IDEAS/RePEc

ideas.repec.org

von P Sabino · — Listed: Piergiacomo Sabino. Registered: Abstract. In this study we consider the pricing of energy derivatives when the evolution of spot prices is modeled with ... › arx › papers

Pricing Energy Derivatives in Markets Driven by Tempered ...MDPI

mdpi-res.com

— Piergiacomo Sabino 1,2,†. 1. Quantitative Risk Management, E.ON SEEssen, Germany; or ...

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

arxiv.org

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

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

arxiv.org

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

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Vorname "Piergiacomo" (3)
Name "Sabino" (90)

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Piergiacomo Sabino und Energy Derivatives Person-Info

MS02 - ECMI Bergische Universität WuppertalBergische Universität Wuppertal

Normal Tempered Stable Processes and the IDEAS/RePEc

Pricing Energy Derivatives in Markets Driven by Tempered ...MDPI

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

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

SIAM Journal on Financial Mathematics, Volume 14DBLP

Normal Tempered Stable Processes and the Pricing of ...Society for Industrial and Applied Mathematics

SIAM Journal on Financial MathematicsUniversity of Utah

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