Piergiacomo Sabino und Nicola Cufaro Petroni - Info zur Person

(1 - 11 von 17

)

Fast simulation of tempered stable Ornstein–Uhlenbeck ...RePEc

ideas.repec.org

von P Sabino · · Zitiert von: 6 — Author. Listed: Piergiacomo Sabino. (Quantitative Risk Management University of Helsinki). Nicola Cufaro Petroni. (Università di Bari ...

Multidimensional quasi-Monte Carlo Malliavin Greeks

ideas.repec.org

Nicola Cufaro Petroni & Piergiacomo Sabino, "Multidimensional quasi-Monte Carlo Malliavin Greeks," Decisions in Economics and Finance, Springer ...

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*, ...

[ ] 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) ...

EBSCOhost | | Multidimensional quasi-Monte Carlo Malliavin...

web.a.ebscohost.com

Nicola Cufaro Petroni · Piergiacomo Sabino. Received: 7 November Accepted: 21 November Published online: 6 December

-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:

Alle Infos zum Namen "Piergiacomo Sabino"

Decisions in Economics and Finance | springerprofessional.de

www.springerprofessional.de

Nicola Cufaro Petroni, Piergiacomo Sabino. Anzeige. Aktuelle Ausgaben. Ausgabe Ausgabe

Coupling Poisson Processes by Self-Decomposability

www.infona.pl

Coupling Poisson Processes by Self-Decomposability. Nicola Cufaro Petroni, Piergiacomo Sabino · Details · Contributors · Fields of science · Bibliography ...

Multidimensional quasi-Monte Carlo Malliavin Greeks ...www.springerprofessional.de › multidimensional-...

www.springerprofessional.de

Journal: Decisions in Economics and Finance > Issue Authors: Nicola Cufaro Petroni, Piergiacomo Sabino. » Get access to the full-text ...

Pricing and Hedging Asian Basket Options with - ProQuest

www.proquest.com

Nicola Cufaro Petroni Piergiacomo Sabino Methodol Comput Appl Probab (2013) 15: Introduction and Motivation. › docview

[ v1] Cointegrating Jumps: an Application to Energy...

arxiv-export-lb.library.cornell.edu

Title: Cointegrating Jumps: an Application to Energy Facilities. Authors: Nicola Cufaro Petroni, Piergiacomo Sabino. (Submitted on 3 Sep (v1), last revised ...

Verwandte Suchanfragen zu Piergiacomo Sabino

Nicola Cufaro
Marina Fernández-Campoamor
Corey O'Meara

Gianluca Fusai

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

sortiert nach Relevanz / Datum

Erweiterte Suche

Person-Suchen: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Piergiacomo Sabino und Nicola Cufaro Petroni Person-Info