Piergiacomo Sabino und Processes - 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 Pricing of ...x-mol.com

newsletter.x-mol.com

— Piergiacomo Sabino. SIAM Journal on Financial Mathematics, Volume 14, Issue 1, Page , March Abstract. In this study we consider ...

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

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

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 ...

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*, ...

SIAM Journal on Financial Mathematics, Volume 14DBLP

dblp.org

Piergiacomo Sabino: Normal Tempered Stable Processes and the Pricing of Energy Derivatives

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 ...

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 ...

Gianluca Fusai

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Piergiacomo Sabino und Processes Person-Info

MS02 - ECMI Bergische Universität WuppertalBergische Universität Wuppertal

Normal Tempered Stable Processes and the Pricing of ...x-mol.com

Coupling Poisson processes by self-decomposability: an application to...

Normal Tempered Stable Processes and the IDEAS/RePEc

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

Gamma-related Ornstein–Uhlenbeck processes and their ...infn.it

SIAM Journal on Financial Mathematics, Volume 14DBLP

Exact simulation of normal tempered stable processes ...Springer

Coupling Poisson processes by self-decomposability: an application ...fime-lab.actemedia.com/.../sabino_cufaro_coupling_poisson_ihp...

Piergiacomo Sabino — UNA-Random - Workshop Unibounibo.it

Efficient simulation of p-tempered alpha-stable OU processeshelsinki.fi

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

SIAM Journal on Financial MathematicsUniversity of Utah

Coupling Poisson Processes by Self-Decomposability

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