Automatic generation of non-uniform random variates for arbitrary pointwise computable probability densities by tiling - Daniel Fulger; Guido Germano 001 (CoRR, 2009)

Random numbers from the tails of probability distributions using the transformation method - Daniel Fulger; Enrico Scalas; Guido Germano 001 (CoRR, 2009)

Efficiency of linked cell algorithms. - Ulrich Welling; Guido Germano 001 (Comput. Phys. Commun., 2011)

Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. - Gianluca Fusai; Guido Germano 001; Daniele Marazzina (Eur. J. Oper. Res., 2016)

Full and fast calibration of the Heston stochastic volatility model. - Yiran Cui; Sebastian Del Bano Rollin; Guido Germano 001 (Eur. J. Oper. Res., 2017)

Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. - Carolyn E. Phelan; Daniele Marazzina; Gianluca Fusai; Guido Germano 001 (Eur. J. Oper. Res., 2018)

Hilbert transform, spectral filters and option pricing. - Carolyn E. Phelan; Daniele Marazzina; Gianluca Fusai; Guido Germano 001 (Ann. Oper. Res., 2019)

Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms. - Guido Germano 001; Carolyn E. Phelan; Daniele Marazzina; Gianluca Fusai (CoRR, 2021)

Enhanced Financial Sentiment Analysis and Trading Strategy Development Using Large Language Models. - Kemal Kirtac; Guido Germano 001 (WASSA, 2024)

Sentiment trading with large language models. - Kemal Kirtac; Guido Germano 001 (CoRR, 2024)