Guido Germano

Orcid: 0000-0003-4441-9842

Affiliations:
  • University College London, UK


According to our database1, Guido Germano authored at least 8 papers between 2009 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2021
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms.
CoRR, 2021

2019
Hilbert transform, spectral filters and option pricing.
Ann. Oper. Res., 2019

2018
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options.
Eur. J. Oper. Res., 2018

2017
Full and fast calibration of the Heston stochastic volatility model.
Eur. J. Oper. Res., 2017

2016
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options.
Eur. J. Oper. Res., 2016

2011
Efficiency of linked cell algorithms.
Comput. Phys. Commun., 2011

2009
Random numbers from the tails of probability distributions using the transformation method
CoRR, 2009

Automatic generation of non-uniform random variates for arbitrary pointwise computable probability densities by tiling
CoRR, 2009


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