Piergiacomo Sabino

According to our database, Piergiacomo Sabino authored at least 6 papers between 2011 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Normal Tempered Stable Processes and the Pricing of Energy Derivatives.

Piergiacomo Sabino

SIAM J. Financial Math., March, 2023

Efficient simulation of p-tempered α-stable OU processes.

Michael Grabchak, Piergiacomo Sabino

Stat. Comput., 2023

Quadratic quantum speedup in evaluating bilinear risk functions.

Gabriele Agliardi, Corey O'Meara, Kavitha Yogaraj, Kumar Jang Bahadur Ghosh, Piergiacomo Sabino, Marina Fernández-Campoamor, Giorgio Cortiana, Juan Bernabé-Moreno, Francesco Tacchino, Antonio Mezzacapo, Omar Shehab

CoRR, 2023

2022

Exact simulation of normal tempered stable processes of OU type with applications.

Piergiacomo Sabino

Stat. Comput., 2022

Fast simulation of tempered stable Ornstein-Uhlenbeck processes.

Piergiacomo Sabino, Nicola Cufaro Petroni

Comput. Stat., 2022

2011

Implementing quasi-Monte Carlo simulations with linear transformations.

Piergiacomo Sabino

Comput. Manag. Sci., 2011