Implementing quasi-Monte Carlo simulations with linear transformations. - Piergiacomo Sabino (Comput. Manag. Sci., 2011)

Fast simulation of tempered stable Ornstein-Uhlenbeck processes. - Piergiacomo Sabino; Nicola Cufaro Petroni (Comput. Stat., 2022)

Exact simulation of normal tempered stable processes of OU type with applications. - Piergiacomo Sabino (Stat. Comput., 2022)

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)

Efficient simulation of p-tempered α-stable OU processes. - Michael Grabchak; Piergiacomo Sabino (Stat. Comput., 2023)

Normal Tempered Stable Processes and the Pricing of Energy Derivatives. - Piergiacomo Sabino (SIAM J. Financial Math., 2023)