Piergiacomo Sabino
Author
Alternate names P. Sabino, Piergiacomo Sabino
Institution E.ON (Germany)
Past institutions E.ON (Germany), University of Helsinki, Statistics Finland, University of Bari Aldo Moro
ORCID: Yes
H-index: 8
I10-index: 6
Works count: 65
Citations count: 215
Gamma-related Ornstein–Uhlenbeck processes and their simulation*
2020 · Piergiacomo Sabino, Nicola Cufaro Petroni · Journal of Statistical Computation and Simulation
Pricing exchange options with correlated jump diffusion processes
2018 · Nicola Cufaro Petroni, Piergiacomo Sabino · Quantitative Finance
Enhancing Least Squares Monte Carlo with diffusion bridges: an application to energy facilities
2014 · Tommaso Pellegrino, Piergiacomo Sabino · Quantitative Finance