Piergiacomo Sabino

Identifiers

• name variant Piergiacomo Sabino 0.60 · backfill

Papers (5)

1. Cointegrating Jumps: an Application to Energy Facilities q-fin.PR · 2015 · author #2
2. Correlated Poisson processes and self-decomposable laws math.PR · 2015 · author #2
3. Multidimensional Quasi-Monte Carlo Malliavin Greeks q-fin.CP · 2011 · author #2
4. Convenient Multiple Directions of Stratification q-fin.CP · 2010 · author #3
5. Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations q-fin.PR · 2009 · author #2

Mentions

• 1509.01144 #2 · backfill · confidence 0.70 Piergiacomo Sabino
• 1509.00629 #2 · backfill · confidence 0.70 Piergiacomo Sabino
• 1103.5722 #2 · backfill · confidence 0.70 Piergiacomo Sabino
• 1004.5037 #3 · backfill · confidence 0.70 Piergiacomo Sabino
• 0907.3092 #2 · backfill · confidence 0.70 Piergiacomo Sabino

Frequent Coauthors

• Nicola Cufaro Petroni 4 shared papers
• Benjamin Jourdain 1 shared papers
• Bernard Lapeyre 1 shared papers