Piergiacomo Sabino

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 5

Top Topics

Quantum Mechanics

Simulation Models

Communication Channels

Top Venues

SIAM J. Financial Math.

Publications

Michael Grabchak, Piergiacomo Sabino
Efficient simulation of p-tempered α-stable OU processes. Stat. Comput. 33 (1) (2023)
Piergiacomo Sabino
Normal Tempered Stable Processes and the Pricing of Energy Derivatives. SIAM J. Financial Math. 14 (1) (2023)
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
Quadratic quantum speedup in evaluating bilinear risk functions. CoRR (2023)
Piergiacomo Sabino
Exact simulation of normal tempered stable processes of OU type with applications. Stat. Comput. 32 (5) (2022)
Piergiacomo Sabino, Nicola Cufaro Petroni
Fast simulation of tempered stable Ornstein-Uhlenbeck processes. Comput. Stat. 37 (5) (2022)
Piergiacomo Sabino
Implementing quasi-Monte Carlo simulations with linear transformations. Comput. Manag. Sci. 8 (1-2) (2011)