8
H index
6
i10 index
143
Citations
Guido Germano : Citation Profile
London School of Economics (LSE) (20% share) | RESEARCH PRODUCTION: 11 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2004 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Guido Germano. | Is cited by:
| Cites to:
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Main data
Where Guido Germano has published?
| Journals with more than one article published | # docs |
|---|---|
| European Journal of Operational Research | 3 |
| The European Physical Journal B: Condensed Matter and Complex Systems | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 10 |
Recent works citing Guido Germano (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Decentralized Token Economy Theory (DeTEcT). (2023). Treleaven, Philip ; Schoernig, Martin ; de Montigny, Denis ; Goodell, Geoffrey ; Sadykhov, Rem. In: Papers. RePEc:arx:papers:2309.12330. Full description at Econpapers || Download paper |
| 2024 | Efficient inverse $Z$-transform and Wiener-Hopf factorization. (2024). Levendorskiui, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2404.19290. Full description at Econpapers || Download paper |
| 2023 | Numerical approximation and fast implementation to a generalized distributed-order time-fractional option pricing model. (2023). Zheng, Xiangcheng ; Jia, Jinhong ; Zhang, Meihui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002540. Full description at Econpapers || Download paper |
| 2023 | Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg–Marquardt optimization algorithm. (2023). Hamdi, Abdelouahed ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:204:y:2023:i:c:p:660-678. Full description at Econpapers || Download paper |
| 2023 | A fast Monte Carlo scheme for additive processes and option pricing. (2023). Baviera, Roberto ; Azzone, Michele. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00463-1. Full description at Econpapers || Download paper |
| 2023 | The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin. (2023). POLEMIS, MICHAEL ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1602-1621. Full description at Econpapers || Download paper |
Works by Guido Germano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Stochastic calculus for uncoupled continuous-time random walks In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Full and fast calibration of the Heston stochastic volatility model In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2017 | Full and fast calibration of the Heston stochastic volatility model.(2017) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2017 | Full and fast calibration of the Heston stochastic volatility model.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2016 | Stability of calibration procedures: fractals in the Black-Scholes model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Hilbert transform, spectral filters and option pricing In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Hilbert transform, spectral filters and option pricing.(2019) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Fluctuation identities with continuous monitoring and their application to price barrier options In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Kinetic theory models for the distribution of wealth: power law from overlap of exponentials In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2005 | Influence of saving propensity on the power law tail of wealth distribution In: Papers. [Full Text][Citation analysis] | paper | 16 |
| 2006 | Influence of saving propensity on the power-law tail of the wealth distribution.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2008 | Relaxation in statistical many-agent economy models In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Relaxation in statistical many-agent economy models.(2007) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2012 | Market microstructure, banks behaviour and interbank spreads In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 36 |
| 2016 | Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2018 | Fluctuation identities with continuous monitoring and their application to the pricing of barrier options In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
| 2018 | An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default.(2019) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Market microstructure, banks behaviour and interbank spreads: evidence after the crisis In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis.(2020) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Bayesian regularized artificial neural networks for the estimation of the probability of default In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 8 |
| 2020 | Bayesian regularized artificial neural networks for the estimation of the probability of default.(2020) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2015 | Large scale simulation of synthetic markets In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Banks strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Banks Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market.(2015) In: Journal of Financial Management, Markets and Institutions. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2008 | Stochastic integration for uncoupled continuous-time random walks In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Speculative option valuation: A supercomputing approach In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2010 | Spectral densities of Wishart-Lévy free stable random matrices In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team