Guido Germano 0001

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Gianluca Fusai

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Publications

2021
[i3]
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  - journals/corr/abs-2106-05326
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  - https://dblp.org/rec/journals/corr/abs-2106-05326
Guido Germano, Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai:
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms. CoRR abs/2106.05326 (2021)
2019
[j5]
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  - journals/anor/PhelanMFG19
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Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai, Guido Germano:
Hilbert transform, spectral filters and option pricing. Ann. Oper. Res. 282(1-2): 273-298 (2019)
2018
[j4]
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  - journals/eor/PhelanMFG18
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Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai, Guido Germano:
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. Eur. J. Oper. Res. 271(1): 210-223 (2018)
2016
[j2]
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  - journals/eor/FusaiGM16
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Gianluca Fusai, Guido Germano, Daniele Marazzina:
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. Eur. J. Oper. Res. 251(1): 124-134 (2016)

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