SABINO, PIERGIACOMO
SABINO, PIERGIACOMO
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Cointegrating Jumps: an Application to Energy Facilities
2015-01-01 CUFARO PETRONI, Nicola; Dipartimento di, Matematica; Tires, Universit`a di Bari; Sabino, Piergiacomo; RQPR Quantitative Risk, Modelling; Analytics, E. ON Global Commodities SE Holzstrasse 6
Correlated Poisson processes and self-decomposable laws
2015-01-01 CUFARO PETRONI, Nicola; Dipartimento di, Matematica; Tires, Universit`a di Bari; Sezione di Bari, Infn; via E. Orabona 4, 70125 Bari; Sabino, Piergiacomo; Quantitative Risk, Modelling; Analytics, Rqpr; Global Commodities SE, E. On; Holzstrasse 6, 40221 D¨usseldorf
Coupling Poisson processes by self-decomposability
2017-01-01 CUFARO PETRONI, Nicola; Sabino, Piergiacomo
Pricing exchange options with correlated jump-diffusion processes
2018-01-01 CUFARO PETRONI, Nicola; Sabino, Piergiacomo
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Cointegrating Jumps: an Application to Energy Facilities | 1-gen-2015 | CUFARO PETRONI, Nicola; Dipartimento di, Matematica; Tires, Universit`a di Bari; Sabino, Piergiacomo; RQPR Quantitative Risk, Modelling; Analytics, E. ON Global Commodities SE Holzstrasse 6 | |
| Correlated Poisson processes and self-decomposable laws | 1-gen-2015 | CUFARO PETRONI, Nicola; Dipartimento di, Matematica; Tires, Universit`a di Bari; Sezione di Bari, Infn; via E. Orabona 4, 70125 Bari; Sabino, Piergiacomo; Quantitative Risk, Modelling; Analytics, Rqpr; Global Commodities SE, E. On; Holzstrasse 6, 40221 D¨usseldorf | |
| Coupling Poisson processes by self-decomposability | 1-gen-2017 | CUFARO PETRONI, Nicola; Sabino, Piergiacomo | |
| Pricing exchange options with correlated jump-diffusion processes | 1-gen-2018 | CUFARO PETRONI, Nicola; Sabino, Piergiacomo |