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Guido Germano

1986-1994 Chimica e Chimica Industriale Università di Pisa, Pisa, Toscana, Italy 
 1993-1994 Chemie Johannes Gutenberg-Universität Mainz, Mainz, Rheinland-Pfalz, Germany 
 1993-1994 Polymerspektroskopie Max-Planck-Institut für Polymerforschung Mainz 
 1994-1995 Rechts- und Staatswissenschaftliche Fakultät Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Nordrhein-Westfalen, Germany 
 1995-1998 Chimica e Chimica Industriale Università di Pisa, Pisa, Toscana, Italy 
 1996-1996 Pharmaceutical Chemistry University of California, San Francisco, San Francisco, CA 
 1998-1998 Classe di Scienze Matematiche e Naturali Scuola Normale Superiore Pisa 
 1998-2000 Physics University of Bristol, Bristol, England, United Kingdom 
 2000-2002 Physik Universität Bielefeld, Bielefeld, North Rhine-Westphalia, Germany 
 2002-2013 Chemie Philipps-Universität Marburg, Marburg, Hessen, Germany 
 2009-2012 Scienze Economiche e Metodi Quantitativi Università del Piemonte Orientale Amedeo Avogadro 
 2012-2013 Classe di Scienze Matematiche e Naturali Scuola Normale Superiore Pisa 
 2013- Computer Science University College London, London, United Kingdom 
Scientific Computing, Computational Finance, Statistical Physics, Complex Systems
"Guido Germano"

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Dieter Sondermann research assistant 1994-1995 Universität Bonn (MathTree)
Peter A. Kollman grad student 1995-1998 UCSF
Carlo Alberto Veracini grad student 1995-1998 University of Pisa
Michael P. Allen post-doc 1998-2000 University of Bristol
Friederike Schmid post-doc 2000-2002 Universität Bielefeld (Physics Tree)


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Edgar Martin grad student 2004-2009 Universität Marburg
Daniel Fulger grad student 2005-2009 Universität Marburg
Adrian T. Gabriel grad student 2005-2010 Universität Marburg
Ulrich Welling grad student 2007-2011 Universität Marburg
Yiran Cui grad student 2013-2017 UCL (Computer Science Tree)
Carolyn E. Phelan grad student 2014-2018 UCL (Computer Science Tree)
Eduard Sariev grad student 2016-2020 UCL (Computer Science Tree)
Marco Patriarca post-doc 2005-2005 Universität Marburg (Physics Tree)
Mauro Politi post-doc 2008-2009 Universität Marburg (Physics Tree)
Jiahua Xu post-doc 2019-2020 UCL (Computer Science Tree)
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Phelan CE, Marazzina D, Germano G. (2020) Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities Quantitative Finance. 20: 899-918
Sariev E, Germano G. (2020) Bayesian regularized artificial neural networks for the estimation of the probability of default Quantitative Finance. 20: 311-328
Phelan CE, Marazzina D, Fusai G, et al. (2019) Hilbert transform, spectral filters and option pricing Annals of Operations Research. 282: 273-298
Sariev E, Germano G. (2019) An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default Review of Financial Economics. 37: 404-427
Phelan CE, Marazzina D, Fusai G, et al. (2018) Fluctuation identities with continuous monitoring and their application to the pricing of barrier options European Journal of Operational Research. 271: 210-223
Cui Y, Rollin SdB~, Germano G. (2017) Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research. 263: 625-638
Fusai G, Germano G, Marazzina D. (2016) Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options European Journal of Operational Research. 251: 124-134
Scalas E, Gabriel AT, Martin E, et al. (2015) Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 92: 022140
Iori G, Politi M, Germano G, et al. (2015) Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market Lse Research Online Documents On Economics. 179-202
Gerardo-Giorda L, Germano G, Scalas E. (2014) Large-scale simulations of synthetic markets Communications in Applied and Industrial Mathematics. 6
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