Year |
Citation |
Score |
2020 |
Phelan CE, Marazzina D, Germano G. Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities Quantitative Finance. 20: 899-918. DOI: 10.1080/14697688.2020.1718192 |
0.72 |
|
2020 |
Sariev E, Germano G. Bayesian regularized artificial neural networks for the estimation of the probability of default Quantitative Finance. 20: 311-328. DOI: 10.1080/14697688.2019.1633014 |
0.708 |
|
2019 |
Phelan CE, Marazzina D, Fusai G, Germano G. Hilbert transform, spectral filters and option pricing Annals of Operations Research. 282: 273-298. DOI: 10.1007/S10479-018-2881-4 |
0.745 |
|
2019 |
Sariev E, Germano G. 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. DOI: 10.1002/Rfe.1049 |
0.705 |
|
2018 |
Phelan CE, Marazzina D, Fusai G, Germano G. Fluctuation identities with continuous monitoring and their application to the pricing of barrier options European Journal of Operational Research. 271: 210-223. DOI: 10.1016/J.Ejor.2018.04.016 |
0.742 |
|
2017 |
Cui Y, Rollin SdB~, Germano G. Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research. 263: 625-638. DOI: 10.1016/J.Ejor.2017.05.018 |
0.582 |
|
2016 |
Fusai G, Germano G, Marazzina D. Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options European Journal of Operational Research. 251: 124-134. DOI: 10.1016/J.Ejor.2015.11.027 |
0.373 |
|
2015 |
Scalas E, Gabriel AT, Martin E, Germano G. Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 92: 022140. PMID 26382376 DOI: 10.1103/Physreve.92.022140 |
0.769 |
|
2015 |
Iori G, Politi M, Germano G, Gabbi G. 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. DOI: 10.12831/82212 |
0.578 |
|
2014 |
Gerardo-Giorda L, Germano G, Scalas E. Large-scale simulations of synthetic markets Communications in Applied and Industrial Mathematics. 6. DOI: 10.1685/Journal.Caim.535 |
0.607 |
|
2013 |
Fulger D, Scalas E, Germano G. Random numbers from the tails of probability distributions using the transformation method Fractional Calculus and Applied Analysis. 16: 332-353. DOI: 10.2478/S13540-013-0021-Z |
0.757 |
|
2011 |
Martin E, Behn U, Germano G. First-passage and first-exit times of a Bessel-like stochastic process. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 83: 051115. PMID 21728498 DOI: 10.1103/Physreve.83.051115 |
0.6 |
|
2011 |
Welling U, Germano G. Efficiency of linked cell algorithms Computer Physics Communications. 182: 611-615. DOI: 10.1016/J.Cpc.2010.11.002 |
0.731 |
|
2010 |
Politi M, Scalas E, Fulger D, Germano G. Spectral densities of Wishart-Lévy free stable random matrices: Analytical results and Monte Carlo validation European Physical Journal B. 73: 13-22. DOI: 10.1140/Epjb/E2009-00360-7 |
0.74 |
|
2010 |
Germano G, Politi M, Scalas E, Schilling RL. Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case Communications in Nonlinear Science and Numerical Simulation. 15: 1583-1588. DOI: 10.1016/J.Cnsns.2009.06.010 |
0.717 |
|
2009 |
Germano G, Politi M, Scalas E, Schilling RL. Stochastic calculus for uncoupled continuous-time random walks. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 79: 066102. PMID 19658559 DOI: 10.1103/Physreve.79.066102 |
0.737 |
|
2008 |
Gabriel AT, Meyer T, Germano G. Molecular Graphics of Convex Body Fluids. Journal of Chemical Theory and Computation. 4: 468-76. PMID 26620787 DOI: 10.1021/Ct700192Z |
0.613 |
|
2008 |
Fulger D, Scalas E, Germano G. Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 77: 021122. PMID 18352002 DOI: 10.1103/Physreve.77.021122 |
0.756 |
|
2007 |
Scalas E, Martin E, Germano G. Ehrenfest urn revisited: playing the game on a realistic fluid model. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 76: 011104. PMID 17677407 DOI: 10.1103/Physreve.76.011104 |
0.734 |
|
2007 |
Patriarca M, Chakraborti A, Heinsalu E, Germano G. Relaxation in statistical many-agent economy models The European Physical Journal B. 57: 219-224. DOI: 10.1140/Epjb/E2007-00122-7 |
0.642 |
|
2007 |
Schmid F, Germano G, Wolfsheimer S, Schilling T. Fluctuating Interfaces in Liquid Crystals Macromolecular Symposia. 252: 110-118. DOI: 10.1002/Masy.200750611 |
0.552 |
|
2006 |
Allen MP, Germano G. Expressions for forces and torques in molecular simulations using rigid bodies Molecular Physics. 104: 3225-3235. DOI: 10.1080/00268970601075238 |
0.521 |
|
2006 |
Patriarca M, Chakraborti A, Germano G. Influence of saving propensity on the power-law tail of the wealth distribution Physica a-Statistical Mechanics and Its Applications. 369: 723-736. DOI: 10.1016/J.Physa.2006.01.091 |
0.672 |
|
2005 |
Germano G, Schmid F. Nematic-isotropic interfaces under shear: a molecular-dynamics simulation. The Journal of Chemical Physics. 123: 214703. PMID 16356057 DOI: 10.1063/1.2131065 |
0.522 |
|
2002 |
Germano G, Allen MP, Masters AJ. Simultaneous calculation of the helical pitch and the twist elastic constant in chiral liquid crystals from intermolecular torques The Journal of Chemical Physics. 116: 9422-9430. DOI: 10.1063/1.1475747 |
0.54 |
|
2002 |
Phuong NH, Germano G, Schmid F. The direct correlation function in nematic liquid crystals from computer simulation Computer Physics Communications. 147: 350-353. DOI: 10.1016/S0010-4655(02)00302-8 |
0.572 |
|
2001 |
Andrienko D, Germano G, Allen MP. Computer simulation of topological defects around a colloidal particle or droplet dispersed in a nematic host. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 63: 041701. PMID 11308861 DOI: 10.1103/Physreve.63.041701 |
0.635 |
|
2001 |
Phuong NH, Germano G, Schmid F. Elastic constants from direct correlation functions in nematic liquid crystals: A computer simulation study The Journal of Chemical Physics. 115: 7227-7234. DOI: 10.1063/1.1404388 |
0.562 |
|
2000 |
Andrienko D, Germano G, Allen MP. Liquid crystal director fluctuations and surface anchoring by molecular simulation Physical Review E. 62: 6688-6693. PMID 11102020 DOI: 10.1103/Physreve.62.6688 |
0.53 |
|
1995 |
Germano G, Veracini CA, Boeffel C, Spiess HW. Main Chain Order and Dynamics in a Liquid Crystalline Side-Group Polymer Molecular Crystals and Liquid Crystals Science and Technology. Section a. Molecular Crystals and Liquid Crystals. 266: 47-58. DOI: 10.1080/10587259508033631 |
0.521 |
|
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