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Guido Germano
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Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation
D Fulger, E Scalas, G Germano
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 77 (2 …, 2008
2152008
Computer simulation of topological defects around a colloidal particle or droplet dispersed in a nematic host
D Andrienko, G Germano, MP Allen
Physical Review E 63 (4), 041701, 2001
1182001
Bayesian regularized artificial neural networks for the estimation of the probability of default
E Sariev, G Germano
Quantitative Finance 20 (2), 311-328, 2020
1162020
Stochastic calculus for uncoupled continuous-time random walks
G Germano, M Politi, E Scalas, RL Schilling
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 79 (6 …, 2009
1042009
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
G Fusai, G Germano, D Marazzina
European Journal of Operational Research 251 (1), 124-134, 2016
852016
Expressions for forces and torques in molecular simulations using rigid bodies
MP Allen, G Germano
Molecular Physics 104 (20-21), 3225-3235, 2006
852006
Full and fast calibration of the Heston stochastic volatility model
Y Cui, S del Baño Rollin, G Germano
European Journal of Operational Research 263 (2), 625-638, 2017
802017
Efficiency of linked-cell algorithms
U Welling, G Germano
Computer Physics Communications 182 (3), 611-615, 2011
732011
Molecular graphics of convex body fluids
AT Gabriel, T Meyer, G Germano
Journal of Chemical Theory and Computation 4 (3), 468-476, 2008
732008
Influence of saving propensity on the power-law tail of the wealth distribution
M Patriarca, A Chakraborti, G Germano
Physica A: Statistical Mechanics and its Applications 369 (2), 723-736, 2006
712006
Elastic constants from direct correlation functions in nematic liquid crystals: A computer simulation study
NH Phuong, G Germano, F Schmid
Journal of Chemical Physics 115 (15), 7227-7234, 2001
662001
Kinetic theory models for the distribution of wealth: Power law from overlap of exponentials
M Patriarca, A Chakraborti, K Kaski, G Germano
Econophysics of Wealth Distributions, 93-110, 2005
542005
Oxidant-Induced Hydride Abstraction from [Pt (μ-PBut2)(H)(PBut2H)] 2 Yielding [Pt2 (μ-PBut2) 2 (H)(PBut2H) 2] C3 (CN) 5. Spectroscopic, Crystallographic, and Theoretical …
P Leoni, M Pasquali, A Fortunelli, G Germano, A Albinati
Journal of the American Chemical Society 120 (37), 9564-9573, 1998
531998
First-passage and first-exit times of a Bessel-like stochastic process
E Martin, U Behn, G Germano
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 83 (5 …, 2011
522011
Relaxation in statistical many-agent economy models
M Patriarca, A Chakraborti, E Heinsalu, G Germano
European Physical Journal B 57 (2), 219-224, 2007
522007
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
CE Phelan, D Marazzina, G Fusai, G Germano
European Journal of Operational Research 271 (1), 210-223, 2018
362018
Hilbert transform, spectral filters and option pricing
CE Phelan, D Marazzina, G Fusai, G Germano
Annals of Operations Research 282 (1-2), 273-298, 2019
322019
Liquid crystal director fluctuations and surface anchoring by molecular simulation
D Andrienko, G Germano, MP Allen
Physical Review E 62 (5), 6688, 2000
322000
Simultaneous calculation of the helical pitch and the twist elastic constant in chiral liquid crystals from intermolecular torques
G Germano, MP Allen, AJ Masters
Journal of Chemical Physics 116 (21), 9422-9430, 2002
312002
Nematic-isotropic interfaces under shear: A molecular-dynamics simulation
G Germano, F Schmid
Journal of Chemical Physics 123 (21), 214703, 2005
252005
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