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P. Sabino

19 papers hereh-index 10264 citations34 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author1
  • middle author4
  • last author9

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • q-fin.CP8
  • math.PR6
  • q-fin.PR3
  • quant-ph2
same name
  • P. Sabino — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072023
most citedFast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes

18 citations · 80 across the 19 of their papers we have counts for

collaborators
Showing 2015 · math.PRShow all

1 paper · 2 filters

math.PR2015★ 1 cited

Correlated Poisson processes and self-decomposable laws

Nicola Cufaro Petroni, Piergiacomo Sabino

We analyze a method to produce pairs of non independent Poisson processes M(t),N(t) from positively correlated, self-decomposable, exponential renewals. In particular the present…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.