183 citations · 905 across the 25 of their papers we have counts for
3 papers · 1 filter
The energy dependence of the multiplicity moments at the LHC
G. R. Germano, F. S. Navarra
In this work, from the experimental data we evaluate the first C-moments of the multiplicity distributions recently measured in proton-proton collisions at the LHC and compare them…
Pricing methods for -quantile and perpetual early exercise options based on Spitzer identities
Carolyn E. Phelan, Daniele Marazzina, Guido Germano
We present new numerical schemes for pricing perpetual Bermudan and American options as well as -quantile options. This includes a new direct calculation of the optimal exercise…
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms
Guido Germano, Carolyn E Phelan, Daniele Marazzina +1
We present numerical methods based on the fast Fourier transform (FFT) to solve convolution integral equations on a semi-infinite interval (Wiener-Hopf equation) or on a finite int…