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Guido Germano

This is information that was supplied by Guido Germano in registering through RePEc. If you are Guido Germano, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Guido
Middle Name:
Last Name:Germano
RePEc Short-ID:pge177
Department of Computer Science, University College London, Gower Street, London WC1E 6BT, United Kingdom
+44 20 3108 7105
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  1. Yiran Cui & Sebastian del Bano Rollin & Guido Germano, 2016. "Stability of calibration procedures: fractals in the Black-Scholes model," Papers 1612.01951,
  2. Yiran Cui & Sebastian del Ba\~no Rollin & Guido Germano, 2015. "Full and fast calibration of the Heston stochastic volatility model," Papers 1511.08718,, revised May 2016.
  3. Iori, Giulia & Politi, Mauro & Germano, Guido & Gabbi, Giampaolo, 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 67565, London School of Economics and Political Science, LSE Library.
  4. Gerardo-Giorda, Luca & Germano, Guido & Scalas, Enrico, 2015. "Large scale simulation of synthetic markets," LSE Research Online Documents on Economics 67563, London School of Economics and Political Science, LSE Library.
  5. Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012. "Market microstructure, bank's behaviour and interbank spreads," Working Papers 12/06, Department of Economics, City University London.
  6. Mauro Politi & Enrico Scalas & Daniel Fulger & Guido Germano, 2009. "Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation," Papers 0903.1629,
  7. Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, René L., 2008. "Stochastic integration for uncoupled continuous-time random walks," MPRA Paper 7341, University Library of Munich, Germany.
  8. Guido Germano & Mauro Politi & Enrico Scalas & Ren\'e L. Schilling, 2008. "Stochastic calculus for uncoupled continuous-time random walks," Papers 0802.3769,, revised Jan 2009.
  9. Marco Patriarca & Anirban Chakraborti & Els Heinsalu & Guido Germano, 2006. "Relaxation in statistical many-agent economy models," Papers physics/0608174,, revised Aug 2008.
  10. Marco Patriarca & Anirban Chakraborti & Kimmo Kaski & Guido Germano, 2005. "Kinetic theory models for the distribution of wealth: power law from overlap of exponentials," Papers physics/0504153,, revised May 2005.
  11. Marco Patriarca & Anirban Chakraborti & Guido Germano, 2005. "Influence of saving propensity on the power law tail of wealth distribution," Papers physics/0506028,
  12. Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano, 2004. "Speculative option valuation: A supercomputing approach," Computing in Economics and Finance 2004 269, Society for Computational Economics.
  1. Fusai, Gianluca & Germano, Guido & Marazzina, Daniele, 2016. "Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options," European Journal of Operational Research, Elsevier, vol. 251(1), pages 124-134.
  2. Iori Giulia & Politi Mauro & Germano Guido & Gabbi Giampaolo, 2015. "Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 179-202, December.
  3. M. Politi & E. Scalas & D. Fulger & G. Germano, 2010. "Spectral densities of Wishart-Lévy free stable random matrices," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 73(1), pages 13-22, January.
  4. M. Patriarca & A. Chakraborti & E. Heinsalu & G. Germano, 2007. "Relaxation in statistical many-agent economy models," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(2), pages 219-224, May.
  5. Patriarca, Marco & Chakraborti, Anirban & Germano, Guido, 2006. "Influence of saving propensity on the power-law tail of the wealth distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 369(2), pages 723-736.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2012-10-20 2017-01-08
  2. NEP-CMP: Computational Economics (1) 2016-09-11
  3. NEP-EEC: European Economics (1) 2012-10-20
  4. NEP-ETS: Econometric Time Series (1) 2015-12-08
  5. NEP-FMK: Financial Markets (1) 2012-10-20
  6. NEP-MON: Monetary Economics (1) 2017-01-08
  7. NEP-ORE: Operations Research (1) 2008-03-01

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