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Cufaro Petroni, Nicola

Author ID: cufaro-petroni.nicola Recent zbMATH articles by "Cufaro Petroni, Nicola"
Published as: Cufaro Petroni, Nicola; Petroni, Nicola Cufaro; Cufaro Petroni, N.
Homepage: http://www.ba.infn.it/~cufaro/homepage.html
External Links: ORCID
Documents Indexed: 27 Publications since 1995, including 1 Book and 8 Additional arXiv Preprints
Reviewing Activity: 34 Reviews
Co-Authors: 7 Co-Authors with 19 Joint Publications
78 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 75 times in 46 Documents Cited by Year
Selfdecomposability and selfsimilarity: a concise primer. Zbl 1395.60018
Cufaro Petroni, Nicola
13
2008
Entangled states in stochastic mechanics. Zbl 1010.81006
Cufaro Petroni, Nicola; Morato, Laura M.
9
2000
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes. Zbl 1475.91363
Sabino, Piergiacomo; Cufaro Petroni, Nicola
7
2021
Gamma-related Ornstein-Uhlenbeck processes and their simulation. Zbl 07493312
Sabino, Piergiacomo; Cufaro Petroni, Nicola
7
2021
Mixtures in nonstable Lévy processes. Zbl 1110.60048
Cufaro Petroni, N.
6
2007
Coupling Poisson processes by self-decomposability. Zbl 1368.60053
Cufaro Petroni, Nicola; Sabino, Piergiacomo
5
2017
Pricing exchange options with correlated jump diffusion processes. Zbl 1471.91583
Petroni, Nicola Cufaro; Sabino, Piergiacomo
5
2020
Pricing and hedging Asian basket options with quasi-Monte Carlo simulations. Zbl 1267.91079
Cufaro Petroni, Nicola; Sabino, Piergiacomo
5
2013
Lévy-Schrödinger wave packets. Zbl 1214.81085
Petroni, Nicola Cufaro
4
2011
Exact solutions of Fokker-Planck equations associated to quantum wave functions. Zbl 0940.82048
Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio
4
1998
Markov processes and generalized Schrödinger equations. Zbl 1272.60054
Andrisani, Andrea; Petroni, Nicola Cufaro
3
2011
Multidimensional quasi-Monte Carlo Malliavin Greeks. Zbl 1345.91082
Cufaro Petroni, Nicola; Sabino, Piergiacomo
2
2013
Fast simulation of tempered stable Ornstein-Uhlenbeck processes. Zbl 1505.62349
Sabino, Piergiacomo; Petroni, Nicola Cufaro
2
2022
Controlled quantum evolutions and transitions. Zbl 0980.82025
Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio; Illuminati, Fabrizio
1
1999
Probability and stochastic processes for physicists. Zbl 1437.60001
Cufaro Petroni, Nicola
1
2020
Logistic and \(\theta\)-logistic models in population dynamics: general analysis and exact results. Zbl 1519.92190
Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio
1
2020
Fast simulation of tempered stable Ornstein-Uhlenbeck processes. Zbl 1505.62349
Sabino, Piergiacomo; Petroni, Nicola Cufaro
2
2022
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes. Zbl 1475.91363
Sabino, Piergiacomo; Cufaro Petroni, Nicola
7
2021
Gamma-related Ornstein-Uhlenbeck processes and their simulation. Zbl 07493312
Sabino, Piergiacomo; Cufaro Petroni, Nicola
7
2021
Pricing exchange options with correlated jump diffusion processes. Zbl 1471.91583
Petroni, Nicola Cufaro; Sabino, Piergiacomo
5
2020
Probability and stochastic processes for physicists. Zbl 1437.60001
Cufaro Petroni, Nicola
1
2020
Logistic and \(\theta\)-logistic models in population dynamics: general analysis and exact results. Zbl 1519.92190
Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio
1
2020
Coupling Poisson processes by self-decomposability. Zbl 1368.60053
Cufaro Petroni, Nicola; Sabino, Piergiacomo
5
2017
Pricing and hedging Asian basket options with quasi-Monte Carlo simulations. Zbl 1267.91079
Cufaro Petroni, Nicola; Sabino, Piergiacomo
5
2013
Multidimensional quasi-Monte Carlo Malliavin Greeks. Zbl 1345.91082
Cufaro Petroni, Nicola; Sabino, Piergiacomo
2
2013
Lévy-Schrödinger wave packets. Zbl 1214.81085
Petroni, Nicola Cufaro
4
2011
Markov processes and generalized Schrödinger equations. Zbl 1272.60054
Andrisani, Andrea; Petroni, Nicola Cufaro
3
2011
Selfdecomposability and selfsimilarity: a concise primer. Zbl 1395.60018
Cufaro Petroni, Nicola
13
2008
Mixtures in nonstable Lévy processes. Zbl 1110.60048
Cufaro Petroni, N.
6
2007
Entangled states in stochastic mechanics. Zbl 1010.81006
Cufaro Petroni, Nicola; Morato, Laura M.
9
2000
Controlled quantum evolutions and transitions. Zbl 0980.82025
Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio; Illuminati, Fabrizio
1
1999
Exact solutions of Fokker-Planck equations associated to quantum wave functions. Zbl 0940.82048
Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio
4
1998

Citations by Year