Edit Profile (opens in new tab) Cufaro Petroni, Nicola Co-Author Distance Author ID: cufaro-petroni.nicola Published as: Cufaro Petroni, Nicola; Petroni, Nicola Cufaro; Cufaro Petroni, N. more...less 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 all top 5 Co-Authors 8 single-authored 9 Sabino, Piergiacomo 4 De Martino, Salvatore 4 De Siena, Silvio 4 Pusterla, Modesto 1 Andrisani, Andrea 1 Illuminati, Fabrizio 1 Morato, Laura M. all top 5 Serials 3 Journal of Physics A: Mathematical and Theoretical 2 Journal of Physics A: Mathematical and General 1 Modern Physics Letters A 1 Journal of Mathematical Physics 1 Physica A 1 Physics Letters. A 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Applied Mathematical Finance 1 Methodology and Computing in Applied Probability 1 Rendiconti della Accademia Nazionale delle Scienze detta dei XL. Memorie di Matematica e Applicazioni. Serie V 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Mediterranean Journal of Mathematics 1 Unitext for Physics all top 5 Fields 19 Probability theory and stochastic processes (60-XX) 8 Quantum theory (81-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 Cited by 50 Authors 13 Sabino, Piergiacomo 8 Cufaro Petroni, Nicola 3 Albeverio, Sergio A. 3 Kuipers, Folkert 2 Gardini, Matteo 2 Sasso, Emanuela 1 Afkhami, Mohamad 1 Alcaraz López, Onel L. 1 Andrisani, Andrea 1 Berg, Christian 1 Cheang, Gerald H. L. 1 Colin, Samuel 1 De Vecchi, Francesco Carlo 1 Di Persio, Luca 1 Dingeç, Kemal Dinçer 1 Erlich, Joshua 1 Garbaczewski, Piotr 1 Garces, Len Patrick Dominic M. 1 Garcia Fernandez, Evelio Martin 1 Ghoddusi, Hamed 1 Grabchak, Michael 1 Holland, Peter R. 1 Kiukas, Jukka 1 Latva-aho, Matti 1 Ling, Zhichao 1 Lu, Kevin W. 1 Ma, Chunsheng 1 Massing, Till 1 Mastrogiacomo, Elisa 1 Masuda, Hiroki 1 Modanese, Giovanni 1 Morato, Laura M. 1 Ni, Jun 1 Palamarchuk, E. S. 1 Pavon, Michele 1 Pusterla, Modesto 1 Rapoport, Diego L. 1 Shearer, S. F. C. 1 Smii, Boubaker 1 Stephanovich, Vladimir A. 1 Struyve, Ward 1 Ugolini, Stefania 1 Vignat, Christophe 1 Werner, Reinhard F. 1 Xiao, Mingqing 1 Xu, Chenglong 1 Yao, Nian 1 Yoshioka, Hidekazu 1 Yoshioka, Yumi 1 Zhang, Jieyu all top 5 Cited in 27 Serials 6 Journal of Mathematical Physics 4 Quantitative Finance 3 Applied Mathematical Finance 3 Foundations of Physics 2 Computational Statistics 2 Decisions in Economics and Finance 2 Statistics and Computing 1 Modern Physics Letters A 1 International Journal of Modern Physics B 1 Classical and Quantum Gravity 1 Journal of Computational and Applied Mathematics 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 International Journal of Computer Mathematics 1 Journal of Statistical Computation and Simulation 1 Potential Analysis 1 New Journal of Physics 1 Statistical Inference for Stochastic Processes 1 Journal of High Energy Physics 1 Optimization and Engineering 1 Differential Equations 1 International Journal of Geometric Methods in Modern Physics 1 Mediterranean Journal of Mathematics 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics 1 Journal of Probability and Statistics 1 Journal of the Japan Statistical Society. Japanese Issue all top 5 Cited in 17 Fields 29 Probability theory and stochastic processes (60-XX) 17 Quantum theory (81-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Statistics (62-XX) 5 Partial differential equations (35-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Numerical analysis (65-XX) 3 Relativity and gravitational theory (83-XX) 2 Ordinary differential equations (34-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Differential geometry (53-XX) 2 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year