Piergiacomo Sabino


Ph.D. Università degli Studi di Bari 2009 Italy
Dissertation: Monte Carlo and Quasi-Monte Carlo methods in options pricing and hedging
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Nicola Cufaro Petroni
Advisor 2: Bernard Lapeyre

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 211353 for the advisor ID.