Pier Giuseppe Giribone

Monte Carlo method for pricing complex financial derivatives: An innovative approach to the control of convergence

Ilaria Bendato, Lucia Cassettari, Pier Giuseppe Giribone et al. · Applied Mathematical Sciences · 2015 · 18 citations · Full text

Business, Economics, Finance +16

Electricity Spot Prices Forecasting for MIBEL by using Deep Learning: a comparison between NAR, NARX and LSTM networks

Miguel de Simón‐Martín, Stefano Bracco, Enrique Rosales-Asensio et al. · 2020 · 16 citations

Computing, Data Science, Electrical Engineering +16

Option pricing via radial basis functions: Performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing

Pier Giuseppe Giribone, Simone Ligato · International Journal of Financial Engineering · 2015 · 15 citations

Business, Finance, Financial Management +16

The Stochastic Analysis of Investments in Industrial Plants by Simulation Models with Control of Experimental Error: Theory and Application to a Real Business Case

Lucia Cassettari, Pier Giuseppe Giribone · 2010 · 12 citations

Business, Economics, Industrial Engineering +13

Flexible-forward pricing through Leisen–Reimer trees: Implementation and performance comparison with traditional Markov chains

Pier Giuseppe Giribone, Simone Ligato · International Journal of Financial Engineering · 2016 · 11 citations

Business, Economics, Finance +16