Items where Author is "Germano, G."
Kapar, B., Iori, G. 
ORCID: 0000-0001-9443-9353, Gabbi, G. & Germano, G. (2020).
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis.
Journal of Economic Interaction and Coordination, 15(1),
pp. 283-331.
doi: 10.1007/s11403-019-00248-3
Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 & Germano, G. (2018).
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options.
European Journal of Operational Research, 271(1),
pp. 210-223.
doi: 10.1016/j.ejor.2018.04.016
Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 & Germano, G. (2018).
Hilbert transform, spectral filters and option pricing.
Annals of Operations Research, 282(1-2),
pp. 273-298.
doi: 10.1007/s10479-018-2881-4
Fusai, G., Germano, G. & Marazzina, D. (2016). Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. European Journal of Operational Research, 251(1), pp. 124-134. doi: 10.1016/j.ejor.2015.11.027
Iori, G., Politi, M., Germano, G. & Gabbi, G. (2015). Banks’ strategies and cost of money: Effects of the financial crisis on the European electronic overnight interbank market. The Journal of Financial Management, Markets and Institutions, 3(2), pp. 179-202. doi: 10.12831/82212
Gabbi, G., Germano, G., Hatzopoulos, V. , Iori, G. & Politi, M. (2012). Market microstructure, bank's behaviour and interbank spreads (12/06). London, UK: Department of Economics, City University London.