G
Guido Germano
Researcher at University College London
Publications - 68
Citations - 1322
Guido Germano is an academic researcher from University College London. The author has contributed to research in topics: Monte Carlo method & Liquid crystal. The author has an hindex of 19, co-authored 68 publications receiving 1187 citations. Previous affiliations of Guido Germano include London School of Economics and Political Science & University of Bristol.
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Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation.
TL;DR: A numerical method is presented for the Monte Carlo simulation of uncoupled continuous-time random walks with a Lévy alpha -stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times to obtain an accurate approximation of space- and time-fractional diffusion processes.
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Computer simulation of topological defects around a colloidal particle or droplet dispersed in a nematic host.
TL;DR: By studying density and order-parameter maps, this work is able to examine behavior near the particle surface, and in the disclination core region, where the elastic theory is inapplicable.
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Stochastic calculus for uncoupled continuous-time random walks
TL;DR: It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation and it is proved that, as a consequence of the martingale transform theorem, if the CTRW is aMartingale, the Itō integral is a Martingale too.
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Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
TL;DR: This work proposes a constructive procedure for the computation of the Wiener-Hopf factors, valid for both single and double barriers, based on the combined use of the Hilbert and the z-transform, and shows that the computational cost is independent of the number of monitoring dates and the error decays exponentially with thenumber of grid points.
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Influence of saving propensity on the power-law tail of the wealth distribution
TL;DR: In this article, it is shown that in a finite system of agents with a continuous saving propensity distribution, a power-law tail with Pareto exponent α = 1 can appear also when agents do not have saving propensities distributed over the whole interval between zero and one.