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Publications by Raul Tempone
On the Efficient Simulation of the Distribution of the Sum of Gamma–Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels
IEEE Transactions on Communications
Electronic Engineering
Electrical
Smoothing the Payoff for Efficient Computation of Basket Option Prices
Quantitative Finance
Economics
Econometrics
Finance
Solution of the 3D Density-Driven Groundwater Flow Problem With Uncertain Porosity and Permeability
GEM - International Journal on Geomathematics
Earth
Simulation
Planetary Sciences
Modeling
On the Connection Between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
Applied Mathematics
A Fast Simulation Method for the Log-Normal Sum Distribution Using a Hazard Rate Twisting Technique
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