Peter H Gruber
Peter H Gruber
USI Lugano
Adresse e-mail validée de usi.ch - Page d'accueil
Titre
Citée par
Citée par
Année
Recent progress in neutrino factory and muon collider research within the Muon Collaboration
MM Alsharo’a, CM Ankenbrandt, M Atac, BR Autin, VI Balbekov, ...
Physical Review Special Topics-Accelerators and Beams 6 (8), 081001, 2003
1272003
The study of a European neutrino factory complex
P Gruber, G Rees, D Küchler, A Verdier, B Holzer, D Möhl, P Zucchelli, ...
CERN, 2002
352002
The Price of the Smile and Variance Risk Premia
PH Gruber, C Tebaldi, F Trojani
Swiss Finance Institute Research Paper, 2015
29*2015
Three Make a Dynamic Smile-Unspanned Skewness and Interacting Volatility Components in Option Valuation
PH Gruber, R Renò, C Tebaldi, F Trojani
Available at SSRN 1786408, 2011
82011
Three make a smile–dynamic volatility, skewness and term structure components in option valutation
PH Gruber, C Tebaldi, F Trojani
CAREFIN Research Paper, 2010
62010
Normalized emittance in the case of large momentum spreads
P Gruber
Journal of Physics G: Nuclear and Particle Physics 29 (8), 1693, 2003
42003
Ionisation cooling for a Neutrino Factory
P Gruber
Vienna, Tech. U, 2001
42001
The Price of the Smile
PH Gruber, C Tebaldi, F Trojani
Available at SSRN 2669489, 2015
32015
Eliciting a Smile: Numerical Methods for Option Pricing with Matrix Affine Jump Diffusions
PH Gruber
Working paper, Universita della Svizzera Italiana, Lugano, 2015
22015
Beam photography: a technique for imaging dark currents
P Gruber, Y Torun
Proceedings of the 2003 Particle Accelerator Conference 2, 1413-1415, 2003
22003
A first study of a scintillating fibre detector for a muon ionisation cooling experiment
EA McKigney, P Gruber
12001
Solving Economics and Finance problems with MATLAB
PH Gruber
2016
Essays on variance risk
P Gruber
Università della Svizzera italiana, 2015
2015
The LTWO-paradigm: a general theory for IT based education systems
PH Gruber
5th Workshop on Multimedia in Physics Teaching and Learning, Vienna, 2000
2000
Hydrogen refrigeration requirements for the ionization cooling of the CERN Standard Neutrino Factory
P Gruber
2000
The Market Price of a Dynamic Smile
PH GRUBER, C TEBALDI, F TROJANI
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–16