Suivre
Paolo Foschi
Paolo Foschi
Dept. of Statistics, University of Bologna
Adresse e-mail validée de unibo.it - Page d'accueil
Titre
Citée par
Citée par
Année
Parametrix approximation of diffusion transition densities
F Corielli, P Foschi, A Pascucci
Preprint, 2009
662009
A comparative study of algorithms for solving seemingly unrelated regressions models
P Foschi, DA Belsley, EJ Kontoghiorghes
Computational Statistics & Data Analysis 44 (1-2), 3-35, 2003
432003
Approximations for Asian options in local volatility models
P Foschi, S Pagliarani, A Pascucci
Journal of Computational and Applied Mathematics 237 (1), 442-459, 2013
402013
Path dependent volatility
P Foschi, A Pascucci
Decisions in Economics and Finance 31, 13-32, 2008
402008
Seemingly unrelated regression model with unequal size observations: computational aspects
P Foschi, EJ Kontoghiorghes
Computational statistics & data analysis 41 (1), 211-229, 2002
382002
Estimation of var models computational aspects
P Foschi, EJ Kontoghiorghes
Computational Economics 21, 3-22, 2003
282003
Analysis of an uncertain volatility model
M Di Francesco, P Foschi, A Pascucci
Journal of Applied Mathematics and Decision Sciences 2006, 2006
242006
Algorithms for computing the QR decomposition of a set of matrices with common columns
P Yanev, P Foschi, EJ Kontoghiorghes
Algorithmica 39, 83-93, 2004
212004
Kolmogorov equations arising in finance: direct and inverse problems
P Foschi, A Pascucci
Lect. Notes of Seminario Interdisciplinare di Matematica. Universita degli …, 2007
152007
Black-Scholes formulae for Asian options in local volatility models
P Foschi, S Pagliarani, A Pascucci
Dipartimento di Scienze Statistiche" Paolo Fortunati", Alma Mater Studiorum …, 2011
142011
Calibration of the Hobson&Rogers model: empirical tests
P Foschi, A Pascucci
132005
Estimating seemingly unrelated regression models with vector autoregressive disturbances
P Foschi, EJ Kontoghiorghes
Journal of Economic Dynamics and Control 28 (1), 27-44, 2003
122003
Calibration of a path-dependent volatility model: Empirical tests
P Foschi, A Pascucci
Computational statistics & data analysis 53 (6), 2219-2235, 2009
82009
A computationally efficient method for solving SUR models with orthogonal regressors
P Foschi, EJ Kontoghiorghes
Linear algebra and its applications 388, 193-200, 2004
82004
Numerical and computational strategies for solving seemingly unrelated regression models
P Foschi, L Garin, EJ Kontoghiorghes
Computational Methods in Decision-Making, Economics and Finance, 405-427, 2002
62002
Numerical methods for estimating linear econometric models
P Foschi
Université de Neuchâtel, 2004
42004
Duality in conjugate gradient methods
CG Broyden, P Foschi
Numerical Algorithms 22, 113-128, 1999
31999
Parametrix approximations for non constant coefficient parabolic PDEs
P Foschi, L Pieressa, S Polidoro
22008
Computationally E. cient Methods for Solving SURE Models
EJ Kontoghiorghes, P Foschi
International Conference on Numerical Analysis and Its Applications, 490-498, 2000
22000
The geometry of PLS shrinkages
P Foschi
University of Bologna, 2015
12015
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20