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Mostrati risultati da 1 a 17 di 17
Titolo Autore(i) Anno Periodico Editore Tipo File
A computationally efficient method for solving SUR models with orthogonal regressors P. Foschi; E.J. Kontoghiorghes 2004-01-01 LINEAR ALGEBRA AND ITS APPLICATIONS - 1.01 Articolo in rivista -
Algorithms for computing the the QRDs of a set of matrices having common columns. P.I. Yanev; P. Foschi; E.J. Kontoghiorghes 2004-01-01 ALGORITHMICA - 1.01 Articolo in rivista -
Analysis of an uncertain volatility model M. Di francesco; P. Foschi; A. Pascucci 2006-01-01 JOURNAL OF APPLIED MATHEMATICS & DECISION SCIENCES - 1.01 Articolo in rivista Pascucci1.pdf
Kolmogorov equations arising in finance: direct and inverse problems P. Foschi; A. Pascucci 2007-01-01 - s.n 4.01 Contributo in Atti di convegno -
Using cubic B-spline for pricing options on assets with log-stable dynamics L. Barzanti; P. Foschi 2007-01-01 - s.n 4.02 Riassunto (Abstract) -
Path dependent volatility P. Foschi; A. Pascucci 2008-01-01 DECISIONS IN ECONOMICS AND FINANCE - 1.01 Articolo in rivista -
Log-normal mixtures in option pricing: non parametric calibration L. Barzanti; P. Foschi 2008-01-01 - Imperial College London 4.02 Riassunto (Abstract) -
Calibration of a path-dependent volatility model: empirical tests P. Foschi; A. Pascucci 2009-01-01 COMPUTATIONAL STATISTICS & DATA ANALYSIS - 1.01 Articolo in rivista -
3rd Special issue on matrix computations and statistics J. Barlow; L. Elden; P. Foschi 2010-01-01 COMPUTATIONAL STATISTICS & DATA ANALYSIS - 1.04 Replica / breve intervento (e simili) -
Parametrix approximation of diffusion transition densities A. Pascucci; P. Foschi; F. Corielli 2010-01-01 SIAM JOURNAL ON FINANCIAL MATHEMATICS - 1.01 Articolo in rivista -
Pricing of American options in local volatility models Paolo Foschi 2011-01-01 - - 4.02 Riassunto (Abstract) -
Pricing American Options by Means of Barrier Options Paolo Foschi 2012-01-01 - - 4.02 Riassunto (Abstract) -
The Annals of Computational and Financial Econometrics, first issue (editorial) Bauwens L.; Belsley D.A.; E.J. Kontoghiorghes;
S.J. Koopman; M. McAleer; H.K. Van Dijk; A. Amendo...la; M. Billio; C. Croux;
C.W.S. Chen; R. Davidson; P. Duchesne; P. Foschi; C. Francq; A.-M. Fuertes; G. Koop; L- Khalaf; M. Paolella; D.S.G. Pollock; E. Ruiz; R. Paap; T. Proietti; P. Winker; P.L.H. Yu; J.-M. Zakoian; A. Zeileis 		2012-01-01 COMPUTATIONAL STATISTICS & DATA ANALYSIS - 1.04 Replica / breve intervento (e simili) -
Approximations for Asian options in local volatility models P. Foschi; A. Pascucci; S. Pagliarani 2013-01-01 JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS - 1.01 Articolo in rivista -
Forecasting forward price curves in electricity markets: a factor model Paolo Foschi 2014-01-01 - - 4.02 Riassunto (Abstract) -
Forecasting forward price curves in electricity markets: a factor model Paolo Foschi 2014-01-01 - - 4.02 Riassunto (Abstract) -
Some results on Partial Least Squares regression, shrinkages and DoF Paolo Foschi 2014-01-01 - - 4.02 Riassunto (Abstract) -
Mostrati risultati da 1 a 17 di 17
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