Paolo Foschi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Approximations for Asian options in local volatility models Journal of Computational and Applied Mathematics	2012-10-22	Paper
Calibration of a path-dependent volatility model: empirical tests Computational Statistics and Data Analysis	2010-03-30	Paper
A comparative study of algorithms for solving seemingly unrelated regressions models Computational Statistics and Data Analysis	2008-11-26	Paper
Analysis of an uncertain volatility model Journal of Applied Mathematics and Decision Sciences	2008-11-20	Paper
Estimating seemingly unrelated regression models with vector autoregressive disturbances Journal of Economic Dynamics and Control	2008-10-24	Paper
Path dependent volatility Decisions in Economics and Finance	2008-09-04	Paper
Kolmogorov equations arising in finance: direct and inverse problems	2008-03-06	Paper
A computationally efficient method for solving SUR models with orthogonal regressors Linear Algebra and its Applications	2004-10-04	Paper
Algorithms for computing the QR decomposition of a set of matrices with common columns Algorithmica	2004-09-22	Paper
scientific article; zbMATH DE number 2065152 (Why is no real title available?)	2004-05-18	Paper
Estimation of VAR models: computational aspects Computational Economics	2003-06-18	Paper
Seemingly unrelated regression model with unequal size observations: Computational aspects Computational Statistics and Data Analysis	2003-05-22	Paper
scientific article; zbMATH DE number 1618003 (Why is no real title available?)	2001-07-12	Paper
Duality in conjugate gradient methods Numerical Algorithms	2000-09-21	Paper

Research outcomes over time

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