Gianluca Frasso

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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!

PublicationDate of PublicationType
Direct Semi-Parametric Estimation of the State Price Density Implied in Option Prices
Journal of Business and Economic Statistics
2024-10-17Paper
Boosted-oriented probabilistic smoothing-spline clustering of series
Statistical Methods and Applications
2023-12-14Paper
L- and V-curves for optimal smoothing
Statistical Modelling
2020-10-12Paper
Parameter estimation and inference in dynamic systems described by linear partial differential equations
AStA. Advances in Statistical Analysis
2018-11-12Paper
Inference in dynamic systems using B-splines and quasilinearized ODE penalties
Biometrical Journal
2016-05-19Paper


Research outcomes over time


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