Paolo Foschi

Available identifiers

zbMath Open foschi.paoloWikidataQ59473911 ScholiaQ59473911MaRDI QIDQ455878

List of research outcomes

Publication	Date of Publication	Type
Approximations for Asian options in local volatility models	2012-10-22	Paper
Calibration of a path-dependent volatility model: empirical tests	2010-03-30	Paper
A comparative study of algorithms for solving seemingly unrelated regressions models	2008-11-26	Paper
Analysis of an uncertain volatility model	2008-11-20	Paper
Estimating seemingly unrelated regression models with vector autoregressive disturbances	2008-10-24	Paper
Path dependent volatility	2008-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q5447271	2008-03-06	Paper
A computationally efficient method for solving SUR models with orthogonal regressors	2004-10-04	Paper
Algorithms for computing the QR decomposition of a set of matrices with common columns	2004-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q4459822	2004-05-18	Paper
Estimation of VAR models: computational aspects	2003-06-18	Paper
Seemingly unrelated regression model with unequal size observations: Computational aspects	2003-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q2724534	2001-07-12	Paper
Duality in conjugate gradient methods	2000-09-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Paolo Foschi