Paolo Foschi

Available identifiers

zbMath Open foschi.paoloDBLP32/5506WikidataQ59473911 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

This page was built for person: Paolo Foschi