The following pages link to Paolo Falbo (Q513554):
Displaying 13 items.
- A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping (Q513556) (← links)
- Market dynamics when agents anticipate correlation breakdown (Q659565) (← links)
- Does expectation of correlation breakdown in financial market fulfill itself? (Q1723249) (← links)
- Corrigendum to: ``Relevant states and memory in Markov chain bootstrapping and simulation'' (Q1734373) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- Equilibrium prices on a financial graph (Q1768386) (← links)
- Optimal switch from a fossil-fueled to an electric vehicle (Q2064640) (← links)
- A tabu search heuristic procedure in Markov chain bootstrapping (Q2509526) (← links)
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643) (← links)
- Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets (Q2801797) (← links)
- Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms (Q2833380) (← links)
- Approximating Markov Chains for Bootstrapping and Simulation (Q2833388) (← links)
- Pricing inflation-linked bonds (Q3557569) (← links)
