The following pages link to Paolo Foschi (Q455878):
Displaying 14 items.
- Approximations for Asian options in local volatility models (Q455879) (← links)
- Path dependent volatility (Q940996) (← links)
- Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434) (← links)
- Analysis of an uncertain volatility model (Q955456) (← links)
- A comparative study of algorithms for solving seemingly unrelated regressions models (Q956734) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Estimation of VAR models: computational aspects (Q1812107) (← links)
- Seemingly unrelated regression model with unequal size observations: Computational aspects (Q1874132) (← links)
- Algorithms for computing the QR decomposition of a set of matrices with common columns (Q1879361) (← links)
- A computationally efficient method for solving SUR models with orthogonal regressors (Q1881068) (← links)
- Duality in conjugate gradient methods (Q1969406) (← links)
- (Q2724534) (← links)
- (Q4459822) (← links)
- (Q5447271) (← links)
