Paolo Foschi

According to our database, Paolo Foschi authored at least 11 papers between 1999 and 2013.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2013

Approximations for Asian options in local volatility models.

Paolo Foschi, Stefano Pagliarani, Andrea Pascucci

J. Comput. Appl. Math., 2013

2012

The Annals of Computational and Financial Econometrics, first issue.

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis

Comput. Stat. Data Anal., 2012

2010

Parametrix Approximation of Diffusion Transition Densities.

Francesco Corielli, Paolo Foschi, Andrea Pascucci

SIAM J. Financial Math., 2010

3rd Special issue on matrix computations and statistics.

Jesse L. Barlow, Lars Eldén, Paolo Foschi

Comput. Stat. Data Anal., 2010

2009

Calibration of a path-dependent volatility model: Empirical tests.

Paolo Foschi, Andrea Pascucci

Comput. Stat. Data Anal., 2009

2006

Analysis of an uncertain volatility model.

Marco Di Francesco, Paolo Foschi, Andrea Pascucci

Adv. Decis. Sci., 2006

2004

Algorithms for Computing the QR Decomposition of a Set of Matrices with Common Columns.

Petko Yanev, Paolo Foschi, Erricos John Kontoghiorghes

Algorithmica, 2004

2003

A comparative study of algorithms for solving seemingly unrelated regressions models.

Paolo Foschi, David A. Belsley, Erricos John Kontoghiorghes

Comput. Stat. Data Anal., 2003

2002

Seemingly unrelated regression model with unequal size observations: computational aspects.

Paolo Foschi, Erricos John Kontoghiorghes

Comput. Stat. Data Anal., 2002

2000

Computationally Efficient Methods for Solving SURE Models.

Erricos John Kontoghiorghes, Paolo Foschi

Proceedings of the Numerical Analysis and Its Applications, 2000

1999

Duality in conjugate gradient methods.

C. G. Broyden, Paolo Foschi

Numer. Algorithms, 1999