Duality in conjugate gradient methods. - C. G. Broyden; Paolo Foschi (Numer. Algorithms, 1999)

Computationally Efficient Methods for Solving SURE Models. - Erricos John Kontoghiorghes; Paolo Foschi (NAA, 2000)

Seemingly unrelated regression model with unequal size observations: computational aspects. - Paolo Foschi; Erricos John Kontoghiorghes (Comput. Stat. Data Anal., 2002)

A comparative study of algorithms for solving seemingly unrelated regressions models. - Paolo Foschi; David A. Belsley; Erricos John Kontoghiorghes (Comput. Stat. Data Anal., 2003)

Algorithms for Computing the QR Decomposition of a Set of Matrices with Common Columns. - Petko Yanev; Paolo Foschi; Erricos John Kontoghiorghes (Algorithmica, 2004)

Analysis of an uncertain volatility model. - Marco Di Francesco; Paolo Foschi; Andrea Pascucci (Adv. Decis. Sci., 2006)

Calibration of a path-dependent volatility model: Empirical tests. - Paolo Foschi; Andrea Pascucci (Comput. Stat. Data Anal., 2009)

3rd Special issue on matrix computations and statistics. - Jesse L. Barlow; Lars Eldén; Paolo Foschi (Comput. Stat. Data Anal., 2010)

Parametrix Approximation of Diffusion Transition Densities. - Francesco Corielli; Paolo Foschi; Andrea Pascucci (SIAM J. Financial Math., 2010)

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; et al. (Comput. Stat. Data Anal., 2012)

Approximations for Asian options in local volatility models. - Paolo Foschi; Stefano Pagliarani; Andrea Pascucci (J. Comput. Appl. Math., 2013)

Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis. - Fabio Zagonari; Paolo Foschi (Publ., 2024)