Paolo Foschi
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Paolo |
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Foschi |
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Affiliations
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Alma Mater Studiorum - Università di Bologna
/ Dipartimento di Scienze Statistiche "Paolo Fortunati"
Research profile
author of:
- Black-Scholes formulae for Asian options in local volatility models (RePEc:bot:quadip:wpaper:111)
by Paolo Foschi & Stefano Pagliarani & Andrea Pascucci - Seemingly unrelated regression model with unequal size observations: computational aspects (RePEc:eee:csdana:v:41:y:2002:i:1:p:211-229)
by Foschi, Paolo & Kontoghiorghes, Erricos J. - A comparative study of algorithms for solving seemingly unrelated regressions models (RePEc:eee:csdana:v:44:y:2003:i:1-2:p:3-35)
by Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J. - Calibration of a path-dependent volatility model: Empirical tests (RePEc:eee:csdana:v:53:y:2009:i:6:p:2219-2235)
by Foschi, Paolo & Pascucci, Andrea - 3rd Special issue on matrix computations and statistics (RePEc:eee:csdana:v:54:y:2010:i:12:p:3379-3380)
by Barlow, Jesse & Eldén, Lars & Foschi, Paolo - Estimating seemingly unrelated regression models with vector autoregressive disturbances (RePEc:eee:dyncon:v:28:y:2003:i:1:p:27-44)
by Foschi, Paolo & Kontoghiorghes, Erricos J. - Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis (RePEc:gam:jpubli:v:12:y:2024:i:2:p:12-:d:1380265)
by Fabio Zagonari & Paolo Foschi - Estimation of VAR Models: Computational Aspects (RePEc:kap:compec:v:21:y:2003:i:1_2:p:3-22)
by Paolo Foschi & Erricos J. Kontoghiorghes - Estimation of VAR Models Computational Aspects (RePEc:kap:compec:v:21:y:2003:i:1:p:3-22)
by Paolo Foschi & Erricos Kontoghiorghes - Estimating regressions and seemingly unrelated regressions with error component disturbances (RePEc:pra:mprapa:1424)
by Paolo, Foschi - Parametrix approximations for non constant coefficient parabolic PDEs (RePEc:pra:mprapa:7852)
by Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio - Path dependent volatility (RePEc:pra:mprapa:973)
by Pascucci, Andrea & Foschi, Paolo - Numerical Solution Of Sure Models Deriving From Var(P) Processes (RePEc:sce:scecf0:152)
by Paolo Foschi & Erricos J. Kontoghiorghes - A recursive algorithm for solving SUR models (RePEc:sce:scecf1:143)
by Erricos J. Kontoghiorghes and Paolo Foschi - Conjugate Gradient methods for solving sparse Simultaneous Equations Models (RePEc:sce:scecf2:271)
by P. Foschi & E.J. Kontoghiorghes - Non-constant volatility models a comparison (RePEc:sce:scecfa:344)
by Paolo Foschi - Path dependent volatility (RePEc:spr:decfin:v:31:y:2008:i:1:p:13-32)
by Paolo Foschi & Andrea Pascucci - Calibration of the Hobson&Rogers model: empirical tests (RePEc:wpa:wuwpfi:0509020)
by Andrea Pascucci & Paolo Foschi