Corrado Corradi
Names
first: 
Corrado 
last: 
Corradi 
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Affiliations

Alma Mater Studiorum  Università di Bologna
→ Dipartimento di Matematica per le Scienze Economiche e Sociali "MatemateS"
Research profile
author of:

On Square Root Kalman Filtering: A Comment.
by Corradi, Corrado

Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces
by Corradi, Corrado

On the efficient application of the repeated Richardson extrapolation technique to option pricing
by Luca Barzanti & Corrado Corradi & Martina Nardon

Monotonicity preserving regression techniques for interest rate term structure estimation: A note
by Luca Barzanti & Corrado Corradi

On the estimation of smooth forward rate curves from a finite number of observations: A comment
by Corradi, Corrado

Erratum to: "A note on interest rate term structure estimation using tension splines" [Insurance: Mathematics and Economics 22 (1998) 139143]
by Barzanti, Luca & Corradi, Corrado

A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
by Corradi, Corrado

A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares.
by Corradi, Corrado

A note on interest rate term structure estimation using tension splines
by Barzanti, Luca & Corradi, Corrado

The Estimation of Distributed Lags by Spline Functions.
by Corradi, C. & Gambetta, G.

Approximating the solution of an integral equation arising in the theory of risk: A comment
by C. Corradi

On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions
by Luca Barzanti & Corrado Corradi

Strategic manipulations and collusions in Knaster procedure: a comment
by Corradi, Corrado & Corradi, Valentina

Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esschertransformed martingale measure
by Gian Luca Tassinari & Corrado Corradi

A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES
by C. Corradi & C. Scarani

IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
by Corrado Corradi & Claudia Scarani

A note on direct term structure estimation using monotonic splines
by Luca Barzanti & Corrado Corradi