Paolo Foschi

Paolo Foschi

Università di Bologna - Bologna / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1852787
University of Bologna
person_outline Paolo Foschi's MOST POPULAR ARTICLES
1-) Parametrix approximation of diffusion transition densitiesF Corielli, P Foschi, A PascucciPreprint, 2009622009
2-) A comparative study of algorithms for solving seemingly unrelated regressions modelsP Foschi, DA Belsley, EJ KontoghiorghesComputational Statistics & Data Analysis 44 (1-2), 3-35, 2003442003
3-) Approximations for Asian options in local volatility modelsP Foschi, S Pagliarani, A PascucciJournal of Computational and Applied Mathematics 237 (1), 442-459, 2013402013
4-) Path dependent volatilityP Foschi, A PascucciDecisions in Economics and Finance 31, 13-32, 2008412008
5-) Seemingly unrelated regression model with unequal size observations: computational aspectsP Foschi, EJ KontoghiorghesComputational statistics & data analysis 41 (1), 211-229, 2002392002