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Information about:
Giorgio Pauletto

Personal Details | Affiliation | Works
This is information that was supplied by Giorgio Pauletto in registering through RePEc. If you are Giorgio Pauletto , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Giorgio
Middle Name:
Last Name: Pauletto
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RePEc Short-ID: ppa1

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Homepage: http://www.unige.ch/ses/metri/pauletto/
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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Evis KËLLEZI, & Giorgio PAULETTO, 2001. "Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing," FAME Research Paper Series rp30, International Center for Financial Asset Management and Engineering. [Downloadable!]

  2. Mico Mrkaic and Giorgio Pauletto, 2001. "Krylov Methods and Preconditioning in Computational Economics Problems," Computing in Economics and Finance 2001 113, Society for Computational Economics.

  3. Hugo Benitez-Silva & John Rust & Gunter Hitsch & Giorgio Pauletto & George Hall, 2000. "A Comparison Of Discrete And Parametric Methods For Continuous-State Dynamic Programming Problems," Computing in Economics and Finance 2000 24, Society for Computational Economics. [Downloadable!]

  4. Giorgio Pauletto, 2000. "Parallel Monte Carlo Methods For Security Pricing," Computing in Economics and Finance 2000 286, Society for Computational Economics.

  5. Manfred Gilli & Kai Hencken & Philippe Huber and Evis Kellezi & Matthias Kroedel & Giorgio Pauletto, 1999. "Numerical Methods in Multivariate Option Pricing," Computing in Economics and Finance 1999 914, Society for Computational Economics.

  6. Manfred Gilli & Giorgio Pauletto, 1995. "Sparse Direct Methods for Model Simulation," Cahiers du Département d'Econométrie 95.06, Département d'Econométrie, Université de Genève. [Downloadable!]
    Published as:

  7. Manfred Gilli & Giorgio Pauletto, 1994. "High Performance Computing in Economics: SP1 for Macroeconomic Model Simulation," Cahiers du Département d'Econométrie 94.06, Département d'Econométrie, Université de Genève. [Downloadable!]

  8. Manfred Gilli & Giorgio Pauletto, 1993. "Econometric Model Simulation on Parallel Computers," Cahiers du Département d'Econométrie 93.07, Département d'Econométrie, Université de Genève. [Downloadable!]

  9. Manfred Gilli & Giorgio Pauletto, . "Practical Results on Parallel Methods for Solving Forward-Looking Models," Computing in Economics and Finance 1997 66, Society for Computational Economics. [Downloadable!]

  10. Manfred Gilli & Giorgio Pauletto, . "An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations," Computing in Economics and Finance 1996 _045, Society for Computational Economics. [Downloadable!]

Articles

  1. Gilli, Manfred & Kellezi, Evis & Pauletto, Giorgio, 2002. "Solving finite difference schemes arising in trivariate option pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1499-1515, August. [Downloadable!] (restricted)

  2. Giorgio Pauletto & Manfred Gilli, 2000. "Parallel Krylov Methods for Econometric Model Simulation," Computational Economics, Springer, vol. 16(1/2), pages 173-186, October. [Downloadable!]

  3. Gilli, Manfred & Pauletto, Giorgio, 1998. "Krylov methods for solving models with forward-looking variables," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1275-1289, August. [Downloadable!] (restricted)

  4. Gilli, Manfred & Pauletto, Giorgio, 1997. "Sparse direct methods for model simulation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(6), pages 1093-1111, June. [Downloadable!] (restricted)
    Other versions:

  5. Gilli, M & Pauletto, G & Garbely, M, 1992. "Equation Reordering for Iterative Processes--A Comment," Computer Science in Economics & Management, Springer, vol. 5(2), pages 147-53, May.

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This page was last updated on 2009-11-24.

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