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Paolo Foschi

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Personal Details

First Name:Paolo
Middle Name:
Last Name:Foschi
RePEc Short-ID:pfo62
[This author has chosen not to make the email address public]
Dept. of Statistical Sciences P.tta Teatini, 10 47900 Rimini Italy
Bologna, Italy

: +39 0 51 209.82.01
+39 0 51 23.21.53
Via Belle Arti, 41 - Bologna
RePEc:edi:dsbolit (more details at EDIRC)
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  1. Paolo Foschi & Stefano Pagliarani & Andrea Pascucci, 2011. "Black-Scholes formulae for Asian options in local volatility models," Quaderni di Dipartimento 7, Department of Statistics, University of Bologna.
  2. Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio, 2008. "Parametrix approximations for non constant coefficient parabolic PDEs," MPRA Paper 7852, University Library of Munich, Germany, revised 20 Mar 2008.
  3. Pascucci, Andrea & Foschi, Paolo, 2006. "Path dependent volatility," MPRA Paper 973, University Library of Munich, Germany.
  4. Paolo Foschi, 2006. "Non-constant volatility models a comparison," Computing in Economics and Finance 2006 344, Society for Computational Economics.
  5. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
  6. Andrea Pascucci & Paolo Foschi, 2005. "Calibration of the Hobson&Rogers model: empirical tests," Finance 0509020, EconWPA.
  7. P. Foschi & E.J. Kontoghiorghes, 2002. "Conjugate Gradient methods for solving sparse Simultaneous Equations Models," Computing in Economics and Finance 2002 271, Society for Computational Economics.
  8. Erricos J. Kontoghiorghes and Paolo Foschi, 2001. "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001 143, Society for Computational Economics.
  9. Paolo Foschi & Erricos J. Kontoghiorghes, 2000. "Numerical Solution Of Sure Models Deriving From Var(P) Processes," Computing in Economics and Finance 2000 152, Society for Computational Economics.
  1. Barlow, Jesse & Eldén, Lars & Foschi, Paolo, 2010. "3rd Special issue on matrix computations and statistics," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3379-3380, December.
  2. Foschi, Paolo & Pascucci, Andrea, 2009. "Calibration of a path-dependent volatility model: Empirical tests," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2219-2235, April.
  3. Paolo Foschi & Andrea Pascucci, 2008. "Path dependent volatility," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(1), pages 13-32, May.
  4. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 27-44, October.
  5. Paolo Foschi & Erricos J. Kontoghiorghes, 2003. "Estimation of VAR Models: Computational Aspects," Computational Economics, Society for Computational Economics, vol. 21(1_2), pages 3-22, 02.
  6. Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 3-35, October.
  7. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 211-229, November.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2007-01-14 2007-01-14. Author is listed

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