BibTeX records: Paolo Foschi

download as .bib file

@article{DBLP:journals/publications/ZagonariF24,
  author       = {Fabio Zagonari and
                  Paolo Foschi},
  title        = {Coping with the Inequity and Inefficiency of the H-Index: {A} Cross-Disciplinary
                  Empirical Analysis},
  journal      = {Publ.},
  volume       = {12},
  number       = {2},
  pages        = {12},
  year         = {2024},
  url          = {https://doi.org/10.3390/publications12020012},
  doi          = {10.3390/PUBLICATIONS12020012},
  timestamp    = {Fri, 02 Aug 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/publications/ZagonariF24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcam/FoschiPP13,
  author       = {Paolo Foschi and
                  Stefano Pagliarani and
                  Andrea Pascucci},
  title        = {Approximations for Asian options in local volatility models},
  journal      = {J. Comput. Appl. Math.},
  volume       = {237},
  number       = {1},
  pages        = {442--459},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.cam.2012.06.015},
  doi          = {10.1016/J.CAM.2012.06.015},
  timestamp    = {Tue, 16 Feb 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcam/FoschiPP13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/BelsleyKDBBKKMDABCCDDFFFKKPPRPPWYZZ12,
  author       = {David A. Belsley and
                  Erricos John Kontoghiorghes and
                  Herman K. van Dijk and
                  Luc Bauwens and
                  Siem Jan Koopman and
                  Michael McAleer and
                  Alessandra Amendola and
                  Monica Billio and
                  Christophe Croux and
                  Cathy W. S. Chen and
                  Russell Davidson and
                  Pierre Duchesne and
                  Paolo Foschi and
                  Christian Francq and
                  Ana{-}Mar{\'{\i}}a Fuertes and
                  Gary Koop and
                  Lynda Khalaf and
                  Marc S. Paolella and
                  D. S. G. Pollock and
                  Esther Ruiz and
                  Richard Paap and
                  Tommaso Proietti and
                  Peter Winker and
                  Philip L. H. Yu and
                  Jean{-}Michel Zakoian and
                  Achim Zeileis},
  title        = {The Annals of Computational and Financial Econometrics, first issue},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {56},
  number       = {11},
  pages        = {2991--2992},
  year         = {2012},
  url          = {https://doi.org/10.1016/j.csda.2012.04.004},
  doi          = {10.1016/J.CSDA.2012.04.004},
  timestamp    = {Thu, 05 Jan 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/BelsleyKDBBKKMDABCCDDFFFKKPPRPPWYZZ12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/BarlowEF10,
  author       = {Jesse L. Barlow and
                  Lars Eld{\'{e}}n and
                  Paolo Foschi},
  title        = {3rd Special issue on matrix computations and statistics},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {54},
  number       = {12},
  pages        = {3379--3380},
  year         = {2010},
  url          = {https://doi.org/10.1016/j.csda.2010.07.020},
  doi          = {10.1016/J.CSDA.2010.07.020},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/BarlowEF10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamfm/CorielliFP10,
  author       = {Francesco Corielli and
                  Paolo Foschi and
                  Andrea Pascucci},
  title        = {Parametrix Approximation of Diffusion Transition Densities},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {1},
  number       = {1},
  pages        = {833--867},
  year         = {2010},
  url          = {https://doi.org/10.1137/080742336},
  doi          = {10.1137/080742336},
  timestamp    = {Thu, 08 Jun 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/CorielliFP10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/FoschiP09,
  author       = {Paolo Foschi and
                  Andrea Pascucci},
  title        = {Calibration of a path-dependent volatility model: Empirical tests},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {53},
  number       = {6},
  pages        = {2219--2235},
  year         = {2009},
  url          = {https://doi.org/10.1016/j.csda.2008.10.042},
  doi          = {10.1016/J.CSDA.2008.10.042},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/FoschiP09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jamds/FrancescoFP06,
  author       = {Marco Di Francesco and
                  Paolo Foschi and
                  Andrea Pascucci},
  title        = {Analysis of an uncertain volatility model},
  journal      = {Adv. Decis. Sci.},
  volume       = {2006},
  pages        = {15609:1--15609:17},
  year         = {2006},
  url          = {https://doi.org/10.1155/JAMDS/2006/15609},
  doi          = {10.1155/JAMDS/2006/15609},
  timestamp    = {Thu, 21 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jamds/FrancescoFP06.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/algorithmica/YanevFK04,
  author       = {Petko Yanev and
                  Paolo Foschi and
                  Erricos John Kontoghiorghes},
  title        = {Algorithms for Computing the {QR} Decomposition of a Set of Matrices
                  with Common Columns},
  journal      = {Algorithmica},
  volume       = {39},
  number       = {1},
  pages        = {83--93},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00453-003-1080-z},
  doi          = {10.1007/S00453-003-1080-Z},
  timestamp    = {Sat, 19 Oct 2019 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/algorithmica/YanevFK04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/FoschiBK03,
  author       = {Paolo Foschi and
                  David A. Belsley and
                  Erricos John Kontoghiorghes},
  title        = {A comparative study of algorithms for solving seemingly unrelated
                  regressions models},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {44},
  number       = {1-2},
  pages        = {3--35},
  year         = {2003},
  url          = {https://doi.org/10.1016/S0167-9473(03)00028-8},
  doi          = {10.1016/S0167-9473(03)00028-8},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/FoschiBK03.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/csda/FoschiK02,
  author       = {Paolo Foschi and
                  Erricos John Kontoghiorghes},
  title        = {Seemingly unrelated regression model with unequal size observations:
                  computational aspects},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {41},
  number       = {1},
  pages        = {211--229},
  year         = {2002},
  url          = {https://doi.org/10.1016/S0167-9473(02)00146-9},
  doi          = {10.1016/S0167-9473(02)00146-9},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/FoschiK02.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/naa/KontoghiorghesF00,
  author       = {Erricos John Kontoghiorghes and
                  Paolo Foschi},
  editor       = {Lubin G. Vulkov and
                  Jerzy Wasniewski and
                  Plamen Y. Yalamov},
  title        = {Computationally Efficient Methods for Solving {SURE} Models},
  booktitle    = {Numerical Analysis and Its Applications, Second International Conference,
                  {NAA} 2000, Rousse, Bulgaria, June 11-15, 2000, Revised Papers},
  series       = {Lecture Notes in Computer Science},
  volume       = {1988},
  pages        = {490--497},
  publisher    = {Springer},
  year         = {2000},
  url          = {https://doi.org/10.1007/3-540-45262-1\_57},
  doi          = {10.1007/3-540-45262-1\_57},
  timestamp    = {Tue, 14 May 2019 10:00:44 +0200},
  biburl       = {https://dblp.org/rec/conf/naa/KontoghiorghesF00.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/na/BroydenF99,
  author       = {C. G. Broyden and
                  Paolo Foschi},
  title        = {Duality in conjugate gradient methods},
  journal      = {Numer. Algorithms},
  volume       = {22},
  number       = {2},
  pages        = {113--128},
  year         = {1999},
  url          = {https://doi.org/10.1023/A:1019154707108},
  doi          = {10.1023/A:1019154707108},
  timestamp    = {Tue, 19 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/na/BroydenF99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.