Sfoglia per Autore
Linear Local Approximation for Financial Time Series Forecasting.
1996-01-01 Pellizzari, Paolo; Pizzi, Claudio
RBF networks for financial data analysis and forecasting: a fuzzy-cluster approach
1996-01-01 Giove, Silvio; Pellizzari, Paolo; Tezza, S.
The maximum line length problem: theory and numerical solutions
1997-01-01 Pellizzari, Paolo; Sorato, Annamaria; B., Viscolani
Fuzzy Weighted Local Approximation for Financial Time Series Modeling and Forecasting
1997-01-01 Pizzi, Claudio; Pellizzari, Paolo
Adaptive local linear models for financial time series
1998-01-01 Pizzi, Claudio; Pellizzari, Paolo
Outliers Detection in Time series.
1998-01-01 Pizzi, Claudio; Pellizzari, Paolo
Time series filtering and reconstruction using fuzzy weighted local regression
1999-01-01 Giove, Silvio; Pellizzari, Paolo
Efficient Monte Carlo pricing of portfolio options
2000-01-01 Pellizzari, Paolo
Efficient Monte Carlo pricing of European options using mean value control variates
2001-01-01 Pellizzari, Paolo
Approximate vs exact algorithms to solve the maximum line length problem
2001-01-01 Viscolani, B.; Pellizzari, Paolo
Utility based pricing of contingent claims in incomplete markets
2002-01-01 Gamba, A.; Pellizzari, Paolo
Monte Carlo Pricing of American Options Using Nonparametric Regression
2002-01-01 Pizzi, Claudio; Pellizzari, Paolo
Breeds of risk-adjusted fundamentalist strategies in an order-driven market
2003-01-01 LI CALZI, Marco; Pellizzari, Paolo
Fundamentalists clashing over the book: A study of order-driven stock markets
2003-01-01 LI CALZI, Marco; Pellizzari, Paolo
On the coincidence of system optimum and user equilibrium for a widely used family of cost functions
2004-01-01 Pellizzari, Paolo; Sorato, Annamaria
Pension schemes with a minimum guarantee: the pricing in the case of two underlying variables and stochastic interest rate
2004-01-01 Micocci, M; Pellizzari, Paolo; Perrotta, A.
Nonparametric Monte Carlo Pricing of American Options
2004-01-01 Pizzi, Claudio; Pellizzari, Paolo
Complexities and simplicity: a review of agent-based artificial markets
2005-01-01 Pellizzari, Paolo
Cointegrazione dinamica tra serie storiche economiche
2005-01-01 Pellizzari, Paolo; Pizzi, Claudio; E. SALMASI, L.
Static Hedging of Multivariate Derivatives by Simulation
2005-01-01 Pellizzari, Paolo
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