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Paolo Foschi · Study

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Paolo Foschi

4 works· latest 2014· 1 institutionscluster: provisionalORCID 0000-0003-4691-4169

h-index4

i104

Citations198

Works here4

07

10

12

14

Most cited in this library

Quantitative Risk Management2014 · 77 citations
Parametrix Approximation of Diffusion Transition Densities2010 · 48 citations
Approximations for Asian options in local volatility models2012 · 40 citations
Path dependent volatility2007 · 33 citations

Works

4 shown

Quantitative Risk Management

AMS Campus - AlmaDL·2014·1 author

77citations

Approximations for Asian options in local volatility models

Journal of Computational and Applied Mathematics·2012·3 authors·Open access

40citations

Parametrix Approximation of Diffusion Transition Densities

SIAM Journal on Financial Mathematics·2010·3 authors

48citations

Path dependent volatility

Decisions in Economics and Finance·2007·2 authors

33citations