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1
Serial and parallel Krylov methods for implicit finite difference schemes arising in multivariate option pricing
Gilli, Manfred
;
Ke͏̈llezi, Evis
;
Pauletto, Giorgio
-
2001
Persistent link: https://www.econbiz.de/10001592002
Saved in:
2
Extreme value theory for tail-related risk measures
Gilli, Manfred
;
Ke͏̈llezi, Evis
-
2000
Persistent link: https://www.econbiz.de/10001599884
Saved in:
3
A heuristic approach to portfolio optimization
Gilli, Manfred
;
Ke͏̈llezi, Evis
-
2000
Persistent link: https://www.econbiz.de/10001599885
Saved in:
4
The threshold accepting heuristic for index tracking
Gilli, Manfred
;
Ke͏̈llezi, Evis
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 1-18)
.
2002
Persistent link: https://www.econbiz.de/10001746914
Saved in:
5
Solving finite difference schemes arising in trivariate option pricing
Gilli, Manfred
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1499-1515
Persistent link: https://www.econbiz.de/10001668434
Saved in:
6
High performance computing in economics : SP1 for macroeconomic model simulation
Gilli, Manfred
;
Pauletto, Giorgio
-
1994
Persistent link: https://www.econbiz.de/10000906384
Saved in:
7
Using catastrophe-linked securities to diversify insurance risk : a financial analysis of cat bonds
Loubergé, Henri
;
Kellezi, Evis
;
Gilli, Manfred
-
1999
Persistent link: https://www.econbiz.de/10001350637
Saved in:
8
Sparse direct methods for model simulation
Gilli, Manfred
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1093-1111
Persistent link: https://www.econbiz.de/10001335977
Saved in:
9
Krylov methods for solving models with forward-looking variables
Gilli, Manfred
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1275-1289
Persistent link: https://www.econbiz.de/10001250765
Saved in:
10
Matchings, covers, and Jacobian matrices
Gilli, Manfred
- In:
Journal of economic dynamics & control
20
(
1996
)
9
,
pp. 1541-1556
Persistent link: https://www.econbiz.de/10001209470
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