GOMBANI, ANDREA
GOMBANI, ANDREA
Istituto di Elettronica e di Ingegneria dell'Informazione e delle Telecomunicazioni - IEIIT
A general approach to multivariable recursive interpolation
2021 Gombani, A.; Michaletzky, Gy.
On multivariable proper rational interpolation using coprime factors
2018 Gymichaletky, ; Gombani, Andrea
A general approach to multivariable recursive interpolation
2016 Andrea Gombani;György Michaletzky
ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL
2013 Gombani, A; Runggaldier, W
Arbitrage-free multifactor term structure models: a theory based on stochastic control
2012 Gombani, A; Runggaldier, Wj
On the "redundant" null-pairs of functions connected by a general Linear Fractional Transformation
2012 Michaletzky, G.; Gombani, A.
On the "redundant" null-pairs of functions connected by a general Linear Fractional Transformation
2012 Michaletzky, G; Gombani, A
On the "weak" proper solutions of Tangential Interpolation Problems
2012 Gombani, A.;Michaletzky, G.
Stochastic control and pricing under Swap measures.
2012 Cogo, R; Gombani, A; Runggaldier, Wj
On the partial realization problem
2010 Gombani, A.; Michaletzky, G.
An LQG derivation of risk-neutral term structure models
2008 Gombani, A.; Runggaldier, W.
Congresso "Dynstoch 2008" (Padova, 26-27 giugno, 2008)
2008 Gombani, A; Finesso, L
On the McMillan degree of general Linear Fractional Transformations
2008 Gombani, A.; Michaletzky, G.
CONSISTENT PRICE SYSTEMS FOR SUBFILTRATIONS
2007 Andrea Gombani; Stefan Jaschke; Wolfgang Runggaldier
Minimal symmetric Darlington synthesis
2007 Baratchart, L; Enqvist, P; Gombani, A; Olivi, M
On interpolation and the Kimura-Georgiou parametrization
2007 Gombani, A; Michaletzky, Gy
On the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions
2007 Gombani, A; Michaletzky, Gy
Minimal symmetric Darlington synthesis: a frequency domain approach
2006 Baratchart, L; Enqvist, P; Gombani, A; Olivi, M
Stochastic processes: Theory and Applications (on occasion of the 65th birthday of Wolfgang Runggaldier), 16-20 luglio, 2007, Bressanone
2006 Gombani, A
A filtered no arbitrage model for term structures from noisy data
2005 Gombani A.; Jaschke S. R.; Runggaldier W.