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
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.
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 the Nevanlinna-Pick interpolation problem: analysis of the McMillan degree of the solutions
2007 Gombani, A; Michaletzky, Gy
A filtered no arbitrage model for term structures from noisy data
2005 Gombani A.; Jaschke S. R.; Runggaldier W.
On a connection between spectral factorization and geometric control theory
2002 Gombani, A; Fuhrmann, Pa
A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS
2001 Gombani, A.; Runggaldier, W.
A new parametrization of rational inner functions of fixed degree: Schur parameters and realizations
2000 A. Gombani; M.Olivi
On the Lyapunov equation, coinvariant subspaces and some problems related to spectral factorizations
2000 P.A. Fuhrmann; A. Gombani
Minimal realizations of interest rate models
1999 Tbjörk, ; Gombani, A
On a Hardy space approach to the analysis of spectral factors
1998 P.A. Fuhrmann; A. Gombani;
Some system theoretic aspects of interest rate theory
1998 Tomas Björk; Bent Jesper Christensen; Andrea Gombani
ON THE SCHMIDT PAIRS OF MULTIVARIABLE HANKEL-OPERATORS AND ROBUST-CONTROL
1995 Gombani, A
On the differential structure of matrix-valued rational inner functions
1994 Alpay, D; Baratchart, L; Gombani, A
ON APPROXIMATE STOCHASTIC-REALIZATION
1991 Gombani, A