Details about Corrado Corradi

Access statistics for papers by Corrado Corradi.

Last updated 2018-12-11. Update your information in the RePEc Author Service.

Short-id: pco401

Working Papers

2010

1. Strategic manipulations and collusions in Knaster procedure: a comment
   MPRA Paper, University Library of Munich, Germany

2006

2. On the efficient application of the repeated Richardson extrapolation technique to option pricing
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia

Journal Articles

2013

1. Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure
   Quantitative Finance, 2013, 13, (12), 1991-2010 View citations (2)

2005

2. On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions
   Statistica, 2005, 65, (2), 219-225

1999

3. A note on direct term structure estimation using monotonic splines
   Decisions in Economics and Finance, 1999, 22, (1), 101-108 View citations (7)

1998

4. A note on interest rate term structure estimation using tension splines
   Insurance: Mathematics and Economics, 1998, 22, (2), 139-143 View citations (15)
5. Erratum to: "A note on interest rate term structure estimation using tension splines" [Insurance: Mathematics and Economics 22 (1998) 139-143]
   Insurance: Mathematics and Economics, 1998, 23, (2), 179-180 View citations (5)

1997

6. Monotonicity preserving regression techniques for interest rate term structure estimation: A note
   Decisions in Economics and Finance, 1997, 20, (2), 125-131

1996

7. On the estimation of smooth forward rate curves from a finite number of observations: A comment
   Insurance: Mathematics and Economics, 1996, 18, (2), 115-117 View citations (4)

1991

8. Approximating the solution of an integral equation arising in the theory of risk: A comment
   Decisions in Economics and Finance, 1991, 14, (1), 3-7 View citations (1)

1990

9. On Square Root Kalman Filtering: A Comment
   Computer Science in Economics & Management, 1990, 3, (3), 269-70

1987

10. IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
    Journal of Time Series Analysis, 1987, 8, (2), 131-133

1984

11. A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES
    Journal of Time Series Analysis, 1984, 5, (4), 205-212

1979

12. A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
    Journal of Econometrics, 1979, 11, (2-3), 303-317

1977

13. A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares
    Empirical Economics, 1977, 2, (2), 101-08
14. Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces
    Journal of Econometrics, 1977, 5, (2), 211-219 View citations (4)

1976

15. The Estimation of Distributed Lags by Spline Functions
    Empirical Economics, 1976, 1, (1), 41-51 View citations (2)