Details about Giorgio Pauletto

Access statistics for papers by Giorgio Pauletto.

Last updated 2020-03-01. Update your information in the RePEc Author Service.

Short-id: ppa1

Working Papers

2011

1. Design Thinking and Participation: Lessons Learned from Three Case Studies
   Post-Print, HAL

2001

2. Krylov Methods and Preconditioning in Computational Economics Problems
   Computing in Economics and Finance 2001, Society for Computational Economics
3. Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering

2000

4. A COMPARISON OF DISCRETE AND PARAMETRIC METHODS FOR CONTINUOUS-STATE DYNAMIC PROGRAMMING PROBLEMS
   Computing in Economics and Finance 2000, Society for Computational Economics View citations (30)
5. PARALLEL MONTE CARLO METHODS FOR SECURITY PRICING
   Computing in Economics and Finance 2000, Society for Computational Economics

1999

6. Numerical Methods in Multivariate Option Pricing
   Computing in Economics and Finance 1999, Society for Computational Economics

Undated

7. An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations
   Computing in Economics and Finance 1996, Society for Computational Economics View citations (1)
8. Practical Results on Parallel Methods for Solving Forward-Looking Models
   Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2002

1. Solving finite difference schemes arising in trivariate option pricing
   Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1499-1515 View citations (2)

2000

2. Parallel Krylov Methods for Econometric Model Simulation
   Computational Economics, 2000, 16, (1/2), 173-186 View citations (3)

1998

3. Krylov methods for solving models with forward-looking variables
   Journal of Economic Dynamics and Control, 1998, 22, (8-9), 1275-1289 View citations (11)

1997

4. Sparse direct methods for model simulation
   Journal of Economic Dynamics and Control, 1997, 21, (6), 1093-1111 View citations (8)

1992

5. Equation Reordering for Iterative Processes--A Comment
   Computer Science in Economics & Management, 1992, 5, (2), 147-53 View citations (3)