| Algorithm 820: a flexible implementation of matching pursuit for Gabor functions on the interval SE Ferrando, LA Kolasa, N Kovačević ACM Transactions on Mathematical Software (TOMS) 28 (3), 337-353, 2002 | 66 | 2002 |
| Robust portfolio choice with derivative trading under stochastic volatility M Escobar, S Ferrando, A Rubtsov Journal of Banking & Finance 61, 142-157, 2015 | 61 | 2015 |
| Probabilistic matching pursuit with Gabor dictionaries SE Ferrando, EJ Doolittle, AJ Bernal, LJ Bernal Signal Processing 80 (10), 2099-2120, 2000 | 38 | 2000 |
| Optimal investment under multi-factor stochastic volatility M Escobar, S Ferrando, A Rubtsov Quantitative Finance 17 (2), 241-260, 2017 | 31 | 2017 |
| Dynamic derivative strategies with stochastic interest rates and model uncertainty M Escobar, S Ferrando, A Rubtsov Journal of Economic Dynamics and Control 86, 49-71, 2018 | 29 | 2018 |
| Uncertainty and nonseparability AC de La Torre, P Catuogno, S Ferrando Foundations of Physics Letters 2, 235-244, 1989 | 21 | 1989 |
| Averages of best wavelet basis estimates for denoising SE Ferrando, LA Kolasa Journal of computational and applied mathematics 136 (1-2), 357-367, 2001 | 13 | 2001 |
| Three dimensional distribution of Brownian motion extrema M Escobar, S Ferrando, X Wen Stochastics an International Journal of Probability and Stochastic Processes …, 2013 | 12 | 2013 |
| Portfolio choice with stochastic interest rates and learning about stock return predictability M Escobar, S Ferrando, A Rubtsov International Review of Economics & Finance 41, 347-370, 2016 | 11 | 2016 |
| Evaluating exact VARMA likelihood and its gradient when data are incomplete K Jonasson, SE Ferrando ACM Transactions on Mathematical Software (TOMS) 35 (1), 1-16, 2008 | 11 | 2008 |
| Ideal denoising for signals in sub-Gaussian noise SE Ferrando, R Pyke Applied and Computational Harmonic Analysis 24 (1), 1-13, 2008 | 11 | 2008 |
| Arbitrage and hedging in a non probabilistic framework A Alvarez, S Ferrando, P Olivares Mathematics and Financial Economics 7, 1-28, 2013 | 9 | 2013 |
| Moving ergodic theorems for superadditive processes SE Ferrando Canadian Journal of Mathematics 47 (4), 728-743, 1995 | 9 | 1995 |
| Trajectory-based models, arbitrage and continuity A Alvarez, SE Ferrando International Journal of Theoretical and Applied Finance 19 (03), 1650015, 2016 | 8 | 2016 |
| Discrete, non probabilistic market models. Arbitrage and pricing intervals SE Ferrando, AL González, IL Degano, M Rahsepar arXiv preprint arXiv:1407.1769, 2014 | 7 | 2014 |
| Trajectory based models. evaluation of minmax pricing bounds I Degano, S Ferrando, A Gonzalez arXiv preprint arXiv:1511.01207, 2015 | 6 | 2015 |
| Barrier options in three dimensions M Escobar, S Ferrando, X Wen International Journal of Financial Markets and Derivatives 3 (3), 260-292, 2014 | 6 | 2014 |
| Adaptive martingale approximations PJ Catuogno, SE Ferrando, AL Gonzalez Journal of Fourier Analysis and Applications 14, 712-743, 2008 | 6 | 2008 |
| Cell recognition using wavelet templates AJ Bernal, SE Ferrando, LJ Bernal 2008 Canadian Conference on Electrical and Computer Engineering, 001219-001222, 2008 | 6 | 2008 |
| Trajectorial market models: arbitrage and pricing intervals SE Ferrando, AL González, IL Degano, M Rahsepar Unión Matemática Argentina, 2019 | 5 | 2019 |
Pedro CatuognoProfessor of Mathematics, UNICAMPBestätigte E-Mail-Adresse bei ime.unicamp.br
