Aldo Tagliani - researchr alias

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Viewing Publication 1 - 40 from 40

2024

Probability Distributions Approximation via Fractional Moments and Maximum Entropy: Theoretical and Computational AspectsPierluigi Novi Inverardi, Aldo Tagliani. axioms, 13(1):28, January 2024. [doi]

2023

The Problem of Moments: A Bunch of Classical Results with Some NoveltiesPierluigi Novi Inverardi, Aldo Tagliani, Jordan Stoyanov. symmetry, 15(9):1743, September 2023. [doi]

2015

Entropy and density approximation from Laplace transformsHenryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani. amc, 265:225-236, 2015. [doi]

2014

Hamburger moment problem and Maximum Entropy: On the existence conditionsAldo Tagliani. amc, 231:111-116, 2014. [doi]

2013

Laplace transform inversion on the real line is truly ill-conditionedHenryk Gzyl, Aldo Tagliani, Mariyan Milev. amc, 219(18):9805-9809, 2013. [doi]

Efficient implicit scheme with positivity preserving and smoothing propertiesMariyan Milev, Aldo Tagliani. jcam, 243:1-9, 2013. [doi]

Laplace Transform and finite difference methods for the Black-Scholes equationAldo Tagliani, Mariyan Milev. amc, 220:649-658, 2013. [doi]

2012

Determination of the distribution of total loss from the fractional moments of its exponentialHenryk Gzyl, Aldo Tagliani. amc, 219(4):2124-2133, 2012. [doi]

Moment information and entropy evaluation for probability densitiesMariyan Milev, Pierluigi Novi Inverardi, Aldo Tagliani. amc, 218(9):5782-5795, 2012. [doi]

2011

Hausdorff moment problem and fractional moments: A simplified procedureAldo Tagliani. amc, 218(8):4423-4432, 2011. [doi]

2010

Hausdorff moment problem and fractional momentsHenryk Gzyl, Aldo Tagliani. amc, 216(11):3319-3328, 2010. [doi]

Stieltjes moment problem and fractional momentsHenryk Gzyl, Aldo Tagliani. amc, 216(11):3307-3318, 2010. [doi]

Numerical valuation of discrete double barrier optionsMariyan Milev, Aldo Tagliani. jcam, 233(10):2468-2480, 2010. [doi]

2007

In search of the best approximantHenryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani. amc, 189(1):652-661, 2007. [doi]

2006

Maxentropic solution of fractional moment problemsHenryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani, Minaya Villasana. amc, 173(1):109-125, 2006. [doi]

Discrete distributions from moment generating functionPierluigi Novi Inverardi, Aldo Tagliani. amc, 182(1):200-209, 2006. [doi]

2005

Stieltjes moment problem via fractional momentsPierluigi Novi Inverardi, Alberto Petri, Giorgio Pontuale, Aldo Tagliani. amc, 166(3):664-677, 2005. [doi]

2004

Inverse Laplace transform for heavy-tailed distributionsAldo Tagliani, Yurayh Velásquez. amc, 150(2):337-345, 2004. [doi]

2003

Hausdorff moment problem via fractional momentsPierluigi Novi Inverardi, Giorgio Pontuale, Alberto Petri, Aldo Tagliani. amc, 144(1):61-74, 2003. [doi]

Real moments from moments and vice versaAldo Tagliani. amc, 145(2-3):511-523, 2003. [doi]

Numerical inversion of Laplace transform on the real line from expected valuesAldo Tagliani. amc, 134(2-3):459-472, 2003. [doi]

Numerical inversion of the Laplace transform via fractional momentsAldo Tagliani, Yurayh Velásquez. amc, 143(1):99-107, 2003. [doi]

A note on proximity of distributions in terms of coinciding momentsAldo Tagliani. amc, 145(2-3):195-203, 2003. [doi]

Maximum entropy solutions and moment problem in unbounded domainsAldo Tagliani. appml, 16(4):519-524, 2003. [doi]

On the proximity of distributions in terms of coinciding fractional momentsAldo Tagliani. amc, 145(2-3):501-509, 2003. [doi]

2002

Valuation of exotic options using momentsMauro D Amico, Gianluca Fusai, Aldo Tagliani. or, 2(2):157-186, 2002. [doi]

Success or failure of a firm under different financing policies: A dynamic stochastic modelMichele D. Cifarelli, Donato Masciandaro, Lorenzo Peccati, Sandro Salsa, Aldo Tagliani. eor, 136(3):471-482, 2002. [doi]

Entropy estimate of probability densities having assigned moments: Hausdorff caseAldo Tagliani. appml, 15(3):309-314, 2002. [doi]

Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functionsAldo Tagliani. amc, 130(2-3):525-536, 2002. [doi]

An upper bound for entropy of discrete distributions having assigned momentsAldo Tagliani. amc, 133(1):159-170, 2002. [doi]

Entropy estimate of probability densities having assigned moments: Stieltjes caseAldo Tagliani. amc, 130(1):201-211, 2002. [doi]

2001

Numerical aspects of finite Hausdorff moment problem by maximum entropy approachAldo Tagliani. amc, 118(2-3):133-149, 2001. [doi]

Discrete probability distributions and moment problem: numerical aspectsAldo Tagliani. amc, 119(1):47-56, 2001. [doi]

Recovering a probability density function from its Mellin transformAldo Tagliani. amc, 118(2-3):151-159, 2001. [doi]

Entropy estimate of a probability density from its Mellin transformAldo Tagliani. amc, 123(3):275-284, 2001. [doi]

Numerical inversion of Laplace transform on the real line of probability density functionsAldo Tagliani. amc, 123(3):285-299, 2001. [doi]

2000

Existence and stability of a discrete probability distribution by maximum entropy approachAldo Tagliani. amc, 110(2-3):105-114, 2000. [doi]

Discrete probability distributions in the generalized moment problemAldo Tagliani. amc, 112(2-3):333-343, 2000. [doi]

1998

Maximum entropy and lacunary Stieltjes moment problemMarco Frontini, Aldo Tagliani. amc, 97(2-3):183-196, 1998. [doi]

Inverse two-sided z transform and moment problemAldo Tagliani. amc, 95(2-3):125-138, 1998. [doi]

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