A. Gombani

发表

ARBITRAGE‐FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL

W. Runggaldier, A. Gombani, 2013 .

On the Lyapunov equation, coinvariant subspaces and some problems related to spectral factorizations

P. Fuhrmann, A. Gombani, 2000 .

Stochastic Control and Pricing Under Swap Measures

W. Runggaldier, A. Gombani, R. Cogo, 2013 .

On the Nevanlinna-Pick interpolation problem: Analysis of the McMillan degree of the solutions

G. Michaletzky, A. Gombani, 2007 .

On relations between Schmidt pairs arising in robust control

A. Gombani, 1992 .

ON THE SCHMIDT PAIRS OF MULTIVARIABLE HANKEL OPERATORS AND ROBUST CONTROL

Andrea Gombani, A. Gombani, 1995 .

On the differential structure of matrix-valued rational inner functions

Laurent Baratchart, Andrea Gombani, Daniel Alpay, 1992 .

Approximate Wiener-Kolmogorov filters

M. Pavon, A. Gombani, 1988 .

On a connection between spectral factorization and geometric control theory

P. Fuhrmann, A. Gombani, 2002 .

On approximate recursive prediction of stationary stochastic processes

A. Gombani, Pavon Michele, 1986 .

Minimal symmetric Darlington synthesis: the real case

L. Baratchart, P. Enqvist, A. Gombani, 2010 .

Surface Acoustic Wave Filters , Unitary Extensions and Schur Analysis

L. Baratchart, P. Enqvist, A. Gombani, 2003 .

On the parametrization of Schur and Positive Real functions of degree n with fixed interpolating conditions

Corso Stati Uniti, G. Michaletzky, A. Gombani, 2003 .

A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS

W. Runggaldier, A. Gombani, 2001 .

On the parametrization of Schur functions of degree n with fixed interpolating conditions

G. Michaletzky, A. Gombani, 2002, Proceedings of the 41st IEEE Conference on Decision and Control, 2002..

A filtered no arbitrage model for term structures from noisy data

W. Runggaldier, A. Gombani, S. Jaschke, 2005 .

ON A SIMPLE OVERLAPPING STATE-SPACE PARAMETRIZATION FOR LINEAR TIME SERIES MODELS

A. Gombani, T. Ribarits, Thomas Ribarits, 2005 .

On the tangential q-Markov COVER problem

P. Enqvist, A. Gombani, 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

On multivariable proper rational interpolation using coprime factors

György Michaletzky, Andrea Gombani, G. Michaletzky, 2018, Math. Control. Signals Syst..

Surface Acoustic Wave Filters , Unitary Extensions and Schur Analysis

L. Baratchart, P. Enqvist, A. Gombani, 2003 .

Minimal Realizations of Forward Rates

T. Björk, A. Gombani, 1997 .

Analysis and Problems of Inverse type in Control and Signal processing

Jonathan R. Partington, Pierre Rouchon, Fahmi Ben Hassen, 2006 .

On a Hardy space approach to the analysis of spectral factors

Paul A. Fuhrmann, A. Gombani, P. Fuhrmann, 1998 .

A general hankel-norm approximation scheme for linear recursive filtering

Michele Pavon, Andrea Gombani, M. Pavon, 1990, Autom..

NEW RESULTS ON THE PARAMETRIZATION OF J-SPECTRAL FACTORS

S. Weiland, A. Gombani, 2002 .

An LQG derivation of risk-neutral term structure models

W. Runggaldier, A. Gombani, 2008 .

A general approach to multivariable recursive interpolation

György Michaletzky, Andrea Gombani, G. Michaletzky, 2021, Mathematics of Control, Signals, and Systems.

On multivariable proper rational interpolation using coprime factors

G. Michaletzky, A. Gombani, 2018, Mathematics of Control, Signals, and Systems.

On the partial realization problem

Andrea Gombani, A. Gombani, 2010 .

A Hankel-norm Approach to Approximate Recursive Estimation

M. Pavon, A. Gombani, 1988 .

On the multivariable approximate stochastic realization problem

A. Gombani, 1991 .

On the “redundant” null-pairs of functions connected by a general Linear Fractional Transformation

György Michaletzky, Andrea Gombani, G. Michaletzky, 2012, Math. Control. Signals Syst..

Consistent approximations of linear stochastic models

A. Gombani, 1989 .

On Interpolation and the Kimura-Georgiou Parametrization

G. Michaletzky, A. Gombani, 2007 .

Minimal symmetric Darlington synthesis

Martine Olivi, Laurent Baratchart, Andrea Gombani, 2007, Math. Control. Signals Syst..

A New Parametrization of Rational Inner Functions of Fixed Degree: Schur Parameters and Realizations

Martine Olivi, Andrea Gombani, A. Gombani, 2000, Math. Control. Signals Syst..

A Parametrization of External Spectral Factors

L. Baratchart, A. Gombani, 1994 .

Some system theoretic aspects of interest rate theory

T. Björk, B. Christensen, A. Gombani, 1998 .