Aldo Tagliani

According to our database, Aldo Tagliani authored at least 44 papers between 1998 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Indeterminate Stieltjes Moment Problem: Entropy Convergence.

Pierluigi Novi Inverardi, Aldo Tagliani

Symmetry, March, 2024

Maximum Entropy Criterion for Moment Indeterminacy of Probability Densities.

Jordan Stoyanov, Aldo Tagliani, Pierluigi Novi Inverardi

Entropy, February, 2024

Probability Distributions Approximation via Fractional Moments and Maximum Entropy: Theoretical and Computational Aspects.

Pierluigi Novi Inverardi, Aldo Tagliani

Axioms, January, 2024

2023

The Problem of Moments: A Bunch of Classical Results with Some Novelties.

Pierluigi Novi Inverardi, Aldo Tagliani, Jordan Stoyanov

Symmetry, September, 2023

2015

Entropy and density approximation from Laplace transforms.

Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani

Appl. Math. Comput., 2015

2014

Hamburger moment problem and Maximum Entropy: On the existence conditions.

Aldo Tagliani

Appl. Math. Comput., 2014

2013

Efficient implicit scheme with positivity preserving and smoothing properties.

Mariyan Milev, Aldo Tagliani

J. Comput. Appl. Math., 2013

Laplace Transform and finite difference methods for the Black-Scholes equation.

Aldo Tagliani, Mariyan Milev

Appl. Math. Comput., 2013

Laplace transform inversion on the real line is truly ill-conditioned.

Henryk Gzyl, Aldo Tagliani, Mariyan Milev

Appl. Math. Comput., 2013

2012

Moment information and entropy evaluation for probability densities.

Mariyan Milev, Pierluigi Novi Inverardi, Aldo Tagliani

Appl. Math. Comput., 2012

Determination of the distribution of total loss from the fractional moments of its exponential.

Henryk Gzyl, Aldo Tagliani

Appl. Math. Comput., 2012

2011

Hausdorff moment problem and fractional moments: A simplified procedure.

Aldo Tagliani

Appl. Math. Comput., 2011

Hausdorff moment problem and Maximum Entropy: On the existence conditions.

Marco Frontini, Aldo Tagliani

Appl. Math. Comput., 2011

2010

Numerical valuation of discrete double barrier options.

Mariyan Milev, Aldo Tagliani

J. Comput. Appl. Math., 2010

Hausdorff moment problem and fractional moments.

Henryk Gzyl, Aldo Tagliani

Appl. Math. Comput., 2010

Stieltjes moment problem and fractional moments.

Henryk Gzyl, Aldo Tagliani

Appl. Math. Comput., 2010

2007

In search of the best approximant.

Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani

Appl. Math. Comput., 2007

2006

Discrete distributions from moment generating function.

Pierluigi Novi Inverardi, Aldo Tagliani

Appl. Math. Comput., 2006

Maxentropic solution of fractional moment problems.

Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani, Minaya Villasana

Appl. Math. Comput., 2006

2005

Stieltjes moment problem via fractional moments.

Pierluigi Novi Inverardi, Alberto Petri, Giorgio Pontuale, Aldo Tagliani

Appl. Math. Comput., 2005

2004

Inverse Laplace transform for heavy-tailed distributions.

Aldo Tagliani, Yurayh Velásquez

Appl. Math. Comput., 2004

2003

Maximum entropy solutions and moment problem in unbounded domains.

Aldo Tagliani

Appl. Math. Lett., 2003

Numerical inversion of the Laplace transform via fractional moments.

Aldo Tagliani, Yurayh Velásquez

Appl. Math. Comput., 2003

Numerical inversion of Laplace transform on the real line from expected values.

Aldo Tagliani

Appl. Math. Comput., 2003

Real moments from moments and vice versa.

Aldo Tagliani

Appl. Math. Comput., 2003

On the proximity of distributions in terms of coinciding fractional moments.

Aldo Tagliani

Appl. Math. Comput., 2003

A note on proximity of distributions in terms of coinciding moments.

Aldo Tagliani

Appl. Math. Comput., 2003

Hausdorff moment problem via fractional moments.

Pierluigi Novi Inverardi, Giorgio Pontuale, Alberto Petri, Aldo Tagliani

Appl. Math. Comput., 2003

2002

Valuation of exotic options using moments.

Mauro D'Amico, Gianluca Fusai, Aldo Tagliani

Oper. Res., 2002

Success or failure of a firm under different financing policies: A dynamic stochastic model.

Michele D. Cifarelli, Donato Masciandaro, Lorenzo A. Peccati, Sandro Salsa, Aldo Tagliani

Eur. J. Oper. Res., 2002

Entropy estimate of probability densities having assigned moments: Hausdorff case.

Aldo Tagliani

Appl. Math. Lett., 2002

Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions.

Aldo Tagliani

Appl. Math. Comput., 2002

Entropy estimate of probability densities having assigned moments: Stieltjes case.

Aldo Tagliani

Appl. Math. Comput., 2002

An upper bound for entropy of discrete distributions having assigned moments.

Aldo Tagliani

Appl. Math. Comput., 2002

2001

Discrete probability distributions and moment problem: numerical aspects.

Aldo Tagliani

Appl. Math. Comput., 2001

Recovering a probability density function from its Mellin transform.

Aldo Tagliani

Appl. Math. Comput., 2001

Numerical aspects of finite Hausdorff moment problem by maximum entropy approach.

Aldo Tagliani

Appl. Math. Comput., 2001

Numerical inversion of Laplace transform on the real line of probability density functions.

Aldo Tagliani

Appl. Math. Comput., 2001

Entropy estimate of a probability density from its Mellin transform.

Aldo Tagliani

Appl. Math. Comput., 2001

2000

Discrete probability distributions in the generalized moment problem.

Aldo Tagliani

Appl. Math. Comput., 2000

Existence and stability of a discrete probability distribution by maximum entropy approach.

Aldo Tagliani

Appl. Math. Comput., 2000

1999

Hausdorff moment problem and maximum entropy: A unified approach.

Aldo Tagliani

Appl. Math. Comput., 1999

1998

Inverse two-sided z transform and moment problem.

Aldo Tagliani

Appl. Math. Comput., 1998

Maximum entropy and lacunary Stieltjes moment problem.

Marco Frontini, Aldo Tagliani

Appl. Math. Comput., 1998