Giorgio Pauletto

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The simulation of large macroeconometric models containing forward-looking variables can become impractical when using exact Newton methods. The diiculties generally arise from the use of direct methods for the solution of the linear system in the Newton step. In such cases, nonstationary iterative methods, also called Krylov methods, provide an interesting(More)
This paper investigates computational and implementation issues for the valuation of options on three underlying assets, focusing on the use of the finite difference methods. We demonstrate that implicit methods, which have good convergence and stability properties, can now be implemented efficiently due to the recent development of techniques that allow(More)
This paper uses the rst three waves of the Health and Retirement Survey HRS to investigate the determinants of labor force status among older Americans. Using transitions at two-year intervals we nd that after being retired or unemployed, those who are actively searching for a job have a higher probability of returning to work. We also nd that being in good(More)
The program is funded through a grant from the Social Security Administration (SSA). Each grant awarded is up to $25,000. In addition to submitting a paper, successful applicants also present their results to SSA in Washington, DC. For more information on the Sandell program, please visit our web site at part of a consortium that includes a parallel center(More)
This paper examines how design thinking and serious games approaches can be used to support participation through the analysis of three case studies. Indeed we will analyze these approaches in three different contexts: (i) a state-owned multi-utilities company; (ii) a political party; (iii) an information system strategic committee. Our analysis framework(More)