IRIS
ANTONELLI, FABIO
 Distribuzione geografica
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Continente #
NA - Nord America 820
EU - Europa 475
AS - Asia 181
AF - Africa 1
Continente sconosciuto - Info sul continente non disponibili 1
OC - Oceania 1
Totale 1.479
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Nazione #
US - Stati Uniti d'America 817
IE - Irlanda 200
CN - Cina 100
TR - Turchia 75
DE - Germania 66
GB - Regno Unito 50
IT - Italia 44
UA - Ucraina 42
FI - Finlandia 25
SE - Svezia 21
FR - Francia 11
BE - Belgio 10
IN - India 5
RO - Romania 3
CA - Canada 2
RU - Federazione Russa 2
AU - Australia 1
EU - Europa 1
HK - Hong Kong 1
MX - Messico 1
NG - Nigeria 1
PL - Polonia 1
Totale 1.479
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Città #
Chandler 214
Dublin 198
Jacksonville 166
Ann Arbor 58
Izmir 37
Boardman 36
Nanjing 35
Ashburn 28
San Mateo 26
Bremen 24
Lawrence 24
Princeton 24
Wilmington 24
New York 15
Nanchang 13
Mountain View 11
Brussels 10
Woodbridge 10
Rome 9
Seattle 9
Milan 8
Prato 8
Hebei 7
Des Moines 5
Helsinki 5
Jinan 5
Ningbo 5
San Cesareo 5
Shenyang 5
Verona 5
Auburn Hills 4
Jiaxing 4
Kunming 4
Los Angeles 4
Shanghai 4
Tianjin 4
Fairfield 3
Guangzhou 3
L'aquila 3
Beijing 2
Changsha 2
Edinburgh 2
Norwalk 2
Tappahannock 2
Toronto 2
Zhengzhou 2
Changchun 1
Dearborn 1
Fremont 1
Hangzhou 1
Huskvarna 1
Lagos 1
Lappeenranta 1
Laurel 1
L’Aquila 1
Mexico City 1
Minneapolis 1
Naples 1
Neptune City 1
Philadelphia 1
Phoenix 1
Pomezia 1
Redwood City 1
Sydney 1
Warsaw 1
Washington 1
Xian 1
Totale 1.097
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Nome #
RANDOM TIME FORWARD-STARTING OPTIONS 90
Calibrated American option pricing by stochastic linear programming 87
Existence of the solutions of backward-forward SDE's with continuous monotone coefficients 80
Option-based risk management of a bond portfolio under regime switching interest rates 76
Asset pricing with endogenous aspirations 75
Analytical modeling of performance indices under epistemic uncertainty applied to cloud computing systems 70
Rate of convergence of Monte Carlo simulations for the Hobson-Rogers model 69
Filtration Stability of BSDE's 68
Backward Forward Stochastic Differential Equations 68
Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator 67
Densities of one-dimensional backward SDEs 65
Consumption optimization for recursive utility in a jump-diffusion model 64
Rate of Convergence to the Solution of the McKean-Vlasov's Equation 63
On the viscosity solutions of a stochastic differential utility problem 61
A Comparison result for BFSDE's and Applications to Utility Theory 56
Exchange option pricing under stochastic volatility: a correlation expansion 53
Asset pricing with a forward-backward stochastic differential utility 53
Pricing Options under stochastic volatility: a power series approach 53
CVA and vulnerable options pricing by correlation expansions 53
Weak solutions of forward-backward SDE's 51
Stability of Backward SDE's 48
On a convergent power series method to price defaultable bonds in a Vasicek-CIR model 45
A moment matching method for option pricing under stochastic interest rates 25
CVA and VULNERABLE OPTIONS in STOCHASTIC VOLATILITY MODELS 22
CVA in fractional and rough volatility models 17
Approximate value adjustments for European claims 17
Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities 7
Wrong Way Risk corrections to CVA in CIR reduced-form models 3
Probabilistic and statistical methods in commodity risk management 1
Totale 1.507
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Categoria #
all - tutte 5.342
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 5.342
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201963 0 0 0 0 0 0 0 0 0 4 7 52
2019/2020186 41 3 19 5 3 30 32 6 21 2 3 21
2020/2021193 4 25 4 23 23 2 25 4 30 13 38 2
2021/2022127 7 15 6 4 7 1 7 9 9 7 8 47
2022/2023600 34 48 9 74 63 59 0 39 257 3 12 2
2023/2024105 19 6 11 19 7 27 0 12 1 3 0 0
Totale 1.507