IRIS
ANTONELLI, FABIO
 Distribuzione geografica
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Continente #
NA - Nord America 840
EU - Europa 479
AS - Asia 190
AF - Africa 1
Continente sconosciuto - Info sul continente non disponibili 1
OC - Oceania 1
Totale 1.512
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Nazione #
US - Stati Uniti d'America 837
IE - Irlanda 200
CN - Cina 102
TR - Turchia 75
DE - Germania 67
GB - Regno Unito 50
IT - Italia 46
UA - Ucraina 42
FI - Finlandia 25
SE - Svezia 21
FR - Francia 11
BE - Belgio 10
SG - Singapore 7
IN - India 5
RO - Romania 3
CA - Canada 2
RU - Federazione Russa 2
AU - Australia 1
DK - Danimarca 1
EU - Europa 1
HK - Hong Kong 1
MX - Messico 1
NG - Nigeria 1
PL - Polonia 1
Totale 1.512
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Città #
Chandler 214
Dublin 198
Jacksonville 166
Ann Arbor 58
Boardman 56
Izmir 37
Nanjing 35
Ashburn 28
San Mateo 26
Bremen 24
Lawrence 24
Princeton 24
Wilmington 24
New York 15
Nanchang 13
Mountain View 11
Rome 11
Brussels 10
Woodbridge 10
Seattle 9
Milan 8
Prato 8
Hebei 7
Des Moines 5
Helsinki 5
Jinan 5
Ningbo 5
San Cesareo 5
Shenyang 5
Singapore 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
Qingdao 2
Tappahannock 2
Toronto 2
Zhengzhou 2
Changchun 1
Dearborn 1
Fremont 1
Hangzhou 1
Huskvarna 1
Kitzingen 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
Slagelse 1
Sydney 1
Warsaw 1
Washington 1
Xian 1
Totale 1.128
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Nome #
RANDOM TIME FORWARD-STARTING OPTIONS 91
Calibrated American option pricing by stochastic linear programming 88
Existence of the solutions of backward-forward SDE's with continuous monotone coefficients 81
Option-based risk management of a bond portfolio under regime switching interest rates 77
Asset pricing with endogenous aspirations 75
Analytical modeling of performance indices under epistemic uncertainty applied to cloud computing systems 72
Rate of convergence of Monte Carlo simulations for the Hobson-Rogers model 70
Backward Forward Stochastic Differential Equations 70
Filtration Stability of BSDE's 68
Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator 68
Densities of one-dimensional backward SDEs 66
Consumption optimization for recursive utility in a jump-diffusion model 66
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 54
Pricing Options under stochastic volatility: a power series approach 54
CVA and vulnerable options pricing by correlation expansions 54
Asset pricing with a forward-backward stochastic differential utility 53
Weak solutions of forward-backward SDE's 52
Stability of Backward SDE's 49
On a convergent power series method to price defaultable bonds in a Vasicek-CIR model 46
A moment matching method for option pricing under stochastic interest rates 26
CVA and VULNERABLE OPTIONS in STOCHASTIC VOLATILITY MODELS 23
Approximate value adjustments for European claims 19
CVA in fractional and rough volatility models 18
Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities 9
Probabilistic and statistical methods in commodity risk management 6
Wrong Way Risk corrections to CVA in CIR reduced-form models 5
Totale 1.540
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Categoria #
all - tutte 6.068
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 6.068
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2023/2024133 19 6 11 19 7 27 0 12 1 3 3 25
2024/20255 5 0 0 0 0 0 0 0 0 0 0 0
Totale 1.540