IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 2.002
NA - Nord America 1.572
AS - Asia 605
AF - Africa 40
SA - Sud America 11
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 4
Totale 4.239
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Nazione #
US - Stati Uniti d'America 1.562
IT - Italia 489
IE - Irlanda 461
DE - Germania 250
SE - Svezia 229
HK - Hong Kong 218
SG - Singapore 186
UA - Ucraina 174
RU - Federazione Russa 116
CN - Cina 109
FI - Finlandia 109
FR - Francia 70
GB - Regno Unito 34
ID - Indonesia 28
SC - Seychelles 24
VN - Vietnam 24
BE - Belgio 13
IR - Iran 13
ZA - Sudafrica 12
NL - Olanda 11
RO - Romania 10
BG - Bulgaria 9
JP - Giappone 8
CH - Svizzera 7
ES - Italia 6
BR - Brasile 5
CA - Canada 5
CZ - Repubblica Ceca 5
IN - India 5
AU - Australia 4
CL - Cile 4
EU - Europa 4
IL - Israele 4
AT - Austria 3
PL - Polonia 3
BZ - Belize 2
JM - Giamaica 2
KG - Kirghizistan 2
KR - Corea 2
MA - Marocco 2
TH - Thailandia 2
A2 - ???statistics.table.value.countryCode.A2??? 1
BD - Bangladesh 1
DO - Repubblica Dominicana 1
EC - Ecuador 1
GE - Georgia 1
GR - Grecia 1
LT - Lituania 1
MK - Macedonia 1
MU - Mauritius 1
PE - Perù 1
QA - Qatar 1
TM - Turkmenistan 1
TZ - Tanzania 1
Totale 4.239
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Città #
Dublin 461
Jacksonville 314
Hong Kong 216
Dearborn 146
Dallas 130
Ann Arbor 128
Wilmington 79
Buffalo 75
Chandler 60
Lawrence 56
Princeton 56
Singapore 53
Piemonte 50
Beijing 44
Moscow 44
San Mateo 40
Andover 39
Novara 34
Milan 31
Ashburn 29
Bremen 27
Dong Ket 24
Helsinki 24
Jakarta 24
Mahé 23
Torino 20
Turin 19
Houston 18
Henderson 14
Rome 14
Brussels 13
Carignano 13
Woodbridge 12
Carol Stream 11
Munich 11
Muizenberg 10
Sacramento 10
Lonato 9
Los Angeles 9
Zanjan 9
Bologna 8
Fairfield 8
Hefei 8
Rho 8
Busto Arsizio 7
Ferrara di Monte Baldo 7
Boardman 6
Catania 6
Gavardo 6
Kunming 6
Norwalk 6
Padova 6
Barcelona 5
Caerano di San Marco 5
Guangzhou 5
Ilford 5
Nanjing 5
New York 5
Nuremberg 5
Phoenix 5
Toronto 5
Udine 5
Vercelli 5
Amsterdam 4
Cassano Magnago 4
Florence 4
Frankfurt am Main 4
Mülheim 4
Nice 4
Palermo 4
Parma 4
Philadelphia 4
Pisa 4
Tokyo 4
Treviso 4
Zola Predosa 4
Châtillon 3
Fuzhou 3
Grafing 3
Grumolo delle Abbadesse 3
Jinan 3
Legnano 3
Massa E Cozzile 3
Olomouc 3
Redwood City 3
Santa Clara 3
Seattle 3
Stockholm 3
São Paulo 3
Villongo 3
Zurich 3
Asti 2
Bad Salzdetfurth 2
Belize City 2
Bergamo 2
Berlin 2
Bianzano 2
Biella 2
Bishkek 2
Brisbane 2
Totale 2.651
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Nome #
Z-Transform and preconditioning techniques for option pricing 468
Handbook of multi-commodity markets and products: structuring, trading and risk management 123
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 112
General lattice methods for arithmetic Asian options 108
Interest rate structured products: can they improve the risk–return profile? 105
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 95
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 94
Assessing Views 93
Approximate pricing of swaptions in affine and quadratic models 92
Default risk premium and asset prices 89
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 85
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 84
Inflation Targeting e Struttura dei rendimenti 82
Pricing Credit Derivatives in a Wiener-Hopf Framework 79
Corridor Derivatives and Arc-Sine Law 77
Pricing exotic derivatives exploiting structure 77
ICU capacity expansion under uncertainty in the early stages of a pandemic 76
Functional clustering and linear regression for peak load forecasting 76
General closed-form basket option pricing bounds 76
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 75
Pricing of Asian Options: new insights 74
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 73
Accurate pricing of swaptions via Lower Bound 70
Grid based full portfolio revaluation for VaR computation 69
Levy Processes and Option Pricing by Recursive Quadrature 69
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 67
A general closed-form spread option pricing formula 64
Correction: Exchange Option under Jump-diffusion Dynamics 63
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 63
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 62
Applications of Laplace transform for evaluating occupation time options and other derivatives 61
Integrated structural approach to Credit Value Adjustment 61
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 59
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. 56
New efficient frontier: can structured products really improve risk-return profile? 56
New efficient frontier: can structured products really improve risk-return profile? 55
Hilbert transform, spectral filters and option pricing 55
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 54
null 52
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 51
Pricing Discretely Monitored Asian Options by Maturity Randomization 48
Corridor Options 48
New Efficient Frontier: can structured products really improve risk return profile? 47
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 47
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 46
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 46
Implementing Models in Quantitative Finance: Methods and Cases 46
Valuation of Exotic Options using Moments 45
Grid Based Full Portfolio Revaluation for VaR Computation 45
An exact analytical solution for discrete barrier options 45
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 45
New Efficient Frontier: can structured products really improve risk return profile? 43
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 41
Pricing Asian options via Fourier and Laplace transforms 40
Lookback Options 40
Maturity Randomization and Option Pricing 39
Pricing financial claims contingent upon an underlying asset monitored at discrete times 38
Pricing Discretely Monitored Asian Options under Lévy processes 38
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 37
null 37
Option Pricing, Maturity Randomization and Dis- tributed Computing 35
Estimation of Multivariate Asset Models with Jumps 27
Unified Moment-Based Modeling of Integrated Stochastic Processes 26
Counterparty credit risk in a multivariate structural model with jumps 24
Pricing on Trees Using New Risk-Free Rates 20
Converting a covariance matrix from local currencies to a common currency 13
Lévy processes and option pricing by recursive quadrature (con Fusai, Marena, Recchioni), Journal of Current Issues in Finance, Business, and Economics 12
Monotonic transformation and recovering the implied stock price process 10
Totale 4.428
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Categoria #
all - tutte 21.463
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 21.463
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020118 0 0 0 0 0 0 0 0 0 24 70 24
2020/2021479 71 3 58 5 46 16 63 1 101 22 62 31
2021/2022490 11 1 56 42 16 10 48 27 72 11 98 98
2022/2023870 68 45 27 26 61 62 20 59 460 7 21 14
2023/2024429 21 25 31 24 65 10 118 44 11 15 25 40
2024/2025640 32 24 33 7 31 117 93 67 164 72 0 0
Totale 4.428