IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 1.828
NA - Nord America 1.531
AS - Asia 438
AF - Africa 40
SA - Sud America 9
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 4
Totale 3.855
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Nazione #
US - Stati Uniti d'America 1.521
IE - Irlanda 461
IT - Italia 455
DE - Germania 234
SE - Svezia 229
HK - Hong Kong 202
UA - Ucraina 169
FI - Finlandia 109
CN - Cina 102
SG - Singapore 71
FR - Francia 70
GB - Regno Unito 34
SC - Seychelles 24
VN - Vietnam 24
BE - Belgio 13
IR - Iran 13
ZA - Sudafrica 12
RO - Romania 10
BG - Bulgaria 9
JP - Giappone 8
CH - Svizzera 7
NL - Olanda 7
ES - Italia 6
CA - Canada 5
CZ - Repubblica Ceca 5
IN - India 5
AU - Australia 4
CL - Cile 4
EU - Europa 4
IL - Israele 4
RU - Federazione Russa 4
BR - Brasile 3
PL - Polonia 3
BZ - Belize 2
JM - Giamaica 2
KG - Kirghizistan 2
KR - Corea 2
MA - Marocco 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
TH - Thailandia 1
TM - Turkmenistan 1
TZ - Tanzania 1
Totale 3.855
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Città #
Dublin 461
Jacksonville 314
Hong Kong 200
Dearborn 146
Dallas 130
Ann Arbor 128
Wilmington 79
Buffalo 75
Chandler 60
Lawrence 56
Princeton 56
Piemonte 50
Singapore 48
Beijing 43
San Mateo 40
Andover 39
Milan 30
Ashburn 29
Bremen 27
Dong Ket 24
Helsinki 24
Mahé 23
Novara 22
Torino 20
Houston 18
Henderson 14
Brussels 13
Carignano 13
Turin 12
Woodbridge 12
Carol Stream 11
Munich 11
Rome 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
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
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
Zola Predosa 3
Zurich 3
Asti 2
Bad Salzdetfurth 2
Belize City 2
Berlin 2
Bianzano 2
Biella 2
Bishkek 2
Brisbane 2
Brogliano 2
Brücken 2
Carate Urio 2
Carpi 2
Chengdu 2
Totale 2.537
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Nome #
Z-Transform and preconditioning techniques for option pricing 462
Handbook of multi-commodity markets and products: structuring, trading and risk management 110
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 102
General lattice methods for arithmetic Asian options 102
Interest rate structured products: can they improve the risk–return profile? 93
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 90
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 89
Approximate pricing of swaptions in affine and quadratic models 86
Assessing Views 84
Default risk premium and asset prices 83
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 81
Inflation Targeting e Struttura dei rendimenti 78
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 76
Corridor Derivatives and Arc-Sine Law 72
Pricing Credit Derivatives in a Wiener-Hopf Framework 72
Functional clustering and linear regression for peak load forecasting 70
Pricing exotic derivatives exploiting structure 70
General closed-form basket option pricing bounds 70
Pricing of Asian Options: new insights 69
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 67
Accurate pricing of swaptions via Lower Bound 66
ICU capacity expansion under uncertainty in the early stages of a pandemic 65
Grid based full portfolio revaluation for VaR computation 65
Levy Processes and Option Pricing by Recursive Quadrature 65
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 61
Correction: Exchange Option under Jump-diffusion Dynamics 60
A general closed-form spread option pricing formula 59
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 58
Applications of Laplace transform for evaluating occupation time options and other derivatives 57
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 57
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 56
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 56
Integrated structural approach to Credit Value Adjustment 54
New efficient frontier: can structured products really improve risk-return profile? 52
null 52
New efficient frontier: can structured products really improve risk-return profile? 51
Hilbert transform, spectral filters and option pricing 50
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 49
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. 47
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 45
Pricing Discretely Monitored Asian Options by Maturity Randomization 44
Corridor Options 44
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 44
New Efficient Frontier: can structured products really improve risk return profile? 43
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 42
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 42
Implementing Models in Quantitative Finance: Methods and Cases 42
Valuation of Exotic Options using Moments 41
Grid Based Full Portfolio Revaluation for VaR Computation 40
An exact analytical solution for discrete barrier options 40
New Efficient Frontier: can structured products really improve risk return profile? 39
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 39
Lookback Options 38
Pricing Asian options via Fourier and Laplace transforms 37
null 37
Pricing Discretely Monitored Asian Options under Lévy processes 36
Maturity Randomization and Option Pricing 35
Pricing financial claims contingent upon an underlying asset monitored at discrete times 34
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 31
Option Pricing, Maturity Randomization and Dis- tributed Computing 31
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 25
Estimation of Multivariate Asset Models with Jumps 24
Counterparty credit risk in a multivariate structural model with jumps 20
Pricing on Trees Using New Risk-Free Rates 12
Unified Moment-Based Modeling of Integrated Stochastic Processes 10
Lévy processes and option pricing by recursive quadrature (con Fusai, Marena, Recchioni), Journal of Current Issues in Finance, Business, and Economics 6
Converting a covariance matrix from local currencies to a common currency 5
Monotonic transformation and recovering the implied stock price process 4
Totale 4.036
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Categoria #
all - tutte 19.238
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 19.238
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020369 0 0 0 0 0 0 151 32 68 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
2024/2025248 32 24 33 7 31 117 4 0 0 0 0 0
Totale 4.036