IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 1.779
NA - Nord America 1.495
AS - Asia 340
AF - Africa 35
SA - Sud America 8
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 3
Totale 3.665
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Nazione #
US - Stati Uniti d'America 1.486
IE - Irlanda 460
IT - Italia 422
DE - Germania 232
SE - Svezia 228
UA - Ucraina 169
HK - Hong Kong 137
FI - Finlandia 104
CN - Cina 100
FR - Francia 70
SG - Singapore 46
GB - Regno Unito 32
SC - Seychelles 24
VN - Vietnam 24
BE - Belgio 13
IR - Iran 13
RO - Romania 10
ZA - Sudafrica 10
BG - Bulgaria 9
CH - Svizzera 7
JP - Giappone 7
NL - Olanda 6
CA - Canada 5
CZ - Repubblica Ceca 5
ES - Italia 5
IN - India 5
CL - Cile 4
EU - Europa 4
IL - Israele 4
RU - Federazione Russa 4
AU - Australia 3
BR - Brasile 3
BZ - Belize 2
KR - Corea 2
A2 - ???statistics.table.value.countryCode.A2??? 1
DO - Repubblica Dominicana 1
GR - Grecia 1
JM - Giamaica 1
LT - Lituania 1
MK - Macedonia 1
MU - Mauritius 1
PE - Perù 1
QA - Qatar 1
TH - Thailandia 1
Totale 3.665
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Città #
Dublin 460
Jacksonville 314
Dearborn 146
Hong Kong 136
Dallas 130
Ann Arbor 128
Wilmington 79
Buffalo 75
Chandler 60
Lawrence 56
Princeton 56
Piemonte 50
Beijing 43
San Mateo 40
Andover 39
Singapore 32
Bremen 27
Dong Ket 24
Milan 24
Ashburn 23
Mahé 23
Novara 22
Helsinki 20
Torino 20
Houston 18
Henderson 14
Brussels 13
Carignano 13
Woodbridge 12
Carol Stream 11
Turin 11
Muizenberg 10
Sacramento 10
Lonato 9
Munich 9
Zanjan 9
Bologna 8
Fairfield 8
Hefei 8
Rho 8
Busto Arsizio 7
Ferrara di Monte Baldo 7
Los Angeles 7
Rome 7
Boardman 6
Catania 6
Gavardo 6
Kunming 6
Norwalk 6
Barcelona 5
Caerano di San Marco 5
Guangzhou 5
Ilford 5
Nanjing 5
New York 5
Phoenix 5
Toronto 5
Udine 5
Cassano Magnago 4
Florence 4
Frankfurt am Main 4
Mülheim 4
Nice 4
Padova 4
Parma 4
Philadelphia 4
Pisa 4
Treviso 4
Vercelli 4
Amsterdam 3
Châtillon 3
Fuzhou 3
Grafing 3
Grumolo delle Abbadesse 3
Jinan 3
Legnano 3
Massa E Cozzile 3
Olomouc 3
Palermo 3
Redwood City 3
Seattle 3
São Paulo 3
Tokyo 3
Zurich 3
Asti 2
Bad Salzdetfurth 2
Belize City 2
Berlin 2
Bianzano 2
Biella 2
Brisbane 2
Brogliano 2
Brücken 2
Carate Urio 2
Carpi 2
Chengdu 2
City of Westminster 2
Corio 2
Des Moines 2
Frankfurt Am Main 2
Totale 2.422
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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 107
General lattice methods for arithmetic Asian options 101
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 91
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 89
Interest rate structured products: can they improve the risk–return profile? 89
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 86
Approximate pricing of swaptions in affine and quadratic models 83
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 81
Assessing Views 78
Inflation Targeting e Struttura dei rendimenti 77
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 75
Default risk premium and asset prices 74
Pricing Credit Derivatives in a Wiener-Hopf Framework 70
Corridor Derivatives and Arc-Sine Law 68
Pricing of Asian Options: new insights 68
Functional clustering and linear regression for peak load forecasting 67
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 66
Pricing exotic derivatives exploiting structure 65
Accurate pricing of swaptions via Lower Bound 65
Grid based full portfolio revaluation for VaR computation 64
Levy Processes and Option Pricing by Recursive Quadrature 64
General closed-form basket option pricing bounds 64
Correction: Exchange Option under Jump-diffusion Dynamics 59
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 58
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 58
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 56
Applications of Laplace transform for evaluating occupation time options and other derivatives 55
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 55
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 54
A general closed-form spread option pricing formula 53
ICU capacity expansion under uncertainty in the early stages of a pandemic 52
null 52
New efficient frontier: can structured products really improve risk-return profile? 51
Integrated structural approach to Credit Value Adjustment 51
New efficient frontier: can structured products really improve risk-return profile? 50
Hilbert transform, spectral filters and option pricing 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. 43
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 43
Pricing Discretely Monitored Asian Options by Maturity Randomization 42
Implementing Models in Quantitative Finance: Methods and Cases 42
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 42
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 42
New Efficient Frontier: can structured products really improve risk return profile? 41
Corridor Options 40
Valuation of Exotic Options using Moments 39
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 39
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 39
New Efficient Frontier: can structured products really improve risk return profile? 39
Grid Based Full Portfolio Revaluation for VaR Computation 38
An exact analytical solution for discrete barrier options 38
Lookback Options 37
null 37
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 36
Pricing Asian options via Fourier and Laplace transforms 35
Pricing Discretely Monitored Asian Options under Lévy processes 35
Pricing financial claims contingent upon an underlying asset monitored at discrete times 34
Maturity Randomization and Option Pricing 31
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 30
Option Pricing, Maturity Randomization and Dis- tributed Computing 29
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 23
Estimation of Multivariate Asset Models with Jumps 22
Counterparty credit risk in a multivariate structural model with jumps 18
Totale 3.841
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Categoria #
all - tutte 16.650
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 16.650
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020622 0 9 53 1 100 90 151 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
2024/202553 32 21 0 0 0 0 0 0 0 0 0 0
Totale 3.841