IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 2.878
NA - Nord America 2.161
AS - Asia 1.562
SA - Sud America 280
AF - Africa 87
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 4
Totale 6.977
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Nazione #
US - Stati Uniti d'America 2.119
RU - Federazione Russa 642
IT - Italia 592
IE - Irlanda 463
SG - Singapore 453
CN - Cina 395
DE - Germania 289
VN - Vietnam 256
HK - Hong Kong 248
SE - Svezia 234
BR - Brasile 207
UA - Ucraina 179
FR - Francia 164
FI - Finlandia 117
GB - Regno Unito 80
ID - Indonesia 33
AR - Argentina 31
IN - India 29
KR - Corea 29
ZA - Sudafrica 27
SC - Seychelles 24
CA - Canada 21
NL - Olanda 19
JP - Giappone 18
BD - Bangladesh 17
BJ - Benin 16
ES - Italia 16
IR - Iran 15
BE - Belgio 14
EC - Ecuador 14
PL - Polonia 13
IQ - Iraq 11
MX - Messico 11
RO - Romania 11
BG - Bulgaria 10
CY - Cipro 9
CL - Cile 8
PY - Paraguay 8
AT - Austria 7
CH - Svizzera 7
CZ - Repubblica Ceca 6
PK - Pakistan 6
IL - Israele 5
MA - Marocco 5
UZ - Uzbekistan 5
AU - Australia 4
CO - Colombia 4
EU - Europa 4
PE - Perù 4
PT - Portogallo 4
TH - Thailandia 4
DO - Repubblica Dominicana 3
GR - Grecia 3
KZ - Kazakistan 3
MO - Macao, regione amministrativa speciale della Cina 3
NP - Nepal 3
SN - Senegal 3
VE - Venezuela 3
BH - Bahrain 2
BZ - Belize 2
CR - Costa Rica 2
EG - Egitto 2
JM - Giamaica 2
KE - Kenya 2
KG - Kirghizistan 2
KW - Kuwait 2
LT - Lituania 2
QA - Qatar 2
TW - Taiwan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AE - Emirati Arabi Uniti 1
BA - Bosnia-Erzegovina 1
BY - Bielorussia 1
CI - Costa d'Avorio 1
DZ - Algeria 1
GE - Georgia 1
HN - Honduras 1
HR - Croazia 1
HU - Ungheria 1
JO - Giordania 1
KH - Cambogia 1
LY - Libia 1
MK - Macedonia 1
MU - Mauritius 1
MY - Malesia 1
NG - Nigeria 1
PH - Filippine 1
PS - Palestinian Territory 1
SA - Arabia Saudita 1
SI - Slovenia 1
TG - Togo 1
TM - Turkmenistan 1
TN - Tunisia 1
TR - Turchia 1
TZ - Tanzania 1
UY - Uruguay 1
Totale 6.977
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Città #
Dublin 463
Jacksonville 318
Hong Kong 243
Singapore 176
Dallas 173
Dearborn 146
Beijing 131
Ann Arbor 128
San Jose 122
Ashburn 111
Buffalo 104
Moscow 83
Wilmington 79
Ho Chi Minh City 78
Lauterbourg 64
Chandler 60
Los Angeles 60
Lawrence 56
Princeton 56
Hanoi 52
Piemonte 50
Milan 45
Novara 40
San Mateo 40
Andover 39
New York 34
Munich 32
Council Bluffs 31
Turin 28
Bremen 27
Jakarta 26
Seoul 26
Helsinki 25
Dong Ket 24
Houston 23
Mahé 23
Torino 20
São Paulo 19
Frankfurt am Main 17
Rio de Janeiro 17
Rome 17
Cotonou 16
Santa Clara 15
Brussels 14
Henderson 14
Carignano 13
Guangzhou 13
Tianjin 13
Woodbridge 12
Amsterdam 11
Carol Stream 11
Montreal 11
Sacramento 11
Tokyo 11
Da Nang 10
Johannesburg 10
Muizenberg 10
Bologna 9
Brescia 9
Lonato 9
Nicosia 9
Phoenix 9
Warsaw 9
Zanjan 9
Fairfield 8
Haiphong 8
Hefei 8
Hải Dương 8
Orem 8
Rho 8
Stockholm 8
Brooklyn 7
Busto Arsizio 7
Chennai 7
Ferrara di Monte Baldo 7
Naples 7
Poplar 7
Boardman 6
Catania 6
Florence 6
Gavardo 6
Kunming 6
London 6
Manchester 6
Norwalk 6
Nuremberg 6
Padova 6
Redondo Beach 6
Thái Bình 6
Turku 6
Barcelona 5
Buenos Aires 5
Caerano di San Marco 5
Hangzhou 5
Ilford 5
Mexico City 5
Nanjing 5
Paris 5
Philadelphia 5
San Diego 5
Totale 3.790
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Nome #
Z-Transform and preconditioning techniques for option pricing 493
Default risk premium and asset prices 188
Handbook of multi-commodity markets and products: structuring, trading and risk management 188
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 169
General lattice methods for arithmetic Asian options 166
Approximate pricing of swaptions in affine and quadratic models 144
Interest rate structured products: can they improve the risk–return profile? 144
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 143
Assessing Views 138
Accurate pricing of swaptions via Lower Bound 130
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 125
ICU capacity expansion under uncertainty in the early stages of a pandemic 123
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 119
Correction: Exchange Option under Jump-diffusion Dynamics 118
Corridor Derivatives and Arc-Sine Law 116
Functional clustering and linear regression for peak load forecasting 116
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 116
General closed-form basket option pricing bounds 115
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 113
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 113
Grid based full portfolio revaluation for VaR computation 109
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 108
Integrated structural approach to Credit Value Adjustment 106
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 106
New efficient frontier: can structured products really improve risk-return profile? 105
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. 104
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 102
Pricing Credit Derivatives in a Wiener-Hopf Framework 102
Inflation Targeting e Struttura dei rendimenti 100
Applications of Laplace transform for evaluating occupation time options and other derivatives 100
Hilbert transform, spectral filters and option pricing 100
Pricing exotic derivatives exploiting structure 98
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 97
Pricing of Asian Options: new insights 96
Corridor Options 96
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 96
A general closed-form spread option pricing formula 95
Levy Processes and Option Pricing by Recursive Quadrature 93
An exact analytical solution for discrete barrier options 91
New efficient frontier: can structured products really improve risk-return profile? 89
New Efficient Frontier: can structured products really improve risk return profile? 88
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 88
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 87
Pricing Discretely Monitored Asian Options by Maturity Randomization 86
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 86
Implementing Models in Quantitative Finance: Methods and Cases 85
Valuation of Exotic Options using Moments 82
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 82
Converting a covariance matrix from local currencies to a common currency 76
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 76
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 74
Pricing on Trees Using New Risk-Free Rates 73
Option Pricing, Maturity Randomization and Dis- tributed Computing 72
Estimation of Multivariate Asset Models with Jumps 72
Counterparty credit risk in a multivariate structural model with jumps 71
New Efficient Frontier: can structured products really improve risk return profile? 68
Unified Moment-Based Modeling of Integrated Stochastic Processes 66
Pricing Asian options via Fourier and Laplace transforms 64
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 64
Grid Based Full Portfolio Revaluation for VaR Computation 63
Pricing financial claims contingent upon an underlying asset monitored at discrete times 59
Pricing Discretely Monitored Asian Options under Lévy processes 58
Maturity Randomization and Option Pricing 58
Lookback Options 53
null 52
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms 47
Lévy processes and option pricing by recursive quadrature (con Fusai, Marena, Recchioni), Journal of Current Issues in Finance, Business, and Economics 45
Monotonic transformation and recovering the implied stock price process 42
Alternative Price Dynamics and Valuation of Flexible Strategies 42
null 37
Energy commodities and calendar spread options 35
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment 25
Counting jumps: does the counting process count? 25
Totale 7.171
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Categoria #
all - tutte 30.195
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 30.195
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202193 0 0 0 0 0 0 0 0 0 0 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
2024/2025816 32 24 33 7 31 117 93 67 164 83 15 150
2025/20262.567 158 109 205 345 267 201 390 470 213 198 11 0
Totale 7.171