IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 2.915
NA - Nord America 2.346
AS - Asia 1.614
SA - Sud America 281
AF - Africa 87
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 4
Totale 7.252
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Nazione #
US - Stati Uniti d'America 2.296
RU - Federazione Russa 643
IT - Italia 626
SG - Singapore 480
IE - Irlanda 463
CN - Cina 406
DE - Germania 289
VN - Vietnam 256
HK - Hong Kong 251
SE - Svezia 235
BR - Brasile 207
UA - Ucraina 179
FR - Francia 165
FI - Finlandia 117
GB - Regno Unito 80
ID - Indonesia 34
KR - Corea 32
AR - Argentina 31
IN - India 29
CA - Canada 27
ZA - Sudafrica 27
SC - Seychelles 24
BD - Bangladesh 22
NL - Olanda 19
JP - Giappone 18
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
PK - Pakistan 7
CZ - Repubblica Ceca 6
CO - Colombia 5
IL - Israele 5
MA - Marocco 5
UZ - Uzbekistan 5
AU - Australia 4
EU - Europa 4
PE - Perù 4
PT - Portogallo 4
TH - Thailandia 4
DO - Repubblica Dominicana 3
GR - Grecia 3
JM - Giamaica 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
KE - Kenya 2
KG - Kirghizistan 2
KW - Kuwait 2
LT - Lituania 2
MY - Malesia 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
NG - Nigeria 1
NI - Nicaragua 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 7.252
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Città #
Dublin 463
Jacksonville 318
Hong Kong 246
Singapore 178
Dallas 176
San Jose 161
Dearborn 146
Beijing 131
Ann Arbor 128
Ashburn 116
Buffalo 105
Council Bluffs 91
Moscow 84
Wilmington 79
Ho Chi Minh City 78
Los Angeles 65
Lauterbourg 64
Chandler 60
Lawrence 56
Princeton 56
Hanoi 52
Piemonte 50
Milan 47
Novara 40
San Mateo 40
Andover 39
New York 39
Munich 32
Turin 29
Bremen 27
Jakarta 26
Seoul 26
Helsinki 25
Dong Ket 24
Houston 24
Mahé 23
Torino 20
Santa Clara 19
São Paulo 19
Frankfurt am Main 17
Rio de Janeiro 17
Rome 17
Cotonou 16
Naples 16
Brussels 14
Henderson 14
Carignano 13
Guangzhou 13
Tianjin 13
Woodbridge 12
Amsterdam 11
Carol Stream 11
Columbus 11
Montreal 11
Sacramento 11
Tokyo 11
Da Nang 10
Johannesburg 10
Muizenberg 10
Bologna 9
Brescia 9
Hefei 9
Lonato 9
Nicosia 9
Orem 9
Phoenix 9
Stockholm 9
Warsaw 9
Zanjan 9
Fairfield 8
Haiphong 8
Hải Dương 8
Rho 8
Brooklyn 7
Busto Arsizio 7
Catania 7
Chennai 7
Ferrara di Monte Baldo 7
Philadelphia 7
Poplar 7
Toronto 7
Boardman 6
Florence 6
Gavardo 6
Kunming 6
London 6
Manchester 6
Norwalk 6
Nuremberg 6
Padova 6
Paris 6
Redondo Beach 6
Thái Bình 6
Turku 6
Atlanta 5
Barcelona 5
Buenos Aires 5
Caerano di San Marco 5
Hangzhou 5
Ilford 5
Totale 3.946
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Nome #
Z-Transform and preconditioning techniques for option pricing 497
Default risk premium and asset prices 207
Handbook of multi-commodity markets and products: structuring, trading and risk management 201
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 178
General lattice methods for arithmetic Asian options 172
Interest rate structured products: can they improve the risk–return profile? 157
Approximate pricing of swaptions in affine and quadratic models 146
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 143
Assessing Views 140
Accurate pricing of swaptions via Lower Bound 135
ICU capacity expansion under uncertainty in the early stages of a pandemic 134
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 127
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 124
Correction: Exchange Option under Jump-diffusion Dynamics 118
Corridor Derivatives and Arc-Sine Law 117
Functional clustering and linear regression for peak load forecasting 117
General closed-form basket option pricing bounds 117
Integrated structural approach to Credit Value Adjustment 117
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 117
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 116
Grid based full portfolio revaluation for VaR computation 113
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 113
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 110
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 109
Hilbert transform, spectral filters and option pricing 108
New efficient frontier: can structured products really improve risk-return profile? 107
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. 105
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 104
Pricing Credit Derivatives in a Wiener-Hopf Framework 103
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 102
Applications of Laplace transform for evaluating occupation time options and other derivatives 101
Inflation Targeting e Struttura dei rendimenti 100
Pricing exotic derivatives exploiting structure 99
Corridor Options 98
A general closed-form spread option pricing formula 97
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 97
Pricing of Asian Options: new insights 96
Levy Processes and Option Pricing by Recursive Quadrature 96
An exact analytical solution for discrete barrier options 93
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 91
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 91
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 89
New Efficient Frontier: can structured products really improve risk return profile? 89
New efficient frontier: can structured products really improve risk-return profile? 89
Implementing Models in Quantitative Finance: Methods and Cases 88
Converting a covariance matrix from local currencies to a common currency 87
Pricing Discretely Monitored Asian Options by Maturity Randomization 86
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 84
Valuation of Exotic Options using Moments 82
Pricing on Trees Using New Risk-Free Rates 81
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 79
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 76
Estimation of Multivariate Asset Models with Jumps 76
New Efficient Frontier: can structured products really improve risk return profile? 74
Option Pricing, Maturity Randomization and Dis- tributed Computing 73
Counterparty credit risk in a multivariate structural model with jumps 73
Unified Moment-Based Modeling of Integrated Stochastic Processes 72
Pricing Asian options via Fourier and Laplace transforms 66
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 65
Grid Based Full Portfolio Revaluation for VaR Computation 63
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms 59
Pricing financial claims contingent upon an underlying asset monitored at discrete times 59
Pricing Discretely Monitored Asian Options under Lévy processes 59
Maturity Randomization and Option Pricing 59
Lookback Options 54
null 52
Alternative Price Dynamics and Valuation of Flexible Strategies 49
Monotonic transformation and recovering the implied stock price process 46
Lévy processes and option pricing by recursive quadrature (con Fusai, Marena, Recchioni), Journal of Current Issues in Finance, Business, and Economics 46
Energy commodities and calendar spread options 46
null 37
Counting jumps: does the counting process count? 32
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment 29
Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling 15
Totale 7.447
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Categoria #
all - tutte 32.269
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 32.269
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2025/20262.812 158 109 205 345 267 201 390 470 213 198 159 97
2026/202731 31 0 0 0 0 0 0 0 0 0 0 0
Totale 7.447