IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 1.724
NA - Nord America 1.490
AS - Asia 291
AF - Africa 35
SA - Sud America 6
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 3
Totale 3.554
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Nazione #
US - Stati Uniti d'America 1.483
IE - Irlanda 460
IT - Italia 393
SE - Svezia 228
DE - Germania 221
UA - Ucraina 169
HK - Hong Kong 136
CN - Cina 100
FI - Finlandia 100
FR - Francia 70
GB - Regno Unito 30
SC - Seychelles 24
VN - Vietnam 24
IR - Iran 13
BE - Belgio 11
RO - Romania 10
ZA - Sudafrica 10
BG - Bulgaria 9
JP - Giappone 7
CA - Canada 5
ES - Italia 5
IN - India 5
CH - Svizzera 4
CL - Cile 4
CZ - Repubblica Ceca 4
EU - Europa 4
IL - Israele 4
NL - Olanda 4
AU - Australia 3
RU - Federazione Russa 3
BZ - Belize 2
A2 - ???statistics.table.value.countryCode.A2??? 1
BR - Brasile 1
GR - Grecia 1
LT - Lituania 1
MK - Macedonia 1
MU - Mauritius 1
PE - Perù 1
QA - Qatar 1
TH - Thailandia 1
Totale 3.554
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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
Bremen 27
Dong Ket 24
Ashburn 23
Mahé 23
Milan 22
Novara 22
Torino 20
Houston 18
Helsinki 16
Henderson 14
Carignano 13
Woodbridge 12
Brussels 11
Carol Stream 11
Turin 11
Muizenberg 10
Sacramento 10
Lonato 9
Zanjan 9
Bologna 8
Fairfield 8
Hefei 8
Rho 8
Ferrara di Monte Baldo 7
Los Angeles 7
Rome 7
Boardman 6
Catania 6
Gavardo 6
Kunming 6
Norwalk 6
Barcelona 5
Guangzhou 5
Ilford 5
Nanjing 5
New York 5
Phoenix 5
Toronto 5
Udine 5
Cassano Magnago 4
Florence 4
Mülheim 4
Nice 4
Padova 4
Philadelphia 4
Pisa 4
Vercelli 4
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
Tokyo 3
Zurich 3
Amsterdam 2
Asti 2
Bad Salzdetfurth 2
Belize City 2
Berlin 2
Bianzano 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
Frankfurt am Main 2
Ladispoli 2
Leawood 2
Nanchang 2
New Delhi 2
Newhall 2
Ningbo 2
Nuremberg 2
Paris 2
Totale 2.361
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Nome #
Z-Transform and preconditioning techniques for option pricing 461
Handbook of multi-commodity markets and products: structuring, trading and risk management 106
General lattice methods for arithmetic Asian options 98
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 88
Interest rate structured products: can they improve the risk–return profile? 87
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 86
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 83
Approximate pricing of swaptions in affine and quadratic models 82
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 81
Inflation Targeting e Struttura dei rendimenti 77
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 74
Pricing Credit Derivatives in a Wiener-Hopf Framework 70
Pricing of Asian Options: new insights 68
Corridor Derivatives and Arc-Sine Law 67
Assessing Views 67
Functional clustering and linear regression for peak load forecasting 66
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 65
Default risk premium and asset prices 64
Accurate pricing of swaptions via Lower Bound 64
Grid based full portfolio revaluation for VaR computation 63
Levy Processes and Option Pricing by Recursive Quadrature 63
Pricing exotic derivatives exploiting structure 63
General closed-form basket option pricing bounds 63
Correction: Exchange Option under Jump-diffusion Dynamics 58
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 57
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 57
Applications of Laplace transform for evaluating occupation time options and other derivatives 54
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 54
A general closed-form spread option pricing formula 53
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 53
null 52
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 51
New efficient frontier: can structured products really improve risk-return profile? 50
Integrated structural approach to Credit Value Adjustment 50
New efficient frontier: can structured products really improve risk-return profile? 49
Hilbert transform, spectral filters and option pricing 48
ICU capacity expansion under uncertainty in the early stages of a pandemic 44
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 42
Pricing Discretely Monitored Asian Options by Maturity Randomization 41
Implementing Models in Quantitative Finance: Methods and Cases 41
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 41
New Efficient Frontier: can structured products really improve risk return profile? 40
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 39
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 39
Valuation of Exotic Options using Moments 38
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 38
New Efficient Frontier: can structured products really improve risk return profile? 38
Grid Based Full Portfolio Revaluation for VaR Computation 37
Corridor Options 37
null 37
An exact analytical solution for discrete barrier options 36
Lookback Options 36
Pricing Discretely Monitored Asian Options under Lévy processes 35
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 35
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. 34
Pricing Asian options via Fourier and Laplace transforms 33
Pricing financial claims contingent upon an underlying asset monitored at discrete times 33
Maturity Randomization and Option Pricing 30
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 28
Option Pricing, Maturity Randomization and Dis- tributed Computing 28
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 22
Estimation of Multivariate Asset Models with Jumps 19
Counterparty credit risk in a multivariate structural model with jumps 17
Totale 3.730
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Categoria #
all - tutte 14.567
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 14.567
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201928 0 0 0 0 0 0 0 0 0 0 18 10
2019/2020643 21 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
2023/2024371 21 25 31 24 65 10 118 44 11 15 7 0
Totale 3.730