IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 2.182
NA - Nord America 1.887
AS - Asia 1.134
SA - Sud America 242
AF - Africa 71
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 4
Totale 5.525
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Nazione #
US - Stati Uniti d'America 1.857
IT - Italia 549
IE - Irlanda 462
SG - Singapore 357
DE - Germania 278
CN - Cina 249
SE - Svezia 234
HK - Hong Kong 231
BR - Brasile 184
UA - Ucraina 177
VN - Vietnam 148
RU - Federazione Russa 122
FI - Finlandia 116
FR - Francia 91
GB - Regno Unito 58
ID - Indonesia 33
KR - Corea 29
AR - Argentina 24
SC - Seychelles 24
ZA - Sudafrica 21
BJ - Benin 16
CA - Canada 16
IR - Iran 15
JP - Giappone 15
NL - Olanda 15
BD - Bangladesh 14
BE - Belgio 14
IN - India 14
EC - Ecuador 12
PL - Polonia 12
ES - Italia 11
BG - Bulgaria 10
RO - Romania 10
PY - Paraguay 8
CH - Svizzera 7
CL - Cile 6
CZ - Repubblica Ceca 6
MX - Messico 6
AT - Austria 5
IL - Israele 5
AU - Australia 4
EU - Europa 4
IQ - Iraq 4
MA - Marocco 4
CO - Colombia 3
MO - Macao, regione amministrativa speciale della Cina 3
BZ - Belize 2
DO - Repubblica Dominicana 2
JM - Giamaica 2
KE - Kenya 2
KG - Kirghizistan 2
PE - Perù 2
TH - Thailandia 2
UZ - Uzbekistan 2
VE - Venezuela 2
A2 - ???statistics.table.value.countryCode.A2??? 1
BA - Bosnia-Erzegovina 1
BH - Bahrain 1
CR - Costa Rica 1
GE - Georgia 1
GR - Grecia 1
HN - Honduras 1
KW - Kuwait 1
KZ - Kazakistan 1
LT - Lituania 1
MK - Macedonia 1
MU - Mauritius 1
MY - Malesia 1
NG - Nigeria 1
NP - Nepal 1
PS - Palestinian Territory 1
PT - Portogallo 1
QA - Qatar 1
SA - Arabia Saudita 1
SN - Senegal 1
TM - Turkmenistan 1
TR - Turchia 1
TZ - Tanzania 1
UY - Uruguay 1
Totale 5.525
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Città #
Dublin 462
Jacksonville 314
Hong Kong 229
Dallas 168
Dearborn 146
Ann Arbor 128
Beijing 122
Singapore 114
Buffalo 104
Wilmington 79
Ashburn 76
Chandler 60
Lawrence 56
Princeton 56
Los Angeles 55
Ho Chi Minh City 50
Piemonte 50
Moscow 44
Milan 41
San Mateo 40
Andover 39
Novara 39
Munich 32
Bremen 27
Jakarta 26
Seoul 26
Turin 26
Helsinki 25
Dong Ket 24
Hanoi 23
Mahé 23
Houston 22
Torino 20
São Paulo 18
New York 17
Cotonou 16
Rome 15
Brussels 14
Henderson 14
Carignano 13
Woodbridge 12
Carol Stream 11
Frankfurt am Main 11
Sacramento 11
Muizenberg 10
Rio de Janeiro 10
Tokyo 10
Bologna 9
Brescia 9
Lonato 9
Phoenix 9
Warsaw 9
Zanjan 9
Fairfield 8
Hefei 8
Montreal 8
Rho 8
Stockholm 8
Tianjin 8
Amsterdam 7
Busto Arsizio 7
Ferrara di Monte Baldo 7
Poplar 7
Santa Clara 7
Boardman 6
Brooklyn 6
Catania 6
Gavardo 6
Johannesburg 6
Kunming 6
Norwalk 6
Padova 6
Redondo Beach 6
Turku 6
Barcelona 5
Buenos Aires 5
Caerano di San Marco 5
Chennai 5
Guangzhou 5
Haiphong 5
Hải Dương 5
Ilford 5
Nanjing 5
Nuremberg 5
Orem 5
Philadelphia 5
Seattle 5
Thái Bình 5
Toronto 5
Udine 5
Vercelli 5
Bexley 4
Bắc Ninh 4
Cassano Magnago 4
Dhaka 4
Elk Grove Village 4
Florence 4
Guayaquil 4
Morrinhos 4
Mülheim 4
Totale 3.246
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Nome #
Z-Transform and preconditioning techniques for option pricing 480
Default risk premium and asset prices 146
Handbook of multi-commodity markets and products: structuring, trading and risk management 144
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 142
General lattice methods for arithmetic Asian options 137
Interest rate structured products: can they improve the risk–return profile? 121
Assessing Views 118
Approximate pricing of swaptions in affine and quadratic models 117
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 114
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 110
Accurate pricing of swaptions via Lower Bound 105
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 101
Correction: Exchange Option under Jump-diffusion Dynamics 99
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 99
Functional clustering and linear regression for peak load forecasting 98
Corridor Derivatives and Arc-Sine Law 96
Grid based full portfolio revaluation for VaR computation 95
ICU capacity expansion under uncertainty in the early stages of a pandemic 94
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 91
General closed-form basket option pricing bounds 91
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 91
Inflation Targeting e Struttura dei rendimenti 88
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 88
Pricing Credit Derivatives in a Wiener-Hopf Framework 87
New efficient frontier: can structured products really improve risk-return profile? 87
Integrated structural approach to Credit Value Adjustment 87
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 84
Pricing of Asian Options: new insights 84
Pricing exotic derivatives exploiting structure 84
Hilbert transform, spectral filters and option pricing 84
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. 81
Applications of Laplace transform for evaluating occupation time options and other derivatives 80
Corridor Options 80
New efficient frontier: can structured products really improve risk-return profile? 80
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 80
Levy Processes and Option Pricing by Recursive Quadrature 78
A general closed-form spread option pricing formula 76
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 74
Pricing Discretely Monitored Asian Options by Maturity Randomization 72
Implementing Models in Quantitative Finance: Methods and Cases 72
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 71
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 70
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 68
Valuation of Exotic Options using Moments 67
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 65
New Efficient Frontier: can structured products really improve risk return profile? 65
An exact analytical solution for discrete barrier options 62
Option Pricing, Maturity Randomization and Dis- tributed Computing 60
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 59
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 59
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 58
New Efficient Frontier: can structured products really improve risk return profile? 55
Pricing Asian options via Fourier and Laplace transforms 52
Grid Based Full Portfolio Revaluation for VaR Computation 52
null 52
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 52
Estimation of Multivariate Asset Models with Jumps 51
Unified Moment-Based Modeling of Integrated Stochastic Processes 49
Lookback Options 47
Pricing financial claims contingent upon an underlying asset monitored at discrete times 45
Pricing Discretely Monitored Asian Options under Lévy processes 45
Maturity Randomization and Option Pricing 45
Converting a covariance matrix from local currencies to a common currency 44
Pricing on Trees Using New Risk-Free Rates 42
Counterparty credit risk in a multivariate structural model with jumps 40
null 37
Lévy processes and option pricing by recursive quadrature (con Fusai, Marena, Recchioni), Journal of Current Issues in Finance, Business, and Economics 29
Monotonic transformation and recovering the implied stock price process 25
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms 14
Totale 5.715
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Categoria #
all - tutte 27.269
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 27.269
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021296 0 0 0 0 0 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
2024/2025816 32 24 33 7 31 117 93 67 164 83 15 150
2025/20261.111 158 109 205 345 267 27 0 0 0 0 0 0
Totale 5.715