IRIS
FUSAI, Gianluca
 Distribuzione geografica
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Continente #
EU - Europa 2.986
NA - Nord America 2.910
AS - Asia 1.634
SA - Sud America 288
Continente sconosciuto - Info sul continente non disponibili 204
AF - Africa 88
OC - Oceania 4
Totale 8.114
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Nazione #
US - Stati Uniti d'America 2.822
IT - Italia 675
RU - Federazione Russa 643
SG - Singapore 485
IE - Irlanda 463
CN - Cina 410
DE - Germania 291
VN - Vietnam 258
HK - Hong Kong 252
SE - Svezia 236
BR - Brasile 213
UA - Ucraina 179
FR - Francia 167
FI - Finlandia 117
GB - Regno Unito 92
CA - Canada 41
ID - Indonesia 35
KR - Corea 32
AR - Argentina 31
IN - India 31
ZA - Sudafrica 27
BD - Bangladesh 26
SC - Seychelles 25
NL - Olanda 19
JP - Giappone 18
ES - Italia 17
BJ - Benin 16
IR - Iran 15
BE - Belgio 14
EC - Ecuador 14
PL - Polonia 14
MX - Messico 12
IQ - Iraq 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
CO - Colombia 6
CR - Costa Rica 6
CZ - Repubblica Ceca 6
JM - Giamaica 6
IL - Israele 5
MA - Marocco 5
UZ - Uzbekistan 5
AU - Australia 4
CW - ???statistics.table.value.countryCode.CW??? 4
EU - Europa 4
HN - Honduras 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
NI - Nicaragua 3
NP - Nepal 3
SN - Senegal 3
VE - Venezuela 3
AE - Emirati Arabi Uniti 2
BH - Bahrain 2
BZ - Belize 2
EG - Egitto 2
GP - Guadalupe 2
GT - Guatemala 2
KE - Kenya 2
KG - Kirghizistan 2
KW - Kuwait 2
LT - Lituania 2
MY - Malesia 2
NO - Norvegia 2
PR - Porto Rico 2
QA - Qatar 2
SV - El Salvador 2
TT - Trinidad e Tobago 2
TW - Taiwan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
BA - Bosnia-Erzegovina 1
BY - Bielorussia 1
CI - Costa d'Avorio 1
DZ - Algeria 1
EE - Estonia 1
GD - Grenada 1
GE - Georgia 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
PH - Filippine 1
PS - Palestinian Territory 1
SA - Arabia Saudita 1
SI - Slovenia 1
Totale 7.913
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Città #
Dublin 463
Jacksonville 321
Hong Kong 246
Council Bluffs 207
San Jose 190
Dallas 184
Singapore 182
Dearborn 146
Ashburn 144
Beijing 133
Ann Arbor 128
Buffalo 107
Moscow 84
Columbus 80
Wilmington 80
Ho Chi Minh City 78
Los Angeles 73
Lauterbourg 64
Chandler 61
Milan 57
Lawrence 56
Princeton 56
Hanoi 52
Piemonte 50
New York 43
Novara 40
San Mateo 40
Andover 39
Santa Clara 37
Munich 32
Turin 30
Bremen 27
Houston 26
Jakarta 26
Seoul 26
Helsinki 25
Dong Ket 24
Mahé 23
Naples 21
Rome 21
São Paulo 21
Phoenix 20
Torino 20
Frankfurt am Main 17
Rio de Janeiro 17
Cotonou 16
Brussels 14
Henderson 14
Carignano 13
Guangzhou 13
Montreal 13
Tianjin 13
Woodbridge 12
Amsterdam 11
Brooklyn 11
Carol Stream 11
Sacramento 11
Tokyo 11
Da Nang 10
Johannesburg 10
Muizenberg 10
Stockholm 10
Warsaw 10
Bologna 9
Brescia 9
Hefei 9
Lonato 9
Nicosia 9
Orem 9
Toronto 9
Zanjan 9
Fairfield 8
Haiphong 8
Hải Dương 8
Rho 8
Atlanta 7
Busto Arsizio 7
Catania 7
Chennai 7
Ferrara di Monte Baldo 7
Norwalk 7
Philadelphia 7
Poplar 7
Schaumburg 7
Boardman 6
Charlotte 6
Florence 6
Gavardo 6
Kunming 6
London 6
Manchester 6
Nuremberg 6
Padova 6
Paris 6
Redondo Beach 6
San Diego 6
San Francisco 6
Seattle 6
Thái Bình 6
Turku 6
Totale 4.293
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Nome #
Z-Transform and preconditioning techniques for option pricing 509
Handbook of multi-commodity markets and products: structuring, trading and risk management 226
Default risk premium and asset prices 223
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 190
General lattice methods for arithmetic Asian options 182
Interest rate structured products: can they improve the risk–return profile? 166
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts 155
Approximate pricing of swaptions in affine and quadratic models 153
ICU capacity expansion under uncertainty in the early stages of a pandemic 148
Assessing Views 144
Accurate pricing of swaptions via Lower Bound 143
Sovereign Credit Risk in a Hidden Markov Regime - Switching Framework. Part 2 135
Integrated structural approach to Credit Value Adjustment 134
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management 130
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts 128
Functional clustering and linear regression for peak load forecasting 127
Correction: Exchange Option under Jump-diffusion Dynamics 127
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 127
General closed-form basket option pricing bounds 126
Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic Options 125
Corridor Derivatives and Arc-Sine Law 122
We're not winning this battle. The COVID toll for limited ICU capacity. Capacity Expansion under Stochastic Demand: Managing ICU Capacity in a Pandemic. 121
Grid based full portfolio revaluation for VaR computation 121
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 118
Hilbert transform, spectral filters and option pricing 118
Pricing Credit Derivatives in a Wiener-Hopf Framework 116
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 115
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 115
New efficient frontier: can structured products really improve risk-return profile? 114
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options 113
Pricing exotic derivatives exploiting structure 109
Inflation Targeting e Struttura dei rendimenti 107
Applications of Laplace transform for evaluating occupation time options and other derivatives 106
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 104
Corridor Options 104
A general closed-form spread option pricing formula 104
Technical Note. On Matrix Exponential Differentiation with Application to Weighted Sum Distributions 103
Levy Processes and Option Pricing by Recursive Quadrature 102
Converting a covariance matrix from local currencies to a common currency 99
An exact analytical solution for discrete barrier options 99
Pricing of Asian Options: new insights 98
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 97
Implementing Models in Quantitative Finance: Methods and Cases 97
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 95
Pricing on Trees Using New Risk-Free Rates 94
Pricing Discretely Monitored Asian Options by Maturity Randomization 94
New Efficient Frontier: can structured products really improve risk return profile? 94
New efficient frontier: can structured products really improve risk-return profile? 94
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models 92
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 89
Counterparty credit risk in a multivariate structural model with jumps 87
Unified Moment-Based Modeling of Integrated Stochastic Processes 86
Valuation of Exotic Options using Moments 86
The Wiener-Hopf Technique and Discretely Monitored Path-Dependent Option Pricing 84
Estimation of Multivariate Asset Models with Jumps 82
New Efficient Frontier: can structured products really improve risk return profile? 80
Option Pricing, Maturity Randomization and Dis- tributed Computing 78
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms 75
Grid Based Full Portfolio Revaluation for VaR Computation 69
Pricing Asian options via Fourier and Laplace transforms 68
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 67
Energy commodities and calendar spread options 66
Pricing Discretely Monitored Asian Options under Lévy processes 65
Alternative Price Dynamics and Valuation of Flexible Strategies 64
Maturity Randomization and Option Pricing 63
Monotonic transformation and recovering the implied stock price process 62
Pricing financial claims contingent upon an underlying asset monitored at discrete times 62
Lookback Options 57
Lévy processes and option pricing by recursive quadrature (con Fusai, Marena, Recchioni), Journal of Current Issues in Finance, Business, and Economics 54
null 52
Counting jumps: does the counting process count? 46
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment 44
null 37
Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling 28
Totale 8.114
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Categoria #
all - tutte 36.198
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 36.198
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022422 0 0 0 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
2026/2027698 115 239 135 209 0 0 0 0 0 0 0 0
Totale 8.114