IRIS
PACELLI, Graziella
 Distribuzione geografica
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Continente #
EU - Europa 8.463
NA - Nord America 5.992
AS - Asia 2.459
SA - Sud America 458
AF - Africa 245
Continente sconosciuto - Info sul continente non disponibili 136
OC - Oceania 6
Totale 17.759
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Nazione #
US - Stati Uniti d'America 5.885
RU - Federazione Russa 5.713
SG - Singapore 780
IT - Italia 745
VN - Vietnam 535
UA - Ucraina 448
CN - Cina 378
BR - Brasile 350
SE - Svezia 305
DE - Germania 259
IE - Irlanda 226
TR - Turchia 186
DK - Danimarca 169
FR - Francia 167
HK - Hong Kong 167
CI - Costa d'Avorio 163
GB - Regno Unito 144
FI - Finlandia 131
KR - Corea 100
IN - India 65
JP - Giappone 48
CA - Canada 44
BD - Bangladesh 32
AR - Argentina 30
MX - Messico 29
ZA - Sudafrica 27
BE - Belgio 26
NL - Olanda 24
IQ - Iraq 23
PH - Filippine 23
ES - Italia 21
PK - Pakistan 19
CZ - Repubblica Ceca 18
EC - Ecuador 17
CO - Colombia 16
PL - Polonia 16
CL - Cile 15
ID - Indonesia 15
AE - Emirati Arabi Uniti 14
SA - Arabia Saudita 11
KE - Kenya 10
NG - Nigeria 10
VE - Venezuela 10
JO - Giordania 9
MA - Marocco 9
AT - Austria 8
UZ - Uzbekistan 8
TT - Trinidad e Tobago 7
GT - Guatemala 6
LU - Lussemburgo 6
TH - Thailandia 6
TN - Tunisia 6
IL - Israele 5
LT - Lituania 5
PE - Perù 5
SI - Slovenia 5
AL - Albania 4
BG - Bulgaria 4
CH - Svizzera 4
CR - Costa Rica 4
EU - Europa 4
KZ - Kazakistan 4
PY - Paraguay 4
SV - El Salvador 4
UY - Uruguay 4
AM - Armenia 3
AU - Australia 3
BA - Bosnia-Erzegovina 3
BO - Bolivia 3
DZ - Algeria 3
EG - Egitto 3
KW - Kuwait 3
MY - Malesia 3
PR - Porto Rico 3
PT - Portogallo 3
SN - Senegal 3
TW - Taiwan 3
AO - Angola 2
AZ - Azerbaigian 2
ET - Etiopia 2
GE - Georgia 2
GP - Guadalupe 2
GR - Grecia 2
GY - Guiana 2
HR - Croazia 2
JM - Giamaica 2
KG - Kirghizistan 2
MD - Moldavia 2
MM - Myanmar 2
NZ - Nuova Zelanda 2
PA - Panama 2
SC - Seychelles 2
SR - Suriname 2
BB - Barbados 1
BH - Bahrain 1
BN - Brunei Darussalam 1
CG - Congo 1
DM - Dominica 1
DO - Repubblica Dominicana 1
GH - Ghana 1
Totale 17.610
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Città #
Ashburn 716
Chandler 480
Jacksonville 450
Singapore 444
San Jose 339
Des Moines 291
Council Bluffs 263
Boardman 243
Dublin 225
Dallas 223
Fairfield 169
Abidjan 163
Ho Chi Minh City 161
New York 158
Centro 153
Hong Kong 152
Wilmington 128
Moscow 125
Ann Arbor 108
Hanoi 107
San Mateo 92
Woodbridge 92
Princeton 91
Lawrence 90
Los Angeles 89
Houston 88
Beijing 86
The Dalles 82
Lauterbourg 81
Seattle 72
Santa Clara 61
Hefei 59
Ancona 57
Cambridge 55
Buffalo 44
Helsinki 40
Kazan' 40
São Paulo 37
Turin 35
Chicago 33
Orem 33
London 31
Milan 31
San Diego 31
Brussels 26
Munich 25
Secaucus 25
Da Nang 24
Rome 24
Frankfurt am Main 22
Guangzhou 20
Atlanta 19
Shanghai 19
Johannesburg 17
Phoenix 17
Brooklyn 16
Kyjov 16
Washington 16
Tokyo 15
Chelsea 14
Chennai 14
San Francisco 14
Warsaw 14
Haiphong 13
Stockholm 13
Temecula 13
Montreal 12
Paris 12
Alton 11
Amsterdam 11
Charlottesville 11
Denver 11
Manchester 11
Pune 11
Bologna 10
Newark 10
Norwalk 10
Quito 10
Rio de Janeiro 10
Seoul 10
Tolentino 10
Baghdad 9
Boston 9
Florence 9
Jiaxing 9
Miano 9
Naples 9
Poplar 9
Salt Lake City 9
Ascoli Piceno 8
Can Tho 8
Cedar Knolls 8
Easley 8
Mexico City 8
Osaka 8
Recanati 8
Santiago 8
Suzuka 8
Thái Bình 8
Toronto 8
Totale 7.264
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Nome #
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 1.006
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 952
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 920
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 910
" A numerical method to price european derivatives based on the one factor Libor market model of interest rates" Quaderno del Dipartimento di Scienze Sociali, N.13 -Anno III, ANCONA 2007 876
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model". Quaderno del Dipartimento di Scienze Sociali, N.17-2007 849
" On a variational formulation used in credit risk modeling". 843
" The Heston stochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the Italian Financial Market". Quaderno del Dipartimento di Scienze Sociali, N. 15 - 2007 832
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization 201
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 199
"A characterization of convex premium principles" 177
A Filtering Problem for the Stein and Stein Stochastic volatility model 175
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 170
Computing survival probabilities based on stochastic differential models 169
"Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions" 156
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance 154
"On some nonlinear boundary value problem on the Poincaré disc with discontinuous data II" 151
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 150
From insurance risk to credit portfolio management: A new approach to pricing CDOs 150
"Algoritmi per punti interni nella programmazione lineare comparazione delle traiettorie percorse" 149
Quantitative Methods in Economics and Finance 146
A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term 145
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 144
"The constant elasticity of variance model: calibration, test and evidence from the Italian equity market" 141
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni integro-differenziali lineari" 141
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 140
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 140
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 140
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 137
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 136
"A Characterization for a Class of Actuarial Risk Measures” 135
"A New Method to Price Double Barrier Options" 135
Modeling CDS spreads: A comparison of some hybrid approaches 135
"Sulla generazione pseudocasuale di sistemi di equazioni e disequazioni lineari" Istituto di Matematica e Statistica- N.53 Universita' degli Studi di Ancona 1993 134
"Aspetti matematici e gestionali della teoria delle opzioni finanziarie" 134
"Una caratterizzazione di un indice equivalente al valore attuale" 131
"A RBF meshless approach to compute the survival probability density function in two dimensional jump diffusion models for financial applications" Quaderno del Dipartimento di Scienze Sociali, N. 40 - 2010 131
"Computing the survival probability density function in jump-diffusion models : a new approach based on radial basis functions" Proceeding XXXIV Conevgno AMASES Macerata Settembre 2010 131
"Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions"- Quaderni del Dipartimento di Scienze Sociali, N. 38- 2010 130
"Fractional programming and Characterization of some Vertices of the Feasible Region" 126
"Ottimo di una funzione frazionaria lineare su una sfera di spazio affine" 126
"Pseudorandom generation of linear constraints in optimal problems" 126
"Un teorema di esistenza e unicità per la soluzione della equazione di Helmholtz all'esterno di un poliedro" 126
“A method to compute the transition probability density associated to a multifactor Cox-Ingersoll-Ross model of the term structure of interest rate with no drift term” 125
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach 124
"The Constant Elasticity of Variance model:calibration, test and evidence from the Italian equity market" Quaderno del Dipartimento di Scienze Sociali, N. 35 - 2009 123
"Su alcuni problemi della didattica universitaria" Istituto di Matematica e Statistica, N. 8 -Universita' degli Studi di Ancona- 1987 122
"A hybrid method for pricing European options based on multiple assets with transaction costs” 122
MATEMATICA GENERALE - Esercizi d'esame minutamente svolti 121
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 120
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 120
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 118
A hybrid method for pricing European options based on multiple assets 117
Multivariate GARCH models with spherical parameterizations: an oil price application 116
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 115
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time 114
"A very fast and accurate boundary element method for options with moving barrier and time dependent rebate" Quaderno del Dipartimento di Scienze Sociali, N. 30 - 2009 114
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 113
A very fast and accurate boundary element method for options wit hmoving barrier and time-dependent rebate 113
“Schedule optimization in a deregulation train transportation system” 112
A NOTE ON FERGUSSON AND PLATEN: APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 112
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 111
"Optimization of A Linear Fractional Function on a Hypersphere of an Affine Space" 111
"Pricing european derivatives based on the one factor Libor Market Model of interest rates" 110
An operator splitting harmonic differential quadrature approach to solve the Young's model for life insurance risk 109
“A simple model of catastrophe insurance futures pricing and weather forecast” 107
"Pricing double-barrier options using the boundary element method" Quaderno del Dipartimento di Scienze Sociali, N.33 - 2009 106
"Su un indice di ordinamento per particolari sottoinsiemi di Rn " Istituto di Matematica e Statistica, N. 16- Universita' degli Studi di Ancona- 1988 105
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 103
"Representation for some coherent insurance prices by C.T.E.” Quaderno Istituto De.F.In.- N.4 -Anno III - ANCONA 2003 102
"The Reconstruction of a Platonic Solid from Acoustic Scattering Data" Istituto di Matematica e Statistica, N.60 - Universita' degli Studi di Ancona- 1995 102
RISCONTRO EMPIRICO DELLA TEORIA DELLE OPZIONI 100
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni Integro-differenziali lineari" Istituto di Matematica e Staitistica - N. 11 Universita' degli Studi di Ancona 1987 100
"The Heston shochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the italian financial market". 99
Pricing path-dependent options with stochastic volatility 99
"PROGRAMMAZIONE FRAZIONARIA: SOLUZIONI DI LIVELLO E MOLTIPLICATORI DI LAGRANGE" Istituto di Matematica e Statistica, N.32 -Universita' degli Studi di Ancona- 1990 99
Valuing risky debt: A new model combining structural information with the reduced-form approach 99
"Problemi sulla convergenza teorica e computazionale dell'Algoritmo "Scaling" per la programmazione lineare" Istituto di Matematica e Statistica N. 52 - Universita' degli Studi di Ancona 1993 98
"On characterization of convex premium principles" Department of Applied Mathematics N.142 - University of Venice 2006 98
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 97
"Monotonic variable-metric algorithm for linearly constrained nonlinear programming" 96
Upper and lower bounds in Quadratic Maximization with Integer Constraints 96
An interior point algorithm for global optimal solutions and KKT points 94
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology 93
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion 93
Valuing investment projects under interest rate risk: empirical evidence from European firms 92
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008 90
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 87
"On a variational formulation used in credit risk modeling" Quaderno del Dipartimento di Scienze Sociali, N.36 - 2009 87
"Ottimo di una funzione frazionaria lineare su una sfera di uno spazio affine" Istituto di Matematica e Statistica - N.31 Universita' degli Studi di Ancona 1989 87
"Una caratterizzazzione di un indice equivalente al valore attuale" Istituto di Matematica e Statistica- N.9 Universita' degli Studi di Ancona 1987 86
"The direct and inverse problem for two dimensional turbulent diffusion" 82
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model Quaderno del Dipartimento di Scienze Sociali, N.5 - 2005 79
The impact of the interest rate volatility in the valuation of investment strategies 64
Heterogeneous traders: endogenous uncertainty in financial markets 50
Investment valuation of photovoltaic and energy storage systems for diverse energy communities: A real option approach 46
null 35
Metaheuristics for renewable energy residential communities detection 27
Totale 17.759
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Categoria #
all - tutte 54.977
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 54.977
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022456 0 0 0 30 2 23 35 35 52 79 47 153
2022/20231.682 148 156 141 129 104 422 7 101 341 10 65 58
2023/2024905 153 19 41 156 130 165 15 40 20 19 30 117
2024/20251.638 243 126 110 37 42 21 147 39 385 97 168 223
2025/20269.059 339 230 214 462 340 300 705 444 5.462 336 103 124
2026/20271.150 181 309 291 369 0 0 0 0 0 0 0 0
Totale 17.759