IRIS
PACELLI, Graziella
 Distribuzione geografica
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Continente #
NA - Nord America 4.143
EU - Europa 2.735
AS - Asia 1.333
SA - Sud America 309
AF - Africa 196
OC - Oceania 6
Continente sconosciuto - Info sul continente non disponibili 4
Totale 8.726
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Nazione #
US - Stati Uniti d'America 4.110
IT - Italia 601
UA - Ucraina 443
SG - Singapore 439
RU - Federazione Russa 329
CN - Cina 304
SE - Svezia 301
BR - Brasile 264
DE - Germania 245
IE - Irlanda 224
TR - Turchia 177
DK - Danimarca 168
CI - Costa d'Avorio 161
GB - Regno Unito 124
HK - Hong Kong 119
FI - Finlandia 115
KR - Corea 98
FR - Francia 75
VN - Vietnam 58
JP - Giappone 42
IN - India 32
BE - Belgio 26
CZ - Repubblica Ceca 18
NL - Olanda 18
AR - Argentina 16
BD - Bangladesh 16
CA - Canada 16
ZA - Sudafrica 12
MX - Messico 11
PL - Polonia 11
AE - Emirati Arabi Uniti 9
NG - Nigeria 9
ES - Italia 8
AT - Austria 6
CL - Cile 6
CO - Colombia 6
ID - Indonesia 6
LU - Lussemburgo 6
EC - Ecuador 5
IQ - Iraq 5
KE - Kenya 5
PK - Pakistan 5
BG - Bulgaria 4
EU - Europa 4
MA - Marocco 4
AU - Australia 3
IL - Israele 3
LT - Lituania 3
PE - Perù 3
PT - Portogallo 3
TN - Tunisia 3
AM - Armenia 2
AZ - Azerbaigian 2
BO - Bolivia 2
CH - Svizzera 2
GY - Guiana 2
JO - Giordania 2
KG - Kirghizistan 2
KW - Kuwait 2
NZ - Nuova Zelanda 2
PY - Paraguay 2
SA - Arabia Saudita 2
UY - Uruguay 2
UZ - Uzbekistan 2
AL - Albania 1
AO - Angola 1
BA - Bosnia-Erzegovina 1
BH - Bahrain 1
BN - Brunei Darussalam 1
DM - Dominica 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
GE - Georgia 1
GR - Grecia 1
GT - Guatemala 1
HN - Honduras 1
IR - Iran 1
JM - Giamaica 1
KZ - Kazakistan 1
LI - Liechtenstein 1
LK - Sri Lanka 1
PA - Panama 1
PW - Palau 1
RO - Romania 1
VE - Venezuela 1
Totale 8.726
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Città #
Chandler 480
Jacksonville 449
Ashburn 371
Des Moines 291
Boardman 242
Dublin 223
Dallas 213
Singapore 173
Fairfield 169
Abidjan 161
Centro 153
New York 132
Wilmington 127
Hong Kong 111
Ann Arbor 108
San Mateo 92
Woodbridge 91
Lawrence 90
Princeton 90
Houston 87
Moscow 74
Seattle 71
Beijing 64
Hefei 59
Cambridge 55
Ancona 53
Los Angeles 44
The Dalles 44
Kazan' 40
Turin 33
San Diego 31
London 28
Santa Clara 28
Brussels 26
Helsinki 25
Munich 25
São Paulo 24
Guangzhou 20
Chicago 19
Buffalo 18
Shanghai 18
Frankfurt am Main 16
Kyjov 16
Rome 16
Washington 16
Secaucus 15
Hanoi 14
Ho Chi Minh City 14
Milan 13
Council Bluffs 12
Johannesburg 11
Pune 11
San Francisco 11
Brooklyn 10
Norwalk 10
Seoul 10
Stockholm 10
Tokyo 10
Tolentino 10
Warsaw 10
Bologna 9
Jiaxing 9
Ascoli Piceno 8
Cedar Knolls 8
Easley 8
Osaka 8
Paris 8
Recanati 8
San Jose 8
Suzuka 8
Wuhan 8
Amsterdam 7
Phoenix 7
Rio de Janeiro 7
Salerno 7
Salt Lake City 7
Atlanta 6
Auburn Hills 6
Central District 6
Curitiba 6
Dong Ket 6
Elk Grove Village 6
Marche 6
Montreal 6
Ottawa 6
Poplar 6
St Petersburg 6
Boston 5
Brasília 5
Buenos Aires 5
Casalecchio di Reno 5
Chennai 5
Denver 5
Falconara Marittima 5
Hortolândia 5
Izmir 5
Jinhua 5
Manchester 5
Nairobi 5
Offanengo 5
Totale 5.143
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Nome #
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 225
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 179
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 173
" 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 165
" 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 146
" On a variational formulation used in credit risk modeling". 145
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 144
"A characterization of convex premium principles" 136
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 134
" 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 133
A Filtering Problem for the Stein and Stein Stochastic volatility model 130
Computing survival probabilities based on stochastic differential models 129
From insurance risk to credit portfolio management: A new approach to pricing CDOs 124
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 122
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 122
"The constant elasticity of variance model: calibration, test and evidence from the Italian equity market" 117
Quantitative Methods in Economics and Finance 114
"Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions" 113
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization 109
"Algoritmi per punti interni nella programmazione lineare comparazione delle traiettorie percorse" 109
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 109
Modeling CDS spreads: A comparison of some hybrid approaches 109
"On some nonlinear boundary value problem on the Poincaré disc with discontinuous data II" 107
"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 105
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach 105
"Una caratterizzazione di un indice equivalente al valore attuale" 104
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni integro-differenziali lineari" 104
"Sulla generazione pseudocasuale di sistemi di equazioni e disequazioni lineari" Istituto di Matematica e Statistica- N.53 Universita' degli Studi di Ancona 1993 103
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 103
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 102
"The Constant Elasticity of Variance model:calibration, test and evidence from the Italian equity market" Quaderno del Dipartimento di Scienze Sociali, N. 35 - 2009 101
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 100
"Fractional programming and Characterization of some Vertices of the Feasible Region" 100
"Pseudorandom generation of linear constraints in optimal problems" 99
"A New Method to Price Double Barrier Options" 99
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance 98
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 97
"A Characterization for a Class of Actuarial Risk Measures” 96
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 96
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 96
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 92
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 92
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 91
"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 91
“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” 90
"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 90
"Su alcuni problemi della didattica universitaria" Istituto di Matematica e Statistica, N. 8 -Universita' degli Studi di Ancona- 1987 88
"Un teorema di esistenza e unicità per la soluzione della equazione di Helmholtz all'esterno di un poliedro" 88
"Ottimo di una funzione frazionaria lineare su una sfera di spazio affine" 86
"Aspetti matematici e gestionali della teoria delle opzioni finanziarie" 86
"A hybrid method for pricing European options based on multiple assets with transaction costs” 86
"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 86
A NOTE ON FERGUSSON AND PLATEN: APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 86
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 85
A very fast and accurate boundary element method for options wit hmoving barrier and time-dependent rebate 85
An operator splitting harmonic differential quadrature approach to solve the Young's model for life insurance risk 83
“A simple model of catastrophe insurance futures pricing and weather forecast” 81
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 81
"Representation for some coherent insurance prices by C.T.E.” Quaderno Istituto De.F.In.- N.4 -Anno III - ANCONA 2003 80
MATEMATICA GENERALE - Esercizi d'esame minutamente svolti 80
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 80
An interior point algorithm for global optimal solutions and KKT points 77
"Pricing double-barrier options using the boundary element method" Quaderno del Dipartimento di Scienze Sociali, N.33 - 2009 76
Valuing risky debt: A new model combining structural information with the reduced-form approach 76
A hybrid method for pricing European options based on multiple assets 76
"Optimization of A Linear Fractional Function on a Hypersphere of an Affine Space" 76
“Schedule optimization in a deregulation train transportation system” 75
"Su un indice di ordinamento per particolari sottoinsiemi di Rn " Istituto di Matematica e Statistica, N. 16- Universita' degli Studi di Ancona- 1988 75
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time 74
"Pricing european derivatives based on the one factor Libor Market Model of interest rates" 74
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology 73
Pricing path-dependent options with stochastic volatility 72
"PROGRAMMAZIONE FRAZIONARIA: SOLUZIONI DI LIVELLO E MOLTIPLICATORI DI LAGRANGE" Istituto di Matematica e Statistica, N.32 -Universita' degli Studi di Ancona- 1990 72
"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 72
Upper and lower bounds in Quadratic Maximization with Integer Constraints 72
RISCONTRO EMPIRICO DELLA TEORIA DELLE OPZIONI 71
"The Reconstruction of a Platonic Solid from Acoustic Scattering Data" Istituto di Matematica e Statistica, N.60 - Universita' degli Studi di Ancona- 1995 69
"The Heston shochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the italian financial market". 67
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 67
"On characterization of convex premium principles" Department of Applied Mathematics N.142 - University of Venice 2006 67
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion 67
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008 66
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 66
Valuing investment projects under interest rate risk: empirical evidence from European firms 65
"Monotonic variable-metric algorithm for linearly constrained nonlinear programming" 62
"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 62
"Una caratterizzazzione di un indice equivalente al valore attuale" Istituto di Matematica e Statistica- N.9 Universita' degli Studi di Ancona 1987 62
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 60
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 58
"On a variational formulation used in credit risk modeling" Quaderno del Dipartimento di Scienze Sociali, N.36 - 2009 57
"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 57
"The direct and inverse problem for two dimensional turbulent diffusion" 57
Multivariate GARCH models with spherical parameterizations: an oil price application 49
null 35
The impact of the interest rate volatility in the valuation of investment strategies 35
Totale 8.848
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Categoria #
all - tutte 38.956
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 38.956
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021780 0 0 0 0 127 60 127 65 118 62 134 87
2021/2022697 31 207 3 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
2025/20261.298 339 230 214 462 53 0 0 0 0 0 0 0
Totale 8.848