IRIS
PACELLI, Graziella
 Distribuzione geografica
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Continente #
NA - Nord America 4.253
EU - Europa 2.753
AS - Asia 1.549
SA - Sud America 324
AF - Africa 196
OC - Oceania 6
Continente sconosciuto - Info sul continente non disponibili 4
Totale 9.085
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Nazione #
US - Stati Uniti d'America 4.215
IT - Italia 607
SG - Singapore 597
UA - Ucraina 443
CN - Cina 330
RU - Federazione Russa 329
SE - Svezia 302
BR - Brasile 270
DE - Germania 245
IE - Irlanda 225
TR - Turchia 178
DK - Danimarca 168
CI - Costa d'Avorio 161
GB - Regno Unito 130
HK - Hong Kong 119
FI - Finlandia 115
KR - Corea 98
VN - Vietnam 81
FR - Francia 75
JP - Giappone 42
IN - India 34
BE - Belgio 26
CA - Canada 20
NL - Olanda 19
AR - Argentina 18
CZ - Repubblica Ceca 18
BD - Bangladesh 16
MX - Messico 12
PL - Polonia 12
ZA - Sudafrica 12
ID - Indonesia 11
AE - Emirati Arabi Uniti 10
ES - Italia 9
NG - Nigeria 9
CO - Colombia 8
CL - Cile 7
AT - Austria 6
EC - Ecuador 6
LU - Lussemburgo 6
IQ - Iraq 5
KE - Kenya 5
PK - Pakistan 5
BG - Bulgaria 4
EU - Europa 4
MA - Marocco 4
AU - Australia 3
BO - Bolivia 3
IL - Israele 3
LT - Lituania 3
PE - Perù 3
PT - Portogallo 3
TN - Tunisia 3
AM - Armenia 2
AZ - Azerbaigian 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
VE - Venezuela 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
HU - Ungheria 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
SR - Suriname 1
Totale 9.085
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Città #
Chandler 480
Jacksonville 449
Ashburn 393
Singapore 312
Des Moines 291
Boardman 242
Dublin 224
Dallas 213
Fairfield 169
Abidjan 161
Centro 153
New York 138
Wilmington 127
Hong Kong 111
Ann Arbor 108
San Mateo 92
Woodbridge 91
Lawrence 90
Princeton 90
Houston 88
Beijing 74
Moscow 74
Seattle 71
Los Angeles 60
Hefei 59
Cambridge 55
Ancona 54
The Dalles 49
Buffalo 42
Kazan' 40
Turin 33
San Diego 31
London 30
Santa Clara 29
Ho Chi Minh City 27
Brussels 26
Helsinki 25
Munich 25
São Paulo 25
Guangzhou 20
Chicago 19
Shanghai 18
Hanoi 17
Frankfurt am Main 16
Kyjov 16
Rome 16
Washington 16
Secaucus 15
Milan 13
Council Bluffs 12
Brooklyn 11
Johannesburg 11
Pune 11
San Francisco 11
Stockholm 11
Warsaw 11
Norwalk 10
Seoul 10
Tokyo 10
Tolentino 10
Bologna 9
Jiaxing 9
Montreal 9
Phoenix 9
Poplar 9
Amsterdam 8
Ascoli Piceno 8
Cedar Knolls 8
Easley 8
Osaka 8
Paris 8
Recanati 8
San Jose 8
Suzuka 8
Wuhan 8
Atlanta 7
Rio de Janeiro 7
Salerno 7
Salt Lake City 7
Auburn Hills 6
Boston 6
Central District 6
Chennai 6
Curitiba 6
Denver 6
Dong Ket 6
Elk Grove Village 6
Manchester 6
Marche 6
Ottawa 6
St Petersburg 6
Ankara 5
Brasília 5
Buenos Aires 5
Casalecchio di Reno 5
Falconara Marittima 5
Hortolândia 5
Izmir 5
Jinhua 5
Nairobi 5
Totale 5.405
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Nome #
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 229
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 188
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 183
" 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 174
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 152
" On a variational formulation used in credit risk modeling". 150
" 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 149
"A characterization of convex premium principles" 143
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 143
" 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 138
Computing survival probabilities based on stochastic differential models 136
A Filtering Problem for the Stein and Stein Stochastic volatility model 135
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 128
From insurance risk to credit portfolio management: A new approach to pricing CDOs 127
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 125
"Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions" 123
"The constant elasticity of variance model: calibration, test and evidence from the Italian equity market" 121
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization 118
Quantitative Methods in Economics and Finance 116
"Algoritmi per punti interni nella programmazione lineare comparazione delle traiettorie percorse" 114
Modeling CDS spreads: A comparison of some hybrid approaches 112
"On some nonlinear boundary value problem on the Poincaré disc with discontinuous data II" 111
"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 111
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 111
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 108
"Sulla generazione pseudocasuale di sistemi di equazioni e disequazioni lineari" Istituto di Matematica e Statistica- N.53 Universita' degli Studi di Ancona 1993 108
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 108
"Una caratterizzazione di un indice equivalente al valore attuale" 107
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 107
"The Constant Elasticity of Variance model:calibration, test and evidence from the Italian equity market" Quaderno del Dipartimento di Scienze Sociali, N. 35 - 2009 105
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach 105
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni integro-differenziali lineari" 105
"A New Method to Price Double Barrier Options" 104
"Pseudorandom generation of linear constraints in optimal problems" 103
"Fractional programming and Characterization of some Vertices of the Feasible Region" 102
"A Characterization for a Class of Actuarial Risk Measures” 100
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 100
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 99
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 99
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance 99
"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 98
"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 98
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 97
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 96
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 95
"Aspetti matematici e gestionali della teoria delle opzioni finanziarie" 94
“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” 91
"Su alcuni problemi della didattica universitaria" Istituto di Matematica e Statistica, N. 8 -Universita' degli Studi di Ancona- 1987 91
"Un teorema di esistenza e unicità per la soluzione della equazione di Helmholtz all'esterno di un poliedro" 91
"A hybrid method for pricing European options based on multiple assets with transaction costs” 90
"Ottimo di una funzione frazionaria lineare su una sfera di spazio affine" 89
"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 88
A NOTE ON FERGUSSON AND PLATEN: APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 88
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 87
A very fast and accurate boundary element method for options wit hmoving barrier and time-dependent rebate 86
An operator splitting harmonic differential quadrature approach to solve the Young's model for life insurance risk 85
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 84
“A simple model of catastrophe insurance futures pricing and weather forecast” 83
"Representation for some coherent insurance prices by C.T.E.” Quaderno Istituto De.F.In.- N.4 -Anno III - ANCONA 2003 83
MATEMATICA GENERALE - Esercizi d'esame minutamente svolti 82
"Pricing double-barrier options using the boundary element method" Quaderno del Dipartimento di Scienze Sociali, N.33 - 2009 81
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 81
A hybrid method for pricing European options based on multiple assets 80
"Su un indice di ordinamento per particolari sottoinsiemi di Rn " Istituto di Matematica e Statistica, N. 16- Universita' degli Studi di Ancona- 1988 79
An interior point algorithm for global optimal solutions and KKT points 79
“Schedule optimization in a deregulation train transportation system” 78
Valuing risky debt: A new model combining structural information with the reduced-form approach 78
"Optimization of A Linear Fractional Function on a Hypersphere of an Affine Space" 78
"PROGRAMMAZIONE FRAZIONARIA: SOLUZIONI DI LIVELLO E MOLTIPLICATORI DI LAGRANGE" Istituto di Matematica e Statistica, N.32 -Universita' degli Studi di Ancona- 1990 77
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time 76
"Pricing european derivatives based on the one factor Libor Market Model of interest rates" 76
Pricing path-dependent options with stochastic volatility 75
"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 75
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology 75
RISCONTRO EMPIRICO DELLA TEORIA DELLE OPZIONI 73
"The Reconstruction of a Platonic Solid from Acoustic Scattering Data" Istituto di Matematica e Statistica, N.60 - Universita' degli Studi di Ancona- 1995 73
Upper and lower bounds in Quadratic Maximization with Integer Constraints 73
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion 71
"The Heston shochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the italian financial market". 70
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 70
"On characterization of convex premium principles" Department of Applied Mathematics N.142 - University of Venice 2006 70
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008 68
Valuing investment projects under interest rate risk: empirical evidence from European firms 68
"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 67
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 67
"Una caratterizzazzione di un indice equivalente al valore attuale" Istituto di Matematica e Statistica- N.9 Universita' degli Studi di Ancona 1987 63
"Monotonic variable-metric algorithm for linearly constrained nonlinear programming" 62
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 61
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 61
"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 59
"On a variational formulation used in credit risk modeling" Quaderno del Dipartimento di Scienze Sociali, N.36 - 2009 58
"The direct and inverse problem for two dimensional turbulent diffusion" 57
Multivariate GARCH models with spherical parameterizations: an oil price application 54
The impact of the interest rate volatility in the valuation of investment strategies 38
null 35
Heterogeneous traders: endogenous uncertainty in financial markets 10
Totale 9.208
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Categoria #
all - tutte 39.876
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 39.876
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021653 0 0 0 0 0 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
2025/20261.658 339 230 214 462 340 73 0 0 0 0 0 0
Totale 9.208