IRIS
PACELLI, Graziella
 Distribuzione geografica
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Continente #
EU - Europa 8.365
NA - Nord America 4.964
AS - Asia 2.436
SA - Sud America 452
AF - Africa 243
OC - Oceania 6
Continente sconosciuto - Info sul continente non disponibili 4
Totale 16.470
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Nazione #
RU - Federazione Russa 5.712
US - Stati Uniti d'America 4.900
SG - Singapore 777
IT - Italia 671
VN - Vietnam 533
UA - Ucraina 448
CN - Cina 369
BR - Brasile 345
SE - Svezia 304
DE - Germania 259
IE - Irlanda 225
TR - Turchia 186
DK - Danimarca 169
FR - Francia 164
HK - Hong Kong 164
CI - Costa d'Avorio 163
GB - Regno Unito 140
FI - Finlandia 131
KR - Corea 100
IN - India 63
JP - Giappone 46
BD - Bangladesh 31
AR - Argentina 29
MX - Messico 28
ZA - Sudafrica 27
BE - Belgio 26
CA - Canada 24
IQ - Iraq 23
PH - Filippine 23
NL - Olanda 22
ES - Italia 19
PK - Pakistan 19
CZ - Repubblica Ceca 18
EC - Ecuador 17
CO - Colombia 16
CL - Cile 15
ID - Indonesia 15
AE - Emirati Arabi Uniti 14
PL - Polonia 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
LU - Lussemburgo 6
TN - Tunisia 6
IL - Israele 5
PE - Perù 5
TH - Thailandia 5
AL - Albania 4
BG - Bulgaria 4
CH - Svizzera 4
EU - Europa 4
KZ - Kazakistan 4
PY - Paraguay 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
LT - Lituania 3
MY - Malesia 3
PT - Portogallo 3
SN - Senegal 3
TW - Taiwan 3
AO - Angola 2
AZ - Azerbaigian 2
CR - Costa Rica 2
ET - Etiopia 2
GE - Georgia 2
GR - Grecia 2
GY - Guiana 2
JM - Giamaica 2
KG - Kirghizistan 2
MD - Moldavia 2
MM - Myanmar 2
NZ - Nuova Zelanda 2
PA - Panama 2
SR - Suriname 2
BH - Bahrain 1
BN - Brunei Darussalam 1
CG - Congo 1
DM - Dominica 1
DO - Repubblica Dominicana 1
GH - Ghana 1
GN - Guinea 1
GQ - Guinea Equatoriale 1
GT - Guatemala 1
HN - Honduras 1
HU - Ungheria 1
IR - Iran 1
KH - Cambogia 1
LB - Libano 1
LI - Liechtenstein 1
Totale 16.458
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Città #
Ashburn 573
Chandler 480
Jacksonville 449
Singapore 443
Des Moines 291
San Jose 273
Boardman 242
Dublin 224
Dallas 214
Fairfield 169
Abidjan 163
Ho Chi Minh City 161
Centro 153
Hong Kong 149
New York 144
Wilmington 127
Moscow 125
Ann Arbor 108
Hanoi 107
San Mateo 92
Woodbridge 91
Lawrence 90
Princeton 90
Houston 88
The Dalles 82
Beijing 81
Lauterbourg 81
Los Angeles 73
Seattle 71
Hefei 59
Ancona 56
Cambridge 55
Buffalo 42
Helsinki 40
Kazan' 40
Santa Clara 40
Council Bluffs 35
São Paulo 34
Orem 33
Turin 33
London 31
San Diego 31
Milan 29
Brussels 26
Munich 25
Chicago 24
Da Nang 24
Frankfurt am Main 22
Secaucus 21
Guangzhou 20
Rome 19
Shanghai 19
Johannesburg 17
Kyjov 16
Washington 16
Chennai 14
Tokyo 14
Brooklyn 13
Haiphong 13
Stockholm 13
Warsaw 13
Amsterdam 11
Atlanta 11
Denver 11
Pune 11
San Francisco 11
Bologna 10
Manchester 10
Norwalk 10
Paris 10
Phoenix 10
Quito 10
Rio de Janeiro 10
Seoul 10
Tolentino 10
Baghdad 9
Jiaxing 9
Miano 9
Montreal 9
Poplar 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
Wuhan 8
Amman 7
Ankara 7
Boston 7
Curitiba 7
Dhaka 7
Elk Grove Village 7
Hortolândia 7
Hải Dương 7
Nairobi 7
Totale 6.662
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Nome #
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 931
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 902
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 881
" 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 856
" 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 834
" On a variational formulation used in credit risk modeling". 827
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 826
" 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 816
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 188
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization 178
"A characterization of convex premium principles" 168
A Filtering Problem for the Stein and Stein Stochastic volatility model 163
Computing survival probabilities based on stochastic differential models 159
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 155
"Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions" 151
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance 145
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 143
"On some nonlinear boundary value problem on the Poincaré disc with discontinuous data II" 142
From insurance risk to credit portfolio management: A new approach to pricing CDOs 141
Quantitative Methods in Economics and Finance 141
"The constant elasticity of variance model: calibration, test and evidence from the Italian equity market" 135
"Algoritmi per punti interni nella programmazione lineare comparazione delle traiettorie percorse" 134
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 134
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 132
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 131
Modeling CDS spreads: A comparison of some hybrid approaches 130
"Sulla generazione pseudocasuale di sistemi di equazioni e disequazioni lineari" Istituto di Matematica e Statistica- N.53 Universita' degli Studi di Ancona 1993 128
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 128
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni integro-differenziali lineari" 128
"A Characterization for a Class of Actuarial Risk Measures” 127
"Una caratterizzazione di un indice equivalente al valore attuale" 127
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 125
"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 125
"Aspetti matematici e gestionali della teoria delle opzioni finanziarie" 123
"A New Method to Price Double Barrier Options" 122
"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 122
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 122
"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 121
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 120
"Fractional programming and Characterization of some Vertices of the Feasible Region" 120
"Pseudorandom generation of linear constraints in optimal problems" 120
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach 118
"A hybrid method for pricing European options based on multiple assets with transaction costs” 117
"Ottimo di una funzione frazionaria lineare su una sfera di spazio affine" 116
“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” 116
"The Constant Elasticity of Variance model:calibration, test and evidence from the Italian equity market" Quaderno del Dipartimento di Scienze Sociali, N. 35 - 2009 116
"Su alcuni problemi della didattica universitaria" Istituto di Matematica e Statistica, N. 8 -Universita' degli Studi di Ancona- 1987 114
MATEMATICA GENERALE - Esercizi d'esame minutamente svolti 114
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 114
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 114
"Un teorema di esistenza e unicità per la soluzione della equazione di Helmholtz all'esterno di un poliedro" 112
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 111
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 109
"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 108
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 107
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time 106
"Optimization of A Linear Fractional Function on a Hypersphere of an Affine Space" 106
A very fast and accurate boundary element method for options wit hmoving barrier and time-dependent rebate 105
“Schedule optimization in a deregulation train transportation system” 104
A hybrid method for pricing European options based on multiple assets 103
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 102
A NOTE ON FERGUSSON AND PLATEN: APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 101
An operator splitting harmonic differential quadrature approach to solve the Young's model for life insurance risk 100
“A simple model of catastrophe insurance futures pricing and weather forecast” 99
"Pricing double-barrier options using the boundary element method" Quaderno del Dipartimento di Scienze Sociali, N.33 - 2009 99
"Pricing european derivatives based on the one factor Libor Market Model of interest rates" 98
Multivariate GARCH models with spherical parameterizations: an oil price application 97
"Su un indice di ordinamento per particolari sottoinsiemi di Rn " Istituto di Matematica e Statistica, N. 16- Universita' degli Studi di Ancona- 1988 97
"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 96
Valuing risky debt: A new model combining structural information with the reduced-form approach 94
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 93
"Representation for some coherent insurance prices by C.T.E.” Quaderno Istituto De.F.In.- N.4 -Anno III - ANCONA 2003 93
"The Reconstruction of a Platonic Solid from Acoustic Scattering Data" Istituto di Matematica e Statistica, N.60 - Universita' degli Studi di Ancona- 1995 93
RISCONTRO EMPIRICO DELLA TEORIA DELLE OPZIONI 92
"On characterization of convex premium principles" Department of Applied Mathematics N.142 - University of Venice 2006 91
Pricing path-dependent options with stochastic volatility 90
"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 90
"The Heston shochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the italian financial market". 89
"PROGRAMMAZIONE FRAZIONARIA: SOLUZIONI DI LIVELLO E MOLTIPLICATORI DI LAGRANGE" Istituto di Matematica e Statistica, N.32 -Universita' degli Studi di Ancona- 1990 89
An interior point algorithm for global optimal solutions and KKT points 89
Upper and lower bounds in Quadratic Maximization with Integer Constraints 88
"Monotonic variable-metric algorithm for linearly constrained nonlinear programming" 85
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008 85
Valuing investment projects under interest rate risk: empirical evidence from European firms 85
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology 84
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion 84
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 82
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 81
"On a variational formulation used in credit risk modeling" Quaderno del Dipartimento di Scienze Sociali, N.36 - 2009 81
"Una caratterizzazzione di un indice equivalente al valore attuale" Istituto di Matematica e Statistica- N.9 Universita' degli Studi di Ancona 1987 81
"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 78
"The direct and inverse problem for two dimensional turbulent diffusion" 74
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 71
The impact of the interest rate volatility in the valuation of investment strategies 50
null 35
Heterogeneous traders: endogenous uncertainty in financial markets 35
Investment valuation of photovoltaic and energy storage systems for diverse energy communities: A real option approach 17
Totale 16.599
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Categoria #
all - tutte 50.695
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 50.695
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202187 0 0 0 0 0 0 0 0 0 0 0 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
2025/20269.049 339 230 214 462 340 300 705 444 5.462 336 103 114
Totale 16.599