IRIS
PACELLI, Graziella
 Distribuzione geografica
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Continente #
NA - Nord America 3.378
EU - Europa 2.542
AS - Asia 864
AF - Africa 147
SA - Sud America 102
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 3
Totale 7.040
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Nazione #
US - Stati Uniti d'America 3.366
IT - Italia 582
UA - Ucraina 442
SE - Svezia 291
RU - Federazione Russa 278
IE - Irlanda 224
DE - Germania 220
SG - Singapore 213
CN - Cina 177
TR - Turchia 173
DK - Danimarca 168
CI - Costa d'Avorio 131
HK - Hong Kong 117
FI - Finlandia 113
KR - Corea 98
BR - Brasile 92
GB - Regno Unito 89
FR - Francia 64
JP - Giappone 33
BE - Belgio 26
IN - India 19
CZ - Repubblica Ceca 17
NG - Nigeria 9
AE - Emirati Arabi Uniti 8
CA - Canada 8
LU - Lussemburgo 6
VN - Vietnam 6
NL - Olanda 5
AR - Argentina 4
BG - Bulgaria 4
EU - Europa 4
AT - Austria 3
KE - Kenya 3
PK - Pakistan 3
PT - Portogallo 3
AM - Armenia 2
AU - Australia 2
BD - Bangladesh 2
CH - Svizzera 2
CL - Cile 2
ES - Italia 2
IQ - Iraq 2
KG - Kirghizistan 2
MX - Messico 2
TN - Tunisia 2
AO - Angola 1
AZ - Azerbaigian 1
BH - Bahrain 1
BN - Brunei Darussalam 1
BO - Bolivia 1
CO - Colombia 1
DO - Repubblica Dominicana 1
GE - Georgia 1
IL - Israele 1
IR - Iran 1
JO - Giordania 1
KZ - Kazakistan 1
LI - Liechtenstein 1
LT - Lituania 1
MA - Marocco 1
NZ - Nuova Zelanda 1
PA - Panama 1
PL - Polonia 1
PY - Paraguay 1
SA - Arabia Saudita 1
UY - Uruguay 1
Totale 7.040
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Città #
Chandler 480
Jacksonville 448
Des Moines 291
Boardman 242
Dublin 223
Ashburn 185
Fairfield 169
Centro 153
Abidjan 131
Wilmington 125
Hong Kong 109
Ann Arbor 108
New York 99
San Mateo 92
Singapore 92
Woodbridge 91
Lawrence 90
Princeton 90
Houston 84
Moscow 74
Seattle 71
Cambridge 55
Ancona 52
San Diego 31
Turin 29
Brussels 26
The Dalles 26
Helsinki 25
Guangzhou 20
Shanghai 18
Frankfurt am Main 16
Kyjov 16
Rome 16
Washington 16
London 14
Santa Clara 14
Milan 13
Pune 11
Buffalo 10
Norwalk 10
Seoul 10
Tolentino 10
Bologna 9
Jiaxing 9
Secaucus 9
Ascoli Piceno 8
Beijing 8
Cedar Knolls 8
Easley 8
Osaka 8
San Jose 8
Suzuka 8
Wuhan 8
Dallas 7
Los Angeles 7
Recanati 7
Salerno 7
Auburn Hills 6
Central District 6
Dong Ket 6
Marche 6
Ottawa 6
São Paulo 6
Casalecchio di Reno 5
Falconara Marittima 5
Izmir 5
Jinhua 5
Offanengo 5
Pesaro 5
San Severino Marche 5
Spoltore 5
Fano 4
Fermo 4
Florence 4
Wuxi 4
Acton 3
Amsterdam 3
Bisceglie 3
Borore 3
Buenos Aires 3
Chiaravalle 3
Corridonia 3
Curitiba 3
Hanover 3
Heze 3
Luxembourg 3
L’Aquila 3
Manaus 3
Montorio al Vomano 3
Nairobi 3
New Bedfont 3
Nocera Inferiore 3
Venezia 3
Vienna 3
Acerra 2
Berlin 2
Bishkek 2
Borgo San Lorenzo 2
Borgomanero 2
Chicago 2
Totale 4.165
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Nome #
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 181
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 139
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 133
" 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 127
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 121
"A characterization of convex premium principles" 111
" 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 111
Quantitative Methods in Economics and Finance 106
" On a variational formulation used in credit risk modeling". 105
A Filtering Problem for the Stein and Stein Stochastic volatility model 103
" 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 101
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 101
"On some nonlinear boundary value problem on the Poincaré disc with discontinuous data II" 99
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 97
Modeling CDS spreads: A comparison of some hybrid approaches 97
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni integro-differenziali lineari" 97
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 96
Computing survival probabilities based on stochastic differential models 96
From insurance risk to credit portfolio management: A new approach to pricing CDOs 96
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach 96
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 95
"The constant elasticity of variance model: calibration, test and evidence from the Italian equity market" 94
"Una caratterizzazione di un indice equivalente al valore attuale" 93
"Fractional programming and Characterization of some Vertices of the Feasible Region" 89
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 88
"Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions" 87
"Pseudorandom generation of linear constraints in optimal problems" 86
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 86
"Algoritmi per punti interni nella programmazione lineare comparazione delle traiettorie percorse" 83
“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” 83
"Sulla generazione pseudocasuale di sistemi di equazioni e disequazioni lineari" Istituto di Matematica e Statistica- N.53 Universita' degli Studi di Ancona 1993 82
"Su alcuni problemi della didattica universitaria" Istituto di Matematica e Statistica, N. 8 -Universita' degli Studi di Ancona- 1987 81
"A New Method to Price Double Barrier Options" 78
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 77
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 77
"A Characterization for a Class of Actuarial Risk Measures” 76
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 76
“A simple model of catastrophe insurance futures pricing and weather forecast” 76
"The Constant Elasticity of Variance model:calibration, test and evidence from the Italian equity market" Quaderno del Dipartimento di Scienze Sociali, N. 35 - 2009 76
"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 76
"Un teorema di esistenza e unicità per la soluzione della equazione di Helmholtz all'esterno di un poliedro" 75
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 75
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 74
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 74
"Representation for some coherent insurance prices by C.T.E.” Quaderno Istituto De.F.In.- N.4 -Anno III - ANCONA 2003 71
MATEMATICA GENERALE - Esercizi d'esame minutamente svolti 71
"Optimization of A Linear Fractional Function on a Hypersphere of an Affine Space" 71
"Ottimo di una funzione frazionaria lineare su una sfera di spazio affine" 70
An operator splitting harmonic differential quadrature approach to solve the Young's model for life insurance risk 70
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance 70
“Schedule optimization in a deregulation train transportation system” 69
Valuing risky debt: A new model combining structural information with the reduced-form approach 69
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 69
"Su un indice di ordinamento per particolari sottoinsiemi di Rn " Istituto di Matematica e Statistica, N. 16- Universita' degli Studi di Ancona- 1988 68
"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 67
"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 67
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 67
A NOTE ON FERGUSSON AND PLATEN: APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 67
"Pricing european derivatives based on the one factor Libor Market Model of interest rates" 66
"A hybrid method for pricing European options based on multiple assets with transaction costs” 66
Pricing path-dependent options with stochastic volatility 65
"Aspetti matematici e gestionali della teoria delle opzioni finanziarie" 65
RISCONTRO EMPIRICO DELLA TEORIA DELLE OPZIONI 64
"PROGRAMMAZIONE FRAZIONARIA: SOLUZIONI DI LIVELLO E MOLTIPLICATORI DI LAGRANGE" Istituto di Matematica e Statistica, N.32 -Universita' degli Studi di Ancona- 1990 64
"Pricing double-barrier options using the boundary element method" Quaderno del Dipartimento di Scienze Sociali, N.33 - 2009 64
"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 63
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 63
A hybrid method for pricing European options based on multiple assets 61
Valuing investment projects under interest rate risk: empirical evidence from European firms 61
"The Heston shochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the italian financial market". 60
"The Reconstruction of a Platonic Solid from Acoustic Scattering Data" Istituto di Matematica e Statistica, N.60 - Universita' degli Studi di Ancona- 1995 60
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 60
A very fast and accurate boundary element method for options wit hmoving barrier and time-dependent rebate 60
"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 60
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 59
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008 59
"On characterization of convex premium principles" Department of Applied Mathematics N.142 - University of Venice 2006 59
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 56
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology 55
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time 54
"Monotonic variable-metric algorithm for linearly constrained nonlinear programming" 54
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 53
An interior point algorithm for global optimal solutions and KKT points 53
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion 53
"On a variational formulation used in credit risk modeling" Quaderno del Dipartimento di Scienze Sociali, N.36 - 2009 52
"Una caratterizzazzione di un indice equivalente al valore attuale" Istituto di Matematica e Statistica- N.9 Universita' degli Studi di Ancona 1987 52
"The direct and inverse problem for two dimensional turbulent diffusion" 52
"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 50
"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 50
Upper and lower bounds in Quadratic Maximization with Integer Constraints 49
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization 46
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 39
null 35
Multivariate GARCH models with spherical parameterizations: an oil price application 22
The impact of the interest rate volatility in the valuation of investment strategies 19
Totale 7.159
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Categoria #
all - tutte 33.141
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 33.141
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020124 0 0 0 0 0 0 0 0 0 5 5 114
2020/20211.079 40 116 141 2 127 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
2024/20251.247 243 126 110 37 42 21 147 39 385 97 0 0
Totale 7.159