PACELLI, Graziella
 Distribuzione geografica
Continente #
NA - Nord America 3.147
EU - Europa 2.082
AS - Asia 423
AF - Africa 12
SA - Sud America 5
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 3
Totale 5.676
Nazione #
US - Stati Uniti d'America 3.137
IT - Italia 485
UA - Ucraina 441
SE - Svezia 291
IE - Irlanda 222
DE - Germania 217
TR - Turchia 169
DK - Danimarca 168
FI - Finlandia 112
KR - Corea 98
GB - Regno Unito 84
SG - Singapore 83
JP - Giappone 33
BE - Belgio 26
CZ - Repubblica Ceca 17
IN - India 16
CI - Costa d'Avorio 11
CN - Cina 9
CA - Canada 7
HK - Hong Kong 6
LU - Lussemburgo 6
VN - Vietnam 6
EU - Europa 4
AR - Argentina 3
BG - Bulgaria 3
AU - Australia 2
BR - Brasile 2
CH - Svizzera 2
ES - Italia 2
FR - Francia 2
MX - Messico 2
NL - Olanda 2
AM - Armenia 1
BN - Brunei Darussalam 1
IR - Iran 1
LI - Liechtenstein 1
NG - Nigeria 1
NZ - Nuova Zelanda 1
PA - Panama 1
PT - Portogallo 1
Totale 5.676
Città #
Chandler 480
Jacksonville 448
Des Moines 260
Dublin 221
Ashburn 185
Fairfield 169
Centro 153
Boardman 149
Wilmington 125
Ann Arbor 108
New York 99
San Mateo 92
Woodbridge 91
Lawrence 90
Princeton 90
Houston 84
Seattle 71
Cambridge 55
San Diego 30
Turin 29
Brussels 26
Ancona 25
Helsinki 24
Frankfurt am Main 16
Kyjov 16
Washington 16
London 13
Abidjan 11
Pune 11
Milan 10
Norwalk 10
Seoul 10
Tolentino 10
Santa Clara 9
Ascoli Piceno 8
Cedar Knolls 8
Los Angeles 8
Osaka 8
San Jose 8
Suzuka 8
Bologna 7
Recanati 7
Rome 7
Salerno 7
Auburn Hills 6
Beijing 6
Central District 6
Dong Ket 6
Marche 6
Ottawa 6
Falconara Marittima 5
Offanengo 5
Pesaro 5
San Severino Marche 5
Fano 4
Florence 4
Izmir 4
Acton 3
Bisceglie 3
Buenos Aires 3
Chiaravalle 3
Corridonia 3
Hanover 3
Luxembourg 3
L’Aquila 3
New Bedfont 3
Secaucus 3
Venezia 3
Acerra 2
Amsterdam 2
Berlin 2
Borgomanero 2
Chicago 2
Dalsjoefors 2
Frohburg 2
Guangzhou 2
Gurugram 2
Kilburn 2
Mexico 2
Molfetta 2
Nardò 2
Numana 2
Osimo 2
Rieti 2
Saltara 2
San Benedetto del Tronto 2
San Vendemiano 2
Sant'elpidio A Mare 2
Serra 2
Abbiategrasso 1
Acqualagna 1
Ahmedabad 1
Auckland 1
Aversa 1
Bandar Seri Begawan 1
Bordighera 1
Brindisi 1
Buffalo 1
Castelfidardo 1
Cenicientos 1
Totale 3.466
Nome #
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 149
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 109
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 101
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 98
" 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 97
Quantitative Methods in Economics and Finance 95
"A characterization of convex premium principles" 93
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 92
From insurance risk to credit portfolio management: A new approach to pricing CDOs 89
"On some nonlinear boundary value problem on the Poincaré disc with discontinuous data II" 86
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 85
A Filtering Problem for the Stein and Stein Stochastic volatility model 85
" 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 85
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach 83
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni integro-differenziali lineari" 82
"Una caratterizzazione di un indice equivalente al valore attuale" 80
"Fractional programming and Characterization of some Vertices of the Feasible Region" 80
" On a variational formulation used in credit risk modeling". 79
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 78
" 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 78
"The constant elasticity of variance model: calibration, test and evidence from the Italian equity market" 78
Computing survival probabilities based on stochastic differential models 78
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 77
"Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions" 73
"Pseudorandom generation of linear constraints in optimal problems" 72
“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” 72
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 72
Modeling CDS spreads: A comparison of some hybrid approaches 72
"Sulla generazione pseudocasuale di sistemi di equazioni e disequazioni lineari" Istituto di Matematica e Statistica- N.53 Universita' degli Studi di Ancona 1993 71
"Su alcuni problemi della didattica universitaria" Istituto di Matematica e Statistica, N. 8 -Universita' degli Studi di Ancona- 1987 70
"Algoritmi per punti interni nella programmazione lineare comparazione delle traiettorie percorse" 68
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 68
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 65
"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 64
“A simple model of catastrophe insurance futures pricing and weather forecast” 63
"The Constant Elasticity of Variance model:calibration, test and evidence from the Italian equity market" Quaderno del Dipartimento di Scienze Sociali, N. 35 - 2009 63
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 63
An operator splitting harmonic differential quadrature approach to solve the Young's model for life insurance risk 62
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 62
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 61
"Un teorema di esistenza e unicità per la soluzione della equazione di Helmholtz all'esterno di un poliedro" 61
"A New Method to Price Double Barrier Options" 59
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 59
"Representation for some coherent insurance prices by C.T.E.” Quaderno Istituto De.F.In.- N.4 -Anno III - ANCONA 2003 59
MATEMATICA GENERALE - Esercizi d'esame minutamente svolti 59
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 59
"Ottimo di una funzione frazionaria lineare su una sfera di spazio affine" 58
Valuing risky debt: A new model combining structural information with the reduced-form approach 58
"A Characterization for a Class of Actuarial Risk Measures” 57
“Schedule optimization in a deregulation train transportation system” 57
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 57
"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 57
"Optimization of A Linear Fractional Function on a Hypersphere of an Affine Space" 57
"Su un indice di ordinamento per particolari sottoinsiemi di Rn " Istituto di Matematica e Statistica, N. 16- Universita' degli Studi di Ancona- 1988 56
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 56
A NOTE ON FERGUSSON AND PLATEN: APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 56
RISCONTRO EMPIRICO DELLA TEORIA DELLE OPZIONI 55
Pricing path-dependent options with stochastic volatility 54
"Pricing european derivatives based on the one factor Libor Market Model of interest rates" 54
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 54
"A hybrid method for pricing European options based on multiple assets with transaction costs” 54
"The Heston shochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the italian financial market". 53
"Pricing double-barrier options using the boundary element method" Quaderno del Dipartimento di Scienze Sociali, N.33 - 2009 53
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance 53
"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 52
Valuing investment projects under interest rate risk: empirical evidence from European firms 51
"The Reconstruction of a Platonic Solid from Acoustic Scattering Data" Istituto di Matematica e Statistica, N.60 - Universita' degli Studi di Ancona- 1995 50
A very fast and accurate boundary element method for options wit hmoving barrier and time-dependent rebate 50
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 48
"PROGRAMMAZIONE FRAZIONARIA: SOLUZIONI DI LIVELLO E MOLTIPLICATORI DI LAGRANGE" Istituto di Matematica e Statistica, N.32 -Universita' degli Studi di Ancona- 1990 48
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 47
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology 47
A hybrid method for pricing European options based on multiple assets 47
"Una caratterizzazzione di un indice equivalente al valore attuale" Istituto di Matematica e Statistica- N.9 Universita' degli Studi di Ancona 1987 47
"Monotonic variable-metric algorithm for linearly constrained nonlinear programming" 46
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008 46
"On characterization of convex premium principles" Department of Applied Mathematics N.142 - University of Venice 2006 46
"Aspetti matematici e gestionali della teoria delle opzioni finanziarie" 46
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion 46
"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 45
"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 45
"The direct and inverse problem for two dimensional turbulent diffusion" 45
An interior point algorithm for global optimal solutions and KKT points 44
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 43
"On a variational formulation used in credit risk modeling" Quaderno del Dipartimento di Scienze Sociali, N.36 - 2009 42
"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 41
"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 39
Upper and lower bounds in Quadratic Maximization with Integer Constraints 39
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 39
null 35
null 27
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 12
The impact of the interest rate volatility in the valuation of investment strategies 6
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization 3
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time 2
Totale 5.777
Categoria #
all - tutte 23.782
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 23.782


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201919 0 0 0 0 0 0 0 0 0 0 9 10
2019/2020540 1 6 94 5 94 4 101 11 100 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
2023/2024770 153 19 41 156 130 165 15 40 20 21 10 0
Totale 5.777