IRIS
PACELLI, Graziella
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
EU - Europa 8.314
NA - Nord America 4.805
AS - Asia 2.423
SA - Sud America 447
AF - Africa 243
OC - Oceania 6
Continente sconosciuto - Info sul continente non disponibili 4
Totale 16.242
Salva come PNG Salva come JPEG
Nazione #
RU - Federazione Russa 5.712
US - Stati Uniti d'America 4.743
SG - Singapore 767
IT - Italia 622
VN - Vietnam 533
UA - Ucraina 448
CN - Cina 366
BR - Brasile 342
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 130
KR - Corea 100
IN - India 63
JP - Giappone 46
BD - Bangladesh 31
AR - Argentina 27
MX - Messico 27
ZA - Sudafrica 27
BE - Belgio 26
CA - Canada 23
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
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
CH - Svizzera 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 16.230
Salva come PNG Salva come JPEG
Città #
Ashburn 536
Chandler 480
Jacksonville 449
Singapore 443
Des Moines 291
San Jose 248
Boardman 242
Dublin 224
Dallas 213
Fairfield 169
Abidjan 163
Ho Chi Minh City 161
Centro 153
Hong Kong 149
New York 143
Wilmington 127
Moscow 125
Ann Arbor 108
Hanoi 107
San Mateo 92
Woodbridge 91
Lawrence 90
Princeton 90
Houston 88
The Dalles 82
Lauterbourg 81
Beijing 80
Seattle 71
Los Angeles 69
Hefei 59
Ancona 55
Cambridge 55
Buffalo 42
Helsinki 40
Kazan' 40
Santa Clara 34
São Paulo 33
Turin 33
Orem 32
London 31
San Diego 31
Brussels 26
Munich 25
Da Nang 24
Chicago 23
Frankfurt am Main 22
Secaucus 21
Guangzhou 20
Rome 19
Shanghai 18
Council Bluffs 17
Johannesburg 17
Kyjov 16
Washington 16
Chennai 14
Tokyo 14
Haiphong 13
Milan 13
Stockholm 13
Warsaw 13
Brooklyn 12
Amsterdam 11
Pune 11
San Francisco 11
Atlanta 10
Bologna 10
Manchester 10
Norwalk 10
Paris 10
Phoenix 10
Quito 10
Seoul 10
Tolentino 10
Baghdad 9
Denver 9
Jiaxing 9
Montreal 9
Poplar 9
Rio de Janeiro 9
Ascoli Piceno 8
Can Tho 8
Cedar Knolls 8
Easley 8
Osaka 8
Recanati 8
Santiago 8
Suzuka 8
Thái Bình 8
Wuhan 8
Amman 7
Ankara 7
Curitiba 7
Dhaka 7
Elk Grove Village 7
Hortolândia 7
Hải Dương 7
Mexico City 7
Nairobi 7
Salerno 7
Salt Lake City 7
Totale 6.540
Salva come PNG Salva come JPEG
Nome #
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 920
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 899
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 876
" 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 854
" 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 831
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 824
" On a variational formulation used in credit risk modeling". 822
" 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 814
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 181
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization 171
"A characterization of convex premium principles" 163
A Filtering Problem for the Stein and Stein Stochastic volatility model 162
Computing survival probabilities based on stochastic differential models 156
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 152
"Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions" 149
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 141
From insurance risk to credit portfolio management: A new approach to pricing CDOs 140
Quantitative Methods in Economics and Finance 138
"On some nonlinear boundary value problem on the Poincaré disc with discontinuous data II" 137
"Algoritmi per punti interni nella programmazione lineare comparazione delle traiettorie percorse" 133
"The constant elasticity of variance model: calibration, test and evidence from the Italian equity market" 133
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 131
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 130
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 128
"Sulla generazione pseudocasuale di sistemi di equazioni e disequazioni lineari" Istituto di Matematica e Statistica- N.53 Universita' degli Studi di Ancona 1993 128
"A Characterization for a Class of Actuarial Risk Measures” 127
Modeling CDS spreads: A comparison of some hybrid approaches 127
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni integro-differenziali lineari" 127
"Una caratterizzazione di un indice equivalente al valore attuale" 125
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 124
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 124
"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 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 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
"Aspetti matematici e gestionali della teoria delle opzioni finanziarie" 121
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 120
"Pseudorandom generation of linear constraints in optimal problems" 119
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 118
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach 118
"Fractional programming and Characterization of some Vertices of the Feasible Region" 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
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance 116
"A hybrid method for pricing European options based on multiple assets with transaction costs” 115
“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” 114
"Su alcuni problemi della didattica universitaria" Istituto di Matematica e Statistica, N. 8 -Universita' degli Studi di Ancona- 1987 113
"Ottimo di una funzione frazionaria lineare su una sfera di spazio affine" 112
"Un teorema di esistenza e unicità per la soluzione della equazione di Helmholtz all'esterno di un poliedro" 112
MATEMATICA GENERALE - Esercizi d'esame minutamente svolti 112
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 111
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 111
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 110
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 107
"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 107
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time 106
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 106
“Schedule optimization in a deregulation train transportation system” 103
A very fast and accurate boundary element method for options wit hmoving barrier and time-dependent rebate 102
"Optimization of A Linear Fractional Function on a Hypersphere of an Affine Space" 102
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 101
A hybrid method for pricing European options based on multiple assets 100
“A simple model of catastrophe insurance futures pricing and weather forecast” 99
A NOTE ON FERGUSSON AND PLATEN: APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 99
"Pricing double-barrier options using the boundary element method" Quaderno del Dipartimento di Scienze Sociali, N.33 - 2009 98
An operator splitting harmonic differential quadrature approach to solve the Young's model for life insurance risk 98
"Pricing european derivatives based on the one factor Libor Market Model of interest rates" 97
"Su un indice di ordinamento per particolari sottoinsiemi di Rn " Istituto di Matematica e Statistica, N. 16- Universita' degli Studi di Ancona- 1988 96
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
"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 93
Multivariate GARCH models with spherical parameterizations: an oil price application 92
RISCONTRO EMPIRICO DELLA TEORIA DELLE OPZIONI 91
"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
"On characterization of convex premium principles" Department of Applied Mathematics N.142 - University of Venice 2006 90
Valuing risky debt: A new model combining structural information with the reduced-form approach 90
Pricing path-dependent options with stochastic volatility 89
"PROGRAMMAZIONE FRAZIONARIA: SOLUZIONI DI LIVELLO E MOLTIPLICATORI DI LAGRANGE" Istituto di Matematica e Statistica, N.32 -Universita' degli Studi di Ancona- 1990 89
Upper and lower bounds in Quadratic Maximization with Integer Constraints 88
An interior point algorithm for global optimal solutions and KKT points 87
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008 84
"The Heston shochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the italian financial market". 83
Valuing investment projects under interest rate risk: empirical evidence from European firms 83
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology 82
"Monotonic variable-metric algorithm for linearly constrained nonlinear programming" 81
"Una caratterizzazzione di un indice equivalente al valore attuale" Istituto di Matematica e Statistica- N.9 Universita' degli Studi di Ancona 1987 81
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion 81
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 80
"On a variational formulation used in credit risk modeling" Quaderno del Dipartimento di Scienze Sociali, N.36 - 2009 80
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 78
"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 76
"The direct and inverse problem for two dimensional turbulent diffusion" 72
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 32
Investment valuation of photovoltaic and energy storage systems for diverse energy communities: A real option approach 15
Totale 16.371
Salva come PNG Salva come JPEG
Categoria #
all - tutte 48.443
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 48.443
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021283 0 0 0 0 0 0 0 0 0 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
2025/20268.821 339 230 214 462 340 300 705 444 5.462 325 0 0
Totale 16.371