IRIS
PACELLI, Graziella
 Distribuzione geografica
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Continente #
NA - Nord America 3.290
EU - Europa 2.213
AS - Asia 726
AF - Africa 143
SA - Sud America 5
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 3
Totale 6.384
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Nazione #
US - Stati Uniti d'America 3.280
IT - Italia 542
UA - Ucraina 441
SE - Svezia 291
IE - Irlanda 223
DE - Germania 218
SG - Singapore 204
CN - Cina 177
TR - Turchia 169
DK - Danimarca 168
CI - Costa d'Avorio 131
FI - Finlandia 112
KR - Corea 98
GB - Regno Unito 89
FR - Francia 64
JP - Giappone 33
BE - Belgio 26
CZ - Repubblica Ceca 17
IN - India 17
NG - Nigeria 9
AE - Emirati Arabi Uniti 8
CA - Canada 7
HK - Hong Kong 6
LU - Lussemburgo 6
VN - Vietnam 6
BG - Bulgaria 4
EU - Europa 4
AR - Argentina 3
KE - Kenya 3
NL - Olanda 3
AU - Australia 2
BR - Brasile 2
CH - Svizzera 2
ES - Italia 2
KG - Kirghizistan 2
MX - Messico 2
AM - Armenia 1
AT - Austria 1
AZ - Azerbaigian 1
BN - Brunei Darussalam 1
GE - Georgia 1
IL - Israele 1
IR - Iran 1
LI - Liechtenstein 1
LT - Lituania 1
NZ - Nuova Zelanda 1
PA - Panama 1
PL - Polonia 1
PT - Portogallo 1
Totale 6.384
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Città #
Chandler 480
Jacksonville 448
Des Moines 260
Boardman 242
Dublin 222
Ashburn 185
Fairfield 169
Centro 153
Abidjan 131
Wilmington 125
Ann Arbor 108
New York 99
San Mateo 92
Woodbridge 91
Lawrence 90
Princeton 90
Singapore 87
Houston 84
Seattle 71
Cambridge 55
San Diego 31
Turin 29
Ancona 27
Brussels 26
Helsinki 24
Guangzhou 20
Shanghai 18
Frankfurt am Main 16
Kyjov 16
Washington 16
London 14
Santa Clara 12
Milan 11
Pune 11
Norwalk 10
Rome 10
Seoul 10
Tolentino 10
Jiaxing 9
Ascoli Piceno 8
Beijing 8
Bologna 8
Buffalo 8
Cedar Knolls 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
Falconara Marittima 5
Jinhua 5
Offanengo 5
Pesaro 5
San Severino Marche 5
Spoltore 5
Fano 4
Fermo 4
Florence 4
Izmir 4
Secaucus 4
Wuxi 4
Acton 3
Bisceglie 3
Borore 3
Buenos Aires 3
Chiaravalle 3
Corridonia 3
Hanover 3
Heze 3
Luxembourg 3
L’Aquila 3
Montorio al Vomano 3
Nairobi 3
New Bedfont 3
Nocera Inferiore 3
Venezia 3
Acerra 2
Amsterdam 2
Berlin 2
Bishkek 2
Borgomanero 2
Casalecchio di Reno 2
Chicago 2
Chizhou 2
Dalsjoefors 2
Frohburg 2
Gurugram 2
Jinan 2
Kilburn 2
Lucca 2
Mexico 2
Molfetta 2
Totale 3.863
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Nome #
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 169
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 127
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 118
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 114
" 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 113
" 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 104
"A characterization of convex premium principles" 102
Quantitative Methods in Economics and Finance 101
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market 97
" On a variational formulation used in credit risk modeling". 94
From insurance risk to credit portfolio management: A new approach to pricing CDOs 94
" 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 93
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 92
A Filtering Problem for the Stein and Stein Stochastic volatility model 92
"On some nonlinear boundary value problem on the Poincaré disc with discontinuous data II" 91
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach 88
"The constant elasticity of variance model: calibration, test and evidence from the Italian equity market" 87
"Una maggiorazione sul numero degli autovalori isolati di una classe di sistemi di equazioni integro-differenziali lineari" 87
"Una caratterizzazione di un indice equivalente al valore attuale" 86
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 86
"Fractional programming and Characterization of some Vertices of the Feasible Region" 85
Computing survival probabilities based on stochastic differential models 85
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 84
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 82
"Pseudorandom generation of linear constraints in optimal problems" 81
"Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions" 81
"Sulla generazione pseudocasuale di sistemi di equazioni e disequazioni lineari" Istituto di Matematica e Statistica- N.53 Universita' degli Studi di Ancona 1993 80
The Changing Role of Salespeople and the Unchanging Feeling Toward Selling: Implications for the HEI Programs 80
"Algoritmi per punti interni nella programmazione lineare comparazione delle traiettorie percorse" 77
“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” 77
Modeling CDS spreads: A comparison of some hybrid approaches 77
"Su alcuni problemi della didattica universitaria" Istituto di Matematica e Statistica, N. 8 -Universita' degli Studi di Ancona- 1987 76
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 73
"The Constant Elasticity of Variance model:calibration, test and evidence from the Italian equity market" Quaderno del Dipartimento di Scienze Sociali, N. 35 - 2009 72
"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 72
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 71
"A New Method to Price Double Barrier Options" 71
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 69
“A simple model of catastrophe insurance futures pricing and weather forecast” 69
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 68
"Un teorema di esistenza e unicità per la soluzione della equazione di Helmholtz all'esterno di un poliedro" 68
"A Characterization for a Class of Actuarial Risk Measures” 67
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 67
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 66
MATEMATICA GENERALE - Esercizi d'esame minutamente svolti 66
An operator splitting harmonic differential quadrature approach to solve the Young's model for life insurance risk 66
"Ottimo di una funzione frazionaria lineare su una sfera di spazio affine" 65
"Representation for some coherent insurance prices by C.T.E.” Quaderno Istituto De.F.In.- N.4 -Anno III - ANCONA 2003 65
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 64
"Optimization of A Linear Fractional Function on a Hypersphere of an Affine Space" 64
“Schedule optimization in a deregulation train transportation system” 63
Valuing risky debt: A new model combining structural information with the reduced-form approach 63
"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 62
"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 62
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 62
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 62
A NOTE ON FERGUSSON AND PLATEN: APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS 62
Pricing path-dependent options with stochastic volatility 61
"Su un indice di ordinamento per particolari sottoinsiemi di Rn " Istituto di Matematica e Statistica, N. 16- Universita' degli Studi di Ancona- 1988 61
RISCONTRO EMPIRICO DELLA TEORIA DELLE OPZIONI 60
"Pricing european derivatives based on the one factor Libor Market Model of interest rates" 60
"Pricing double-barrier options using the boundary element method" Quaderno del Dipartimento di Scienze Sociali, N.33 - 2009 59
"Aspetti matematici e gestionali della teoria delle opzioni finanziarie" 59
"A hybrid method for pricing European options based on multiple assets with transaction costs” 59
"The Heston shochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the italian financial market". 58
"PROGRAMMAZIONE FRAZIONARIA: SOLUZIONI DI LIVELLO E MOLTIPLICATORI DI LAGRANGE" Istituto di Matematica e Statistica, N.32 -Universita' degli Studi di Ancona- 1990 58
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance 58
"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 56
Valuing investment projects under interest rate risk: empirical evidence from European firms 56
A very fast and accurate boundary element method for options wit hmoving barrier and time-dependent rebate 55
"Pricing defaultables bonds: a new model combining structural information with the reduced-form approach." Quaderno del Dipartimento di Scienze Sociali, N.23 - Ancona- 2008 54
"The Reconstruction of a Platonic Solid from Acoustic Scattering Data" Istituto di Matematica e Statistica, N.60 - Universita' degli Studi di Ancona- 1995 54
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 53
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology 53
"On characterization of convex premium principles" Department of Applied Mathematics N.142 - University of Venice 2006 52
An inverse problem for a class of two dimensional diffusion equation with piecewise constant coeffcients 52
"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 52
"Monotonic variable-metric algorithm for linearly constrained nonlinear programming" 51
A hybrid method for pricing European options based on multiple assets 51
"Una caratterizzazzione di un indice equivalente al valore attuale" Istituto di Matematica e Statistica- N.9 Universita' degli Studi di Ancona 1987 51
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion 50
An interior point algorithm for global optimal solutions and KKT points 49
"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 48
"On a variational formulation used in credit risk modeling" Quaderno del Dipartimento di Scienze Sociali, N.36 - 2009 48
"The direct and inverse problem for two dimensional turbulent diffusion" 48
"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 46
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 46
Upper and lower bounds in Quadratic Maximization with Integer Constraints 44
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 44
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time 42
null 35
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization 22
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models 16
The impact of the interest rate volatility in the valuation of investment strategies 11
Totale 6.491
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Categoria #
all - tutte 30.153
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 30.153
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020340 0 0 0 0 0 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
2023/2024905 153 19 41 156 130 165 15 40 20 19 30 117
2024/2025579 243 126 110 37 42 21 0 0 0 0 0 0
Totale 6.491