IRIS
MARIANI, Francesca
 Distribuzione geografica
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Continente #
NA - Nord America 1.895
EU - Europa 1.059
AS - Asia 171
Continente sconosciuto - Info sul continente non disponibili 4
SA - Sud America 4
AF - Africa 1
Totale 3.134
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Nazione #
US - Stati Uniti d'America 1.892
IT - Italia 280
UA - Ucraina 193
SE - Svezia 159
IE - Irlanda 129
DE - Germania 87
DK - Danimarca 69
GB - Regno Unito 58
TR - Turchia 58
SG - Singapore 38
FI - Finlandia 35
KR - Corea 31
CN - Cina 29
BE - Belgio 21
AT - Austria 9
FR - Francia 7
ES - Italia 5
JP - Giappone 5
CZ - Repubblica Ceca 4
EU - Europa 4
IN - India 4
AR - Argentina 3
CA - Canada 3
ID - Indonesia 3
RU - Federazione Russa 2
TW - Taiwan 2
BG - Bulgaria 1
BR - Brasile 1
CI - Costa d'Avorio 1
HK - Hong Kong 1
Totale 3.134
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Città #
Chandler 246
Jacksonville 212
Fairfield 146
Des Moines 130
Dublin 129
Ashburn 122
Ann Arbor 113
Wilmington 96
Woodbridge 90
Seattle 74
Boardman 63
Houston 58
Cambridge 56
Lawrence 54
Princeton 54
San Mateo 47
New York 42
Salerno 32
Centro 22
Brussels 21
San Diego 21
Beijing 19
Redmond 19
Ancona 18
Florence 16
London 10
Washington 9
Vienna 8
Milan 7
Rome 7
Fano 6
Los Angeles 6
Odense 6
Auburn Hills 5
Barañáin 5
Marche 5
Montecassiano 5
Tolentino 5
Turin 5
Campobasso 4
Fermo 4
Guangzhou 4
Helsinki 4
Norwalk 4
Orciano Di Pesaro 4
Bandung 3
Buenos Aires 3
Ottawa 3
Parma 3
Pescara 3
Pune 3
San Benedetto Del Tronto 3
Acerra 2
Ascoli Piceno 2
Bologna 2
Cagliari 2
Casalecchio di Reno 2
Chiswick 2
Città di Castello 2
Council Bluffs 2
Falconara Marittima 2
Frohburg 2
Hangzhou 2
Hostivice 2
Kyjov 2
Loreto 2
L’Aquila 2
Monterubbiano 2
Nanjing 2
New Bedfont 2
New Taipei 2
Padova 2
Santa Maria Nuova 2
Southwark 2
St Petersburg 2
Tremestieri Etneo 2
Abidjan 1
Acton 1
Alba 1
Alexandria 1
Asti 1
Caserta 1
Castelbellino 1
Castelplanio 1
Cedar Knolls 1
Chengdu 1
Chicago 1
Chieri 1
Easley 1
Falconara 1
Frankfurt am Main 1
Iesi 1
Kagoya 1
Kilburn 1
Kwun Tong 1
Laurel 1
Macerata 1
Manchester 1
Monmouth Junction 1
Monteprandone 1
Totale 2.106
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Nome #
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 101
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 100
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 96
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 92
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 90
A Filtering Problem for the Stein and Stein Stochastic volatility model 85
Blackouts in power transmission networks due to spatially localized load anomalies 82
Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds 80
Calibration of a multiscale stochastic volatility model using European option prices 79
A Video Game Based on Elementary Differential Equations 76
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 74
null 72
Parallel option pricing on GPU: barrier options and realized variance options 71
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 68
A Trading Execution Model Based on Mean Field Games and Optimal Control 68
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 67
null 63
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 62
A Video Game Based on Optimal Control and Elementary Statistics 62
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 62
Population matters: Identifying metropolitan sub-centers from diachronic density-distance curves, 1960-2010 62
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 61
null 61
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 60
A (critical) look to composite indicator construction for European Regions 56
The analysis of real data using a stochastic dynamical system able to model spiky prices 53
The use of statistical tests to calibrate the normal SABR model 53
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 53
The Barone-Adesi Whaley Formula to Price American Options Revisited 52
Systemic risk governance in a dynamical model of a banking system 52
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 52
A Cooperative Sensor Network: Optimal Deployment and Functioning 51
Corrosion detection in conducting boundaries 50
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 50
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 49
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 49
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 48
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 48
null 48
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 46
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices 46
A multiscale stochastic volatility model in mathematical finance 46
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 44
Stock return comovements and economic wealth conditions 43
Agglomeration economies and the spatial configuration of local labour systems in Italy 40
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 37
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 35
Normal and lognormal SABR and multi-scale SABR models: option pricing and calibration 34
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach 34
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 30
A software environment for the evaluation of medical images reconstruction methods 29
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 26
Longevity-risk-adjusted global age as a measure of well-being. 25
The role of social capital in economic performance across European regions 22
SDG COMPOSITE INDICATORS FOR MEDITERRANEAN COUNTRIES: A NEW THEORETICAL APPROACH 22
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset 21
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 18
Like Father Like Son? An Analysis of Opportunity and Discrimination in Tertiary Education for OECD Countries 13
Calibration in the "real world" of a partially specified stochastic volatility model 10
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach 6
Two in One: A New Tool to Combine Two Rankings Based on the Voronoi Diagram 6
null 4
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 2
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) 1
Unraveling population trends in Italy (1921-2021) with spatial econometrics 1
Totale 3.199
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Categoria #
all - tutte 15.289
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 15.289
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/201912 0 0 0 0 0 0 0 0 0 0 3 9
2019/2020323 9 3 35 12 45 1 51 1 56 12 30 68
2020/2021711 32 72 85 31 106 40 57 54 65 64 72 33
2021/2022475 29 118 12 24 9 19 31 48 17 24 68 76
2022/2023845 74 88 66 65 55 205 1 44 186 10 37 14
2023/2024458 96 19 31 67 86 79 25 37 3 15 0 0
Totale 3.199