IRIS
MARIANI, Francesca
 Distribuzione geografica
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Continente #
NA - Nord America 1.898
EU - Europa 1.093
AS - Asia 324
AF - Africa 12
Continente sconosciuto - Info sul continente non disponibili 4
SA - Sud America 4
Totale 3.335
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Nazione #
US - Stati Uniti d'America 1.895
IT - Italia 307
UA - Ucraina 193
SE - Svezia 159
CN - Cina 147
IE - Irlanda 129
DE - Germania 87
DK - Danimarca 69
SG - Singapore 69
GB - Regno Unito 59
TR - Turchia 58
FI - Finlandia 35
KR - Corea 34
BE - Belgio 21
CI - Costa d'Avorio 12
AT - Austria 9
FR - Francia 8
CZ - Repubblica Ceca 5
ES - Italia 5
JP - Giappone 5
EU - Europa 4
IN - India 4
RU - Federazione Russa 4
AR - Argentina 3
CA - Canada 3
ID - Indonesia 3
NL - Olanda 2
TW - Taiwan 2
AE - Emirati Arabi Uniti 1
BG - Bulgaria 1
BR - Brasile 1
HK - Hong Kong 1
Totale 3.335
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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
Beijing 25
Ancona 24
Centro 22
Brussels 21
San Diego 21
Guangzhou 19
Redmond 19
Singapore 17
Florence 16
Abidjan 12
Shanghai 12
Wuhan 12
Rome 11
London 10
Milan 9
Washington 9
Vienna 8
Fano 6
Los Angeles 6
Odense 6
Tolentino 6
Auburn Hills 5
Barañáin 5
Marche 5
Montecassiano 5
Turin 5
Campobasso 4
Fermo 4
Helsinki 4
Norwalk 4
Orciano Di Pesaro 4
Seregno 4
St Petersburg 4
Wuxi 4
Bandung 3
Buenos Aires 3
Hangzhou 3
Jinhua 3
Montegranaro 3
Ottawa 3
Parma 3
Pescara 3
Pune 3
Quanzhou 3
San Benedetto Del Tronto 3
Acerra 2
Amsterdam 2
Ascoli Piceno 2
Bologna 2
Cagliari 2
Casalecchio di Reno 2
Chiswick 2
Città di Castello 2
Council Bluffs 2
Dongyang 2
Falconara Marittima 2
Frohburg 2
Hostivice 2
Jiaxing 2
Jinan 2
Kyjov 2
Loreto 2
L’Aquila 2
Macerata 2
Monterubbiano 2
Nanjing 2
New Bedfont 2
New Taipei 2
Padova 2
Ravenna 2
Santa Maria Nuova 2
Seocho-gu 2
Shenzhen 2
Southwark 2
Tremestieri Etneo 2
Acton 1
Alba 1
Alexandria 1
Asti 1
Caserta 1
Castelbellino 1
Castelplanio 1
Totale 2.212
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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" 107
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 105
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 99
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 97
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 93
A Filtering Problem for the Stein and Stein Stochastic volatility model 87
Blackouts in power transmission networks due to spatially localized load anomalies 86
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 83
Calibration of a multiscale stochastic volatility model using European option prices 82
A Video Game Based on Elementary Differential Equations 78
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 75
null 73
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 72
Parallel option pricing on GPU: barrier options and realized variance options 72
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 71
A Trading Execution Model Based on Mean Field Games and Optimal Control 70
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 66
Population matters: Identifying metropolitan sub-centers from diachronic density-distance curves, 1960-2010 66
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 65
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 64
A Video Game Based on Optimal Control and Elementary Statistics 63
null 63
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 62
null 61
A (critical) look to composite indicator construction for European Regions 58
Systemic risk governance in a dynamical model of a banking system 56
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 56
The analysis of real data using a stochastic dynamical system able to model spiky prices 55
The use of statistical tests to calibrate the normal SABR model 55
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 55
A Cooperative Sensor Network: Optimal Deployment and Functioning 54
Corrosion detection in conducting boundaries 54
The Barone-Adesi Whaley Formula to Price American Options Revisited 53
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 51
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 51
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 51
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 50
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 50
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 50
null 49
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 48
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 48
A multiscale stochastic volatility model in mathematical finance 47
Agglomeration economies and the spatial configuration of local labour systems in Italy 47
Stock return comovements and economic wealth conditions 46
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach 41
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 38
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 38
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 36
Normal and lognormal SABR and multi-scale SABR models: option pricing and calibration 35
A software environment for the evaluation of medical images reconstruction methods 32
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 30
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 27
Longevity-risk-adjusted global age as a measure of well-being. 27
SDG COMPOSITE INDICATORS FOR MEDITERRANEAN COUNTRIES: A NEW THEORETICAL APPROACH 27
The role of social capital in economic performance across European regions 25
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset 23
Like Father Like Son? An Analysis of Opportunity and Discrimination in Tertiary Education for OECD Countries 17
Calibration in the "real world" of a partially specified stochastic volatility model 14
Two in One: A New Tool to Combine Two Rankings Based on the Voronoi Diagram 12
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach 9
A new class of composite indicators: The penalized power mean 8
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) 6
null 5
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 5
Unraveling population trends in Italy (1921-2021) with spatial econometrics 5
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 4
Optimal solution of the liquidation problem under execution and price impact risks 3
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities 1
Totale 3.412
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Categoria #
all - tutte 17.093
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 17.093
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2023/2024563 96 19 31 67 86 79 25 37 3 15 16 89
2024/2025108 108 0 0 0 0 0 0 0 0 0 0 0
Totale 3.412