IRIS
MARIANI, Francesca
 Distribuzione geografica
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Continente #
NA - Nord America 2.096
EU - Europa 1.375
AS - Asia 550
SA - Sud America 95
AF - Africa 34
Continente sconosciuto - Info sul continente non disponibili 4
Totale 4.154
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Nazione #
US - Stati Uniti d'America 2.086
IT - Italia 350
UA - Ucraina 194
CN - Cina 176
SE - Svezia 159
RU - Federazione Russa 157
SG - Singapore 137
IE - Irlanda 129
HK - Hong Kong 106
DE - Germania 99
BR - Brasile 87
GB - Regno Unito 71
DK - Danimarca 69
TR - Turchia 60
FI - Finlandia 40
FR - Francia 36
KR - Corea 34
CI - Costa d'Avorio 29
BE - Belgio 25
AT - Austria 14
NL - Olanda 14
JP - Giappone 8
CA - Canada 7
CZ - Repubblica Ceca 7
ES - Italia 7
IN - India 6
ID - Indonesia 5
AE - Emirati Arabi Uniti 4
AR - Argentina 4
EU - Europa 4
BD - Bangladesh 3
MX - Messico 3
TW - Taiwan 3
CO - Colombia 2
ZA - Sudafrica 2
BA - Bosnia-Erzegovina 1
BG - Bulgaria 1
BO - Bolivia 1
EC - Ecuador 1
JO - Giordania 1
KG - Kirghizistan 1
KZ - Kazakistan 1
LB - Libano 1
LT - Lituania 1
MA - Marocco 1
MN - Mongolia 1
NG - Nigeria 1
PL - Polonia 1
SA - Arabia Saudita 1
TN - Tunisia 1
UZ - Uzbekistan 1
VN - Vietnam 1
Totale 4.154
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Città #
Chandler 246
Jacksonville 212
Des Moines 150
Fairfield 146
Dublin 129
Ashburn 124
Boardman 124
Ann Arbor 113
Hong Kong 105
Wilmington 96
Woodbridge 90
Seattle 75
Singapore 75
Houston 58
Cambridge 56
The Dalles 56
Lawrence 54
Princeton 54
San Mateo 47
Moscow 43
New York 43
Beijing 39
Salerno 32
Abidjan 29
Ancona 25
Brussels 24
Centro 22
San Diego 21
Guangzhou 20
Redmond 19
Rome 18
Florence 16
Milan 16
Shanghai 12
London 11
Vienna 11
Wuhan 11
São Paulo 10
Los Angeles 9
Washington 9
Fano 8
Dallas 7
Munich 7
Odense 6
Rio de Janeiro 6
Auburn Hills 5
Barañáin 5
Helsinki 5
Marche 5
Montecassiano 5
Tolentino 5
Turin 5
Bandung 4
Campobasso 4
Fermo 4
Norwalk 4
Orciano Di Pesaro 4
Santa Clara 4
Seregno 4
Southwark 4
St Petersburg 4
Turku 4
Wuxi 4
Buenos Aires 3
Hangzhou 3
Jiaxing 3
Jinhua 3
Manaus 3
Manchester 3
Montegranaro 3
Nuremberg 3
Olomouc 3
Ottawa 3
Parma 3
Pescara 3
Pune 3
Quanzhou 3
San Benedetto Del Tronto 3
Shenzhen 3
Acerra 2
Amsterdam 2
Anagni 2
Anápolis 2
Ascoli Piceno 2
Bologna 2
Cagliari 2
Casalecchio di Reno 2
Caxias do Sul 2
Chicago 2
Chiswick 2
Città di Castello 2
City of Westminster 2
Dongyang 2
Dubai 2
Easley 2
Falconara Marittima 2
Fortaleza 2
Frohburg 2
Hostivice 2
Jinan 2
Totale 2.653
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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" 123
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 113
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 113
A Filtering Problem for the Stein and Stein Stochastic volatility model 105
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 105
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 104
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 99
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 94
Blackouts in power transmission networks due to spatially localized load anomalies 94
A Video Game Based on Elementary Differential Equations 94
Calibration of a multiscale stochastic volatility model using European option prices 86
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 83
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 82
A Video Game Based on Optimal Control and Elementary Statistics 81
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities 81
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 81
Parallel option pricing on GPU: barrier options and realized variance options 80
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 79
A (critical) look to composite indicator construction for European Regions 79
A Trading Execution Model Based on Mean Field Games and Optimal Control 78
Agglomeration economies and the spatial configuration of local labour systems in Italy 78
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 77
Population matters: Identifying metropolitan sub-centers from diachronic density-distance curves, 1960-2010 74
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 74
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 71
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 71
The use of statistical tests to calibrate the normal SABR model 70
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 70
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 69
Systemic risk governance in a dynamical model of a banking system 69
A Cooperative Sensor Network: Optimal Deployment and Functioning 68
Optimal solution of the liquidation problem under execution and price impact risks 67
The analysis of real data using a stochastic dynamical system able to model spiky prices 65
Corrosion detection in conducting boundaries 62
The Barone-Adesi Whaley Formula to Price American Options Revisited 61
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 60
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 60
A multiscale stochastic volatility model in mathematical finance 60
Stock return comovements and economic wealth conditions 60
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 59
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 58
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach 58
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 57
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 56
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 56
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 55
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 53
Normal and lognormal SABR and multi-scale SABR models: option pricing and calibration 51
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 50
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 48
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 46
Longevity-risk-adjusted global age as a measure of well-being. 46
A software environment for the evaluation of medical images reconstruction methods 42
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach 41
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 40
SDG COMPOSITE INDICATORS FOR MEDITERRANEAN COUNTRIES: A NEW THEORETICAL APPROACH 37
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset 36
Like Father Like Son? An Analysis of Opportunity and Discrimination in Tertiary Education for OECD Countries 35
The role of social capital in economic performance across European regions 33
A new class of composite indicators: The penalized power mean 30
Two in One: A New Tool to Combine Two Rankings Based on the Voronoi Diagram 29
Modelling options on football players using individual rankings and club market value. Evidence from Italy 23
Unraveling population trends in Italy (1921-2021) with spatial econometrics 22
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 22
Calibration in the "real world" of a partially specified stochastic volatility model 22
Working with Non-compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 16
Totale 4.261
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Categoria #
all - tutte 22.887
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 22.887
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/202068 0 0 0 0 0 0 0 0 0 0 0 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
2023/2024554 96 19 31 67 86 79 25 37 3 13 16 82
2024/2025966 132 87 55 32 31 29 96 42 235 80 115 32
Totale 4.261