CATALOGO DEI PRODOTTI DELLA RICERCA

MARIANI, FRANCESCA
 Distribuzione geografica
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Continente #
NA - Nord America 1.342
EU - Europa 778
AS - Asia 269
SA - Sud America 3
AF - Africa 2
Continente sconosciuto - Info sul continente non disponibili 1
OC - Oceania 1
Totale 2.396
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Nazione #
US - Stati Uniti d'America 1.341
GB - Regno Unito 227
CN - Cina 184
FI - Finlandia 95
IT - Italia 94
IE - Irlanda 87
FR - Francia 76
SG - Singapore 73
DE - Germania 64
RU - Federazione Russa 55
SE - Svezia 34
UA - Ucraina 25
BE - Belgio 10
KR - Corea 6
NL - Olanda 4
TR - Turchia 3
BR - Brasile 2
IR - Iran 2
MA - Marocco 2
AT - Austria 1
AU - Australia 1
CA - Canada 1
CZ - Repubblica Ceca 1
EU - Europa 1
GE - Georgia 1
HU - Ungheria 1
PL - Polonia 1
PT - Portogallo 1
PY - Paraguay 1
RO - Romania 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 2.396
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Città #
Jacksonville 242
Chandler 237
Woodbridge 195
Southend 172
Ann Arbor 127
Houston 112
Dublin 87
Verona 52
Ashburn 51
Beijing 47
Singapore 42
Wilmington 36
Lawrence 35
Princeton 35
Helsinki 25
Boardman 22
Shenyang 22
Jinan 21
Nanjing 20
Falls Church 14
Sindelfingen 13
Milan 11
Brussels 10
Santa Clara 8
Hebei 7
Los Angeles 7
Zhengzhou 7
Auburn Hills 6
Ibbenbüren 6
Moscow 6
Porto San Giorgio 6
Centro 5
Changsha 5
Pusan 5
Washington 5
Hangzhou 4
London 4
Nanchang 4
Norwalk 4
Tianjin 4
Frankfurt am Main 3
Guangzhou 3
Haikou 3
Jiaxing 3
New York 3
Ningbo 3
Redwood City 3
Riva 3
Alfortville 2
Belo Horizonte 2
Dallas 2
Edinburgh 2
Fuzhou 2
Kabir 2
Lanzhou 2
Marrakesh 2
Provo 2
Seattle 2
Taiyuan 2
Tappahannock 2
Amsterdam 1
Asunción 1
Bari 1
Boca Raton 1
Brno 1
Budapest 1
Chicago 1
Clearwater 1
Costa Mesa 1
Denver 1
Des Moines 1
Eastwood 1
Enschede 1
Fairfield 1
Hefei 1
Las Vegas 1
Lisbon 1
Mcallen 1
Miami 1
Negrar 1
Novokuznetsk 1
San Francisco 1
Seoul 1
Shenzhen 1
Simi Valley 1
Taizhou 1
Toronto 1
Vienna 1
Warsaw 1
Westminster 1
Totale 1.799
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Nome #
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 94
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 85
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 84
A Video Game Based on Optimal Control and Elementary Statistics 83
A multiscale stochastic volatility model in mathematical finance 78
The use of statistical tests to calibrate the normal SABR model 76
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 75
A Cooperative Sensor Network: Optimal Deployment and Functioning 74
A software environment for the evaluation of medical images reconstruction methods 74
A network centric solution of the deployment and assignment problems for a cooperative agent network 73
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 73
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 73
Filtering and maximum likelihood methods in the calibration of some stochastic volatility models of mathematical finance 71
Calibration of a multiscale stochastic volatility model using as data European option prices 71
Blackouts in power transmission networks due to spatially localized load anomalies 71
Parallel Option Pricing on GPU: Barrier Options and Realized Variance Options 70
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood 69
The use of the Pontryagin maximum principle in a furtivity problem in time-dependent acoustic obstacle scattering 69
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 69
Normal and lognormal SABR and multi-scale SABR Models: Option Pricing and Calibration 69
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 68
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 67
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory 66
A Video Game Based on Elementary Differential Equations 66
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 65
An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems 64
The analysis of real data using a stochastic dynamical system able to model spiky prices 62
A Trading Execution Model Based on Mean Field Games and Optimal Control 61
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 58
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 58
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 56
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 55
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 54
Corrosion detection in conducting boundaries 54
Option Engine: a grid enabled software package to evaluate financial options 54
Totale 2.409
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Categoria #
all - tutte 7.876
article - articoli 5.944
book - libri 175
conference - conferenze 248
curatela - curatele 0
other - altro 403
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.106
Totale 15.752
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020222 0 0 0 35 0 29 31 23 27 43 6 28
2020/2021273 3 75 5 25 33 36 5 28 7 2 40 14
2021/2022204 19 34 6 3 11 10 4 24 9 5 27 52
2022/2023584 44 48 57 102 71 132 4 34 47 4 25 16
2023/2024217 11 28 16 50 28 24 5 7 0 7 22 19
2024/2025115 39 65 9 2 0 0 0 0 0 0 0 0
Totale 2.409