CATALOGO DEI PRODOTTI DELLA RICERCA

MARIANI, FRANCESCA
 Distribuzione geografica
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Continente #
NA - Nord America 1.315
EU - Europa 722
AS - Asia 191
AF - Africa 2
Continente sconosciuto - Info sul continente non disponibili 1
OC - Oceania 1
SA - Sud America 1
Totale 2.233
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Nazione #
US - Stati Uniti d'America 1.314
GB - Regno Unito 227
CN - Cina 172
FI - Finlandia 95
IT - Italia 93
IE - Irlanda 87
FR - Francia 76
DE - Germania 63
SE - Svezia 34
UA - Ucraina 25
BE - Belgio 10
SG - Singapore 7
KR - Corea 6
NL - Olanda 4
TR - Turchia 3
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
RU - Federazione Russa 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 2.233
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Città #
Jacksonville 242
Chandler 237
Woodbridge 195
Southend 172
Ann Arbor 127
Houston 112
Dublin 87
Verona 52
Ashburn 47
Beijing 47
Wilmington 36
Lawrence 35
Princeton 35
Helsinki 25
Boardman 22
Jinan 21
Shenyang 21
Nanjing 20
Falls Church 14
Sindelfingen 13
Milan 11
Brussels 10
Hebei 7
Zhengzhou 7
Auburn Hills 6
Ibbenbüren 6
Porto San Giorgio 6
Centro 5
Changsha 5
Pusan 5
Washington 5
Hangzhou 4
London 4
Nanchang 4
Norwalk 4
Tianjin 4
Haikou 3
Jiaxing 3
New York 3
Ningbo 3
Redwood City 3
Riva 3
Alfortville 2
Edinburgh 2
Frankfurt am Main 2
Fuzhou 2
Guangzhou 2
Kabir 2
Lanzhou 2
Los Angeles 2
Marrakesh 2
Provo 2
Seattle 2
Taiyuan 2
Tappahannock 2
Amsterdam 1
Asunción 1
Bari 1
Brno 1
Budapest 1
Clearwater 1
Costa Mesa 1
Denver 1
Des Moines 1
Eastwood 1
Enschede 1
Fairfield 1
Las Vegas 1
Lisbon 1
Mcallen 1
Miami 1
Negrar 1
Novokuznetsk 1
Seoul 1
Simi Valley 1
Taizhou 1
Toronto 1
Vienna 1
Warsaw 1
Totale 1.721
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Nome #
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 91
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 81
A Video Game Based on Optimal Control and Elementary Statistics 80
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 77
A multiscale stochastic volatility model in mathematical finance 74
The use of statistical tests to calibrate the normal SABR model 71
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 71
Blackouts in power transmission networks due to spatially localized load anomalies 69
A software environment for the evaluation of medical images reconstruction methods 69
A Cooperative Sensor Network: Optimal Deployment and Functioning 68
A network centric solution of the deployment and assignment problems for a cooperative agent network 68
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 68
Calibration of a multiscale stochastic volatility model using as data European option prices 66
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 65
Filtering and maximum likelihood methods in the calibration of some stochastic volatility models of mathematical finance 65
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 65
Normal and lognormal SABR and multi-scale SABR Models: Option Pricing and Calibration 65
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 64
Parallel Option Pricing on GPU: Barrier Options and Realized Variance Options 63
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood 62
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory 61
An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems 61
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 61
The use of the Pontryagin maximum principle in a furtivity problem in time-dependent acoustic obstacle scattering 60
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 60
A Trading Execution Model Based on Mean Field Games and Optimal Control 60
A Video Game Based on Elementary Differential Equations 58
The analysis of real data using a stochastic dynamical system able to model spiky prices 57
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 56
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 54
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 52
Option Engine: a grid enabled software package to evaluate financial options 52
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 51
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 51
Corrosion detection in conducting boundaries 50
Totale 2.246
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Categoria #
all - tutte 6.426
article - articoli 4.794
book - libri 145
conference - conferenze 207
curatela - curatele 0
other - altro 342
patent - brevetti 0
selected - selezionate 0
volume - volumi 938
Totale 12.852
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/20196 0 0 0 0 0 0 0 0 0 2 1 3
2019/2020266 40 0 4 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
2023/2024169 11 28 16 50 28 24 5 7 0 0 0 0
Totale 2.246