CATALOGO DEI PRODOTTI DELLA RICERCA

MARIANI, FRANCESCA
 Distribuzione geografica
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Continente #
NA - Nord America 1.327
EU - Europa 745
AS - Asia 224
SA - Sud America 3
AF - Africa 2
Continente sconosciuto - Info sul continente non disponibili 1
OC - Oceania 1
Totale 2.303
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Nazione #
US - Stati Uniti d'America 1.326
GB - Regno Unito 227
CN - Cina 172
FI - Finlandia 95
IT - Italia 93
IE - Irlanda 87
FR - Francia 76
DE - Germania 64
SG - Singapore 40
SE - Svezia 34
UA - Ucraina 25
RU - Federazione Russa 23
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 2.303
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Città #
Jacksonville 242
Chandler 237
Woodbridge 195
Southend 172
Ann Arbor 127
Houston 112
Dublin 87
Verona 52
Ashburn 48
Beijing 47
Wilmington 36
Lawrence 35
Princeton 35
Singapore 26
Helsinki 25
Boardman 22
Jinan 21
Shenyang 21
Nanjing 20
Falls Church 14
Sindelfingen 13
Milan 11
Brussels 10
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
Haikou 3
Jiaxing 3
New York 3
Ningbo 3
Redwood City 3
Riva 3
Alfortville 2
Belo Horizonte 2
Edinburgh 2
Fuzhou 2
Guangzhou 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
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 1.764
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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 83
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 82
A Video Game Based on Optimal Control and Elementary Statistics 80
A multiscale stochastic volatility model in mathematical finance 75
The use of statistical tests to calibrate the normal SABR model 74
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 73
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 72
A software environment for the evaluation of medical images reconstruction methods 71
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 71
A Cooperative Sensor Network: Optimal Deployment and Functioning 70
Blackouts in power transmission networks due to spatially localized load anomalies 70
A network centric solution of the deployment and assignment problems for a cooperative agent network 70
Calibration of a multiscale stochastic volatility model using as data European option prices 69
Filtering and maximum likelihood methods in the calibration of some stochastic volatility models of mathematical finance 67
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 67
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood 66
Normal and lognormal SABR and multi-scale SABR Models: Option Pricing and Calibration 66
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 66
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 65
Parallel Option Pricing on GPU: Barrier Options and Realized Variance Options 64
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory 63
The use of the Pontryagin maximum principle in a furtivity problem in time-dependent acoustic obstacle scattering 63
An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems 62
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 60
A Video Game Based on Elementary Differential Equations 60
A Trading Execution Model Based on Mean Field Games and Optimal Control 60
The analysis of real data using a stochastic dynamical system able to model spiky prices 58
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 56
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 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 55
Option Engine: a grid enabled software package to evaluate financial options 53
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 53
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 52
Corrosion detection in conducting boundaries 51
Totale 2.316
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Categoria #
all - tutte 7.086
article - articoli 5.307
book - libri 162
conference - conferenze 230
curatela - curatele 0
other - altro 371
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.016
Totale 14.172
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2023/2024217 11 28 16 50 28 24 5 7 0 7 22 19
2024/202522 22 0 0 0 0 0 0 0 0 0 0 0
Totale 2.316