IRIS
CARAMELLINO, LUCIA
 Distribuzione geografica
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Continente #
NA - Nord America 9.213
EU - Europa 610
AS - Asia 168
SA - Sud America 5
AF - Africa 1
OC - Oceania 1
Totale 9.998
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Nazione #
US - Stati Uniti d'America 9.213
DE - Germania 138
UA - Ucraina 125
CN - Cina 103
IT - Italia 100
IE - Irlanda 93
GB - Regno Unito 60
KR - Corea 42
FI - Finlandia 20
SE - Svezia 20
RU - Federazione Russa 18
BE - Belgio 17
FR - Francia 10
JP - Giappone 7
VN - Vietnam 4
CH - Svizzera 3
CL - Cile 3
IN - India 3
RO - Romania 3
SA - Arabia Saudita 2
TR - Turchia 2
AU - Australia 1
BR - Brasile 1
ES - Italia 1
GR - Grecia 1
IR - Iran 1
KZ - Kazakistan 1
MA - Marocco 1
MY - Malesia 1
NO - Norvegia 1
PE - Perù 1
PH - Filippine 1
SG - Singapore 1
Totale 9.998
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Città #
Woodbridge 2.630
Wilmington 2.603
Houston 2.292
Fairfield 331
Ann Arbor 176
Ashburn 166
Chandler 153
Seattle 132
Cambridge 112
Jacksonville 104
Dublin 90
Medford 74
Dearborn 58
Rome 52
Beijing 45
Lawrence 33
Menlo Park 31
San Diego 24
New York 22
Brussels 17
Mülheim 14
London 11
Hefei 10
Milan 10
Nanjing 10
University Park 9
Phoenix 7
Redwood City 7
Karlsruhe 6
Falls Church 5
Guangzhou 5
Verona 5
Berlin 4
Dong Ket 4
Los Angeles 4
Shenzhen 4
Auburn Hills 3
Boardman 3
Fuzhou 3
Kunming 3
Ludwigshafen 3
San Francisco 3
Seoul 3
Zhengzhou 3
Brierley Hill 2
Indiana 2
Jeddah 2
Kilburn 2
Norbury 2
Norwalk 2
Pisa 2
Pune 2
Saint Petersburg 2
San Mateo 2
Shanghai 2
Southwark 2
Werl 2
Almaty 1
Amaro 1
Andover 1
Ankara 1
Ardabil 1
Arta Terme 1
Augusta 1
Bassano Romano 1
Boulder 1
Catania 1
Chengdu 1
Chicago 1
Chiswick 1
Chongqing 1
Clearwater 1
Hangzhou 1
Hanover 1
Hounslow 1
Huzhou 1
Iasi 1
Jinan 1
Kiev 1
Kuala Lumpur 1
Langfang 1
Las Vegas 1
Lausanne 1
Lima 1
Manila 1
Mentana 1
Mountain View 1
Nanchang 1
Noji 1
Paris 1
Piraeus 1
Rabat 1
Redmond 1
Salford 1
São Paulo 1
Treppo Carnico 1
Wandsworth 1
Wuhan 1
Xian 1
Totale 9.352
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Nome #
A mixed PDE-Monte Carlo approach for pricing credit default index swaptions 436
Large deviation estimates of the crossing probability for pinned Gaussian processes 434
Diffusion approximations for random walks on nilpotent Lie groups 429
General Freidlin–Wentzell Large Deviations and positive diffusions 417
An exit-probability-based approach for the valuation of defaultable securities 410
On the distances between probability density functions 394
Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes 392
Law of the iterated logarithm for random walks on nilpotent groups 391
WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions 387
A diffusion approximation which models hierarchic interactions in cooperative biological systems 376
Monte Carlo methods for pricing and hedging American options in high dimension 374
Some remarks on a Markov chain modelling cooperative biological systems 372
Convergence and regularity of probability laws by using an interpolation method 365
Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. 364
Riesz transform and integration by parts formulas for random variables 359
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach 358
Asymptotic development for the CLT in total variation distance 356
Stochastic integration by parts and functional Itô calculus. 342
Strassen's law of the iterated logarithm for di usion processes for small time 337
A hybrid approach for the implementation of the Heston model 337
Dependence and aging properties of lifetimes with Schur-constant survival functions 331
A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model 315
Positivity and Lower Bounds for the Density of Wiener Functionals 311
Regularity of Wiener functionals under a Hörmander type condition of order one 293
A hybrid tree/finite-difference approach for heston-hull-white-type models 255
Non universality for the variance of the number of real roots of random trigonometric polynomials 250
Convergence in distribution norms in the CLT for non identical distributed random variables 196
Large deviations of conditioned diffusions and applications 176
Tube estimates for diffusions under a local strong Hörmander condition 147
NUMERICAL STABILITY of A HYBRID METHOD for PRICING OPTIONS 103
Total variation distance between stochastic polynomials and invariance principles 80
Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model 29
Regularization lemmas and convergence in total variation 24
Transfer of regularity for Markov semigroups by using an interpolation technique 17
Using moment approximations to study the density of jump driven SDEs 9
Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps 4
Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics 3
Totale 10.173
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Categoria #
all - tutte 18.661
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 18.661
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019614 0 0 0 0 0 0 0 0 0 0 301 313
2019/20203.028 244 257 197 244 272 343 281 280 286 243 191 190
2020/20211.729 172 202 183 211 199 165 220 161 43 85 69 19
2021/2022384 23 53 2 28 12 27 19 30 13 39 30 108
2022/2023437 41 31 18 55 32 104 33 31 47 5 30 10
2023/2024144 19 8 12 4 34 32 10 19 3 3 0 0
Totale 10.173