IRIS
CARAMELLINO, LUCIA
 Distribuzione geografica
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Continente #
NA - Nord America 9.309
EU - Europa 631
AS - Asia 323
SA - Sud America 5
AF - Africa 1
OC - Oceania 1
Totale 10.270
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Nazione #
US - Stati Uniti d'America 9.309
SG - Singapore 156
DE - Germania 140
UA - Ucraina 125
CN - Cina 103
IT - Italia 103
IE - Irlanda 93
GB - Regno Unito 61
KR - Corea 42
RU - Federazione Russa 30
FI - Finlandia 23
SE - Svezia 20
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
Totale 10.270
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Città #
Woodbridge 2.630
Wilmington 2.603
Houston 2.292
Fairfield 331
Ann Arbor 176
Ashburn 167
Chandler 153
Singapore 144
Seattle 132
Cambridge 112
Jacksonville 104
Dublin 90
Medford 74
Dearborn 58
Rome 52
Beijing 45
Santa Clara 36
Lawrence 33
Menlo Park 31
San Diego 24
New York 22
Brussels 17
Mülheim 14
London 11
Moscow 11
Hefei 10
Milan 10
Nanjing 10
University Park 9
Phoenix 7
Redwood City 7
Karlsruhe 6
Falls Church 5
Guangzhou 5
Los Angeles 5
Verona 5
Berlin 4
Dong Ket 4
Shenzhen 4
Auburn Hills 3
Boardman 3
Fuzhou 3
Kunming 3
Lappeenranta 3
Ludwigshafen 3
San Francisco 3
Seoul 3
Zhengzhou 3
Brierley Hill 2
Indiana 2
Jeddah 2
Kilburn 2
L’Aquila 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
Bielefeld 1
Boulder 1
Boydton 1
Catania 1
Chengdu 1
Chicago 1
Chiswick 1
Chongqing 1
Clearwater 1
Clifton 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
Nuremberg 1
Paris 1
Piraeus 1
Totale 9.546
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Nome #
A mixed PDE-Monte Carlo approach for pricing credit default index swaptions 442
Large deviation estimates of the crossing probability for pinned Gaussian processes 439
Diffusion approximations for random walks on nilpotent Lie groups 434
General Freidlin–Wentzell Large Deviations and positive diffusions 433
An exit-probability-based approach for the valuation of defaultable securities 414
On the distances between probability density functions 407
Law of the iterated logarithm for random walks on nilpotent groups 406
Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes 399
WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions 395
Some remarks on a Markov chain modelling cooperative biological systems 384
A diffusion approximation which models hierarchic interactions in cooperative biological systems 383
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach 378
Monte Carlo methods for pricing and hedging American options in high dimension 377
Riesz transform and integration by parts formulas for random variables 375
Convergence and regularity of probability laws by using an interpolation method 370
Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. 367
Asymptotic development for the CLT in total variation distance 359
Stochastic integration by parts and functional Itô calculus. 348
Strassen's law of the iterated logarithm for di usion processes for small time 344
A hybrid approach for the implementation of the Heston model 338
Dependence and aging properties of lifetimes with Schur-constant survival functions 335
Positivity and Lower Bounds for the Density of Wiener Functionals 325
A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model 321
Regularity of Wiener functionals under a Hörmander type condition of order one 302
A hybrid tree/finite-difference approach for heston-hull-white-type models 259
Non universality for the variance of the number of real roots of random trigonometric polynomials 253
Convergence in distribution norms in the CLT for non identical distributed random variables 202
Large deviations of conditioned diffusions and applications 180
Tube estimates for diffusions under a local strong Hörmander condition 151
NUMERICAL STABILITY of A HYBRID METHOD for PRICING OPTIONS 108
Total variation distance between stochastic polynomials and invariance principles 83
Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model 34
Regularization lemmas and convergence in total variation 27
Transfer of regularity for Markov semigroups by using an interpolation technique 23
Using moment approximations to study the density of jump driven SDEs 20
Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps 19
Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics 11
Totale 10.445
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Categoria #
all - tutte 20.646
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 20.646
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20202.527 0 0 197 244 272 343 281 280 286 243 191 190
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
2023/2024171 19 8 12 4 34 32 10 19 3 3 6 21
2024/2025245 29 137 79 0 0 0 0 0 0 0 0 0
Totale 10.445