IRIS
RAMPONI, ALESSANDRO
 Distribuzione geografica
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Continente #
NA - Nord America 8.228
EU - Europa 642
AS - Asia 190
AF - Africa 5
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 1
Totale 9.069
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Nazione #
US - Stati Uniti d'America 8.227
IT - Italia 187
UA - Ucraina 111
DE - Germania 96
IE - Irlanda 86
VN - Vietnam 66
CN - Cina 65
FR - Francia 36
SE - Svezia 36
GB - Regno Unito 30
KR - Corea 27
FI - Finlandia 25
BE - Belgio 12
JP - Giappone 10
RU - Federazione Russa 10
IN - India 9
HK - Hong Kong 5
NL - Olanda 4
EU - Europa 3
RS - Serbia 3
TR - Turchia 3
CH - Svizzera 2
ET - Etiopia 2
KE - Kenya 2
TW - Taiwan 2
AU - Australia 1
BA - Bosnia-Erzegovina 1
CA - Canada 1
CY - Cipro 1
DK - Danimarca 1
ES - Italia 1
MD - Moldavia 1
PK - Pakistan 1
SA - Arabia Saudita 1
ZA - Sudafrica 1
Totale 9.069
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Città #
Wilmington 2.573
Woodbridge 2.373
Houston 1.917
Fairfield 244
Ann Arbor 170
Chandler 130
Jacksonville 106
Ashburn 98
Seattle 98
Cambridge 87
Rome 82
Dublin 79
Dong Ket 66
Medford 61
Dearborn 50
Beijing 30
Lawrence 29
San Diego 20
Mülheim 16
Menlo Park 14
Milan 11
Brussels 10
Redwood City 8
Saint Petersburg 6
Creede 5
Guangzhou 5
Seoul 5
Tokyo 5
Verona 5
Kakkanad 4
Karlsruhe 4
Kunming 4
Mountain View 4
Obertshausen 4
San Francisco 4
University Park 4
Xuzhou 4
Falls Church 3
Forio 3
Frascati 3
Hefei 3
Hounslow 3
London 3
Maarn 3
Macerata 3
Nanjing 3
Napoli 3
New York 3
Novi Sad 3
Phoenix 3
Santa Clara 3
Addis Ababa 2
Beaverdam 2
Boardman 2
Engelhard 2
Farnern 2
Genzano di Roma 2
Gualdo Tadino 2
Helsinki 2
Jinan 2
Leicester 2
Lviv 2
Marano di Napoli 2
Mogliano Veneto 2
Nairobi 2
Nanchang 2
Norwalk 2
Nova Milanese 2
Ravenna 2
Rodgau 2
Simi Valley 2
Stockholm 2
Taipei 2
Whitechapel 2
Wiesbaden 2
Wuhan 2
Zhengzhou 2
Ankara 1
Bristol 1
Changsha 1
Chengdu 1
Chisinau 1
Hebei 1
Indiana 1
Johannesburg 1
Katy 1
Kilburn 1
Kingston Upon Thames 1
La Canada Flintridge 1
Lansing 1
Lappeenranta 1
Leuven 1
Limassol 1
Los Angeles 1
Manchester 1
New Bedfont 1
Ogaya 1
Orte 1
Orvieto 1
Pacific Palisades 1
Totale 8.452
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Nome #
RANDOM TIME FORWARD-STARTING OPTIONS 452
Option pricing in a hidden Markov model of the short rate with application to risky debt evaluation 404
On a transform method for the efficient computation of conditional VaR (and VaR) with application to loss models with jumps and stochastic volatility 402
On the numerical inversion of the Laplace transform for nuclear magnetic resonance relaxometry 396
Option-based risk management of a bond portfolio under regime switching interest rates 396
Mixture dynamics and option pricing: a regime switching model 396
A note on the complex roots of complex random polynomials 394
A new numerical procedure for solving the nuclear magnetic resonance relaxometry problem 393
Mixture dynamics and regime switching diffusions with application to option pricing 390
Exchange option pricing under stochastic volatility: a correlation expansion 390
Stochastic adaptive selection of weights in the simulated tempering algorithm 387
Random time forward starting options 386
A review of techniques for the estimation of the term structure 382
VaR-Optimal risk management in regime-switching jump-diffusion models 380
Selection of importance weights for Monte Carlo estimation of normalizing constants 358
Exchange options with stochastic volatility 358
Stopping rules for the multistart method when different local minima have different function values 357
Fourier transform methods for regime-switching jump-diffusions and the pricing of forward starting options 343
Lezioni di finanza matematica 337
A new estimation method in modal analysis 332
Adaptive and monotone spline estimation of the cross--sectional term structure of interest rates 302
Computing quantiles in regime-switching jump-diffusions with application to optimal risk management: a Fourier transform approach 288
CVA and vulnerable options pricing by correlation expansions 219
CVA and Vulnerable Options in Stochastic Volatility Models 191
Spread Option Pricing in Regime-Switching Markets 146
Approximate value adjustments for European claims 129
A moment matching method for option pricing under stochastic interest rates 124
CVA and Vulnerable Options in Stochastic Volatility Models 36
Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends 33
On a convergent power series method to price defaultable bonds in a Vasicek-CIR model 27
The Economic Cost of Social Distancing During a Pandemic: An Optimal Control Approach in the SVIR Model 11
The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model 9
Spread Option Pricing in Regime-Switching Jump Diffusion Models 7
A stochastic model for evaluating the peaks of commodities' returns 5
CVA in fractional and rough volatility models 4
Totale 9.164
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Categoria #
all - tutte 16.663
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 16.663
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019461 0 0 0 0 0 0 0 0 0 0 254 207
2019/20202.472 208 188 158 200 217 265 221 225 235 218 149 188
2020/20211.848 199 205 182 220 190 195 248 159 32 54 79 85
2021/2022341 15 31 23 17 25 22 23 13 30 37 24 81
2022/2023404 36 51 9 32 36 84 39 46 29 1 30 11
2023/2024117 26 10 13 6 28 3 13 4 4 3 7 0
Totale 9.164