CALLEGARO, GIORGIA
 Distribuzione geografica
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Continente #
NA - Nord America 1.319
EU - Europa 132
AS - Asia 23
Continente sconosciuto - Info sul continente non disponibili 2
Totale 1.476
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Nazione #
US - Stati Uniti d'America 1.318
IT - Italia 68
FI - Finlandia 28
CN - Cina 20
GB - Regno Unito 12
DE - Germania 8
FR - Francia 4
SE - Svezia 3
EU - Europa 2
NO - Norvegia 2
AT - Austria 1
BY - Bielorussia 1
CA - Canada 1
IE - Irlanda 1
IN - India 1
NL - Olanda 1
PH - Filippine 1
RU - Federazione Russa 1
SG - Singapore 1
SI - Slovenia 1
UA - Ucraina 1
Totale 1.476
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Città #
Fairfield 288
Woodbridge 172
Houston 143
Ann Arbor 107
Cambridge 103
Seattle 99
Ashburn 90
Wilmington 78
Chandler 49
Padova 33
Medford 19
Princeton 19
Des Moines 15
Helsinki 14
San Diego 14
Roxbury 12
Milan 9
Nanjing 9
Nanchang 5
Beijing 3
Boardman 3
London 3
Norwalk 3
Acton 2
Cazzano 2
Chartrettes 2
Hebei 2
Hounslow 2
Macerata 2
Modena 2
Montebelluna 2
Pescara 2
Phoenix 2
Redwood City 2
Rheinfelden 2
Trieste 2
Borås 1
Cambiago 1
Carpi 1
Chicago 1
Dallas 1
Dublin 1
Frankfurt am Main 1
Gomel 1
Hangzhou 1
Indiana 1
Islington 1
Kharkiv 1
Lappeenranta 1
New Bedfont 1
New York 1
Palermo 1
Preganziol 1
Pune 1
Selvazzano Dentro 1
Singapore 1
Surrey 1
Verona 1
Yellow Springs 1
Totale 1.339
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Nome #
Utility indifference pricing and hedging for structured contracts in energy markets 158
Pricing via recursive Quantization in Stochastic Volatility Models 148
Quantization meets Fourier: a new technology for pricing options 117
Optimal investment in markets with over and under-reaction to information 116
A backward Monte Carlo approach to exotic option pricing 103
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 93
Portfolio Optimization in Discontinuous Markets under Incomplete Information 88
Portfolio optimization in a defaultable market under incomplete information 86
Pricing and Calibration in Local Volatility Models Via Fast Quantization 81
No–arbitrage commodity option pricing with market manipulation 72
Quantization goes polynomial 72
Carthaginian enlargement of filtrations 63
Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market 54
An application to credit risk of a hybrid Monte Carlo-optimal quantization method 50
American quantized calibration in stochastic volatility 45
Optimal reduction of public debt under partial observation of the economic growth 39
Quantized calibration in local volatility 34
Fast hybrid schemes for fractional Riccati equations (Rough is not so tough) 33
Optimal consumption problems in defaultable markets 29
A Self-Exciting Modelling Framework for Forward Prices in Power Markets 22
A fully quantization-based scheme for FBSDEs 13
A McKean–Vlasov Game of Commodity Production, Consumption and Trading 10
Optimal investment in markets with over and under-reaction to information 10
Correction to: No-arbitrage commodity option pricing with market manipulation (Mathematics and Financial Economics, (2020), 14, 3, (577-603), 10.1007/s11579-020-00265-y) 4
Optimal reinsurance via BSDEs in a partially observable model with jump clusters 1
Functional quantization of rough volatility and applications to volatility derivatives 1
Totale 1.542
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Categoria #
all - tutte 5.899
article - articoli 5.680
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 11.579
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019101 0 0 0 0 0 0 0 0 0 0 57 44
2019/2020346 42 17 5 48 51 20 35 36 38 25 14 15
2020/2021360 8 44 22 13 10 5 6 31 31 94 56 40
2021/2022269 3 27 41 22 21 14 9 34 11 9 21 57
2022/2023146 26 1 6 5 38 13 1 12 27 1 12 4
2023/202457 10 17 5 9 2 1 4 2 5 2 0 0
Totale 1.542