GRASSELLI, MARTINO
 Distribuzione geografica
Continente #
NA - Nord America 3.059
EU - Europa 645
AS - Asia 537
SA - Sud America 86
AF - Africa 12
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 3
Totale 4.345
Nazione #
US - Stati Uniti d'America 3.048
SG - Singapore 301
IT - Italia 280
HK - Hong Kong 132
FI - Finlandia 109
BR - Brasile 79
CN - Cina 54
UA - Ucraina 45
DE - Germania 40
FR - Francia 35
GB - Regno Unito 29
PL - Polonia 27
SE - Svezia 22
VN - Vietnam 21
RU - Federazione Russa 18
NL - Olanda 13
CH - Svizzera 7
CA - Canada 5
AR - Argentina 4
ES - Italia 4
HR - Croazia 4
AU - Australia 3
BD - Bangladesh 3
BH - Bahrain 3
EU - Europa 3
IE - Irlanda 3
PK - Pakistan 3
ZA - Sudafrica 3
GE - Georgia 2
GT - Guatemala 2
IN - India 2
IQ - Iraq 2
JP - Giappone 2
ML - Mali 2
MX - Messico 2
NP - Nepal 2
SD - Sudan 2
TR - Turchia 2
AE - Emirati Arabi Uniti 1
AL - Albania 1
AT - Austria 1
BA - Bosnia-Erzegovina 1
BO - Bolivia 1
BY - Bielorussia 1
CM - Camerun 1
CZ - Repubblica Ceca 1
EC - Ecuador 1
EE - Estonia 1
GH - Ghana 1
HU - Ungheria 1
IR - Iran 1
KR - Corea 1
LA - Repubblica Popolare Democratica del Laos 1
LC - Santa Lucia 1
LT - Lituania 1
MA - Marocco 1
MQ - Martinica 1
MR - Mauritania 1
MU - Mauritius 1
MY - Malesia 1
PH - Filippine 1
SA - Arabia Saudita 1
SI - Slovenia 1
UZ - Uzbekistan 1
VE - Venezuela 1
Totale 4.345
Città #
Fairfield 429
Woodbridge 365
Ann Arbor 278
Houston 275
Santa Clara 231
Jacksonville 180
Singapore 171
Seattle 167
Wilmington 157
Ashburn 147
Hong Kong 132
Chandler 119
Cambridge 114
Princeton 78
Boardman 70
Helsinki 66
Padova 55
Medford 33
San Diego 33
Bytom 25
Milan 22
Dong Ket 21
Des Moines 20
Nanjing 16
Roxbury 11
Chicago 9
Shenyang 8
Reggio Calabria 7
Falkenstein 6
New York 6
Norwalk 6
Pordenone 6
Udine 6
Beijing 5
Hebei 5
Los Angeles 5
Nanchang 5
Rome 5
Bologna 4
Cassano delle Murge 4
Jiaxing 4
Kharkiv 4
London 4
Ogden 4
Padua 4
Slatina 4
Zurich 4
Changsha 3
Chioggia 3
Dublin 3
Genoa 3
Mirano 3
Porto Alegre 3
Preganziol 3
Salt Lake City 3
Salvador 3
Sialkot 3
Sydney 3
Acton 2
Bandiagara 2
Brasília 2
Campodarsego 2
Canosa Di Puglia 2
Cazzano 2
Chartrettes 2
Codognè 2
Contagem 2
Cosenza 2
Dallas 2
Guatemala City 2
Indiana 2
Lappeenranta 2
Manama 2
Messina 2
Miami 2
Modena 2
Monte di Malo 2
Naaldwijk 2
Olinda 2
Pescara 2
Phoenix 2
Rapino 2
Redwood City 2
Rozzano 2
San Giuliano 2
Sete Lagoas 2
Signa 2
Stellenbosch 2
São Paulo 2
Tappahannock 2
Tianjin 2
Venice 2
Viamão 2
Villorba 2
Yellow Springs 2
Accra 1
Ankara 1
Aracaju 1
Arapoti 1
Araucária 1
Totale 3.442
Nome #
Pricing via recursive Quantization in Stochastic Volatility Models 171
Matematica generale, terza edizione 144
Quantization meets Fourier: a new technology for pricing options 141
Fair demographic risk sharing in defined contribution pension systems 131
The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options 131
Pricing currency derivatives under the benchmark approach 121
The 4/2 Stochastic Volatility Model 113
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates 110
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 109
Optimal Design of the Guarantee for Defined Contribution Funds 108
Estimating the Wishart Affine Stochastic Correlation Modelusing the Empirical Characteristic Function 108
Pricing and Calibration in Local Volatility Models Via Fast Quantization 108
Option pricing when correlations are stochastic: an analytical framework 106
Conditional Dominance Criteria: Definition and Application to Risk-Management 103
A flexible spot multiple-curve model 103
Smiles all around: FX joint calibration in a multi-Heston model 101
I nuovi piani di incentivazione azionaria 100
Optimal Investment Strategies in the presence of a minimum guarantee 99
Hedging (Co)Variance Risk with Variance Swaps 98
Bond price and impulse response analysis in the Balduzzi, Das, Foresi and Sunradam (1996) model 96
Solvable Affine Term Structure Models 96
Matematica Generale 96
STOCHASTIC SKEW AND TARGET VOLATILITY OPTIONS 95
General closed-form basket option pricing bounds 95
A flexible matrix Libor model with smiles 94
Stochastic Jacobian and Riccati ODE in affine term structure models 93
Pricing range notes within Wishart affine models 93
A Stability Result for the HARA Class with Stochastic Interest Rates 92
Analytic pricing of volatility-equity options within affine models: an efficient conditioning technique 89
The explicit Laplace transform for the Wishart process 85
Optimal Investment Strategies in a CIR Framework 83
La Gestion de Portefeuille à  Long Terme : une Approche de Finance Mathématique 72
Sup-Convolution of HARA utility functions in the affine term structure 69
On a financial project valuation model proposed by De Giuli and Magnani 68
American quantized calibration in stochastic volatility 68
Quantized calibration in local volatility 64
Explosion time for some Laplace transforms of the Wishart process 62
Pension Funds: Deterministic and Stochastic Approaches 61
A general framework for a joint calibration of VIX and VXX options 60
Fast hybrid schemes for fractional Riccati equations (Rough is not so tough) 59
On a financial project valuation model proposed by De Giuli and Magnani 57
Riding on the smiles 56
A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors 52
A Multifactor Stochastic Heston Model 44
Optimal Strategies for a Stable Class of Utility Functions in a Multi-Factor Framework 43
A fully quantization-based scheme for FBSDEs 42
Calibration to FX triangles of the 4/2 model under the benchmark approach 41
Méthodes récentes de gestion des fonds de retraite 38
Recent advances in mathematical methods for finance 35
CyberWolf: Assessing vulnerabilities of ICT-intensive financial markets 33
Long versus short time scales: the rough dilemma and beyond 32
Vix versus vxx: a joint analytical framework 31
Lie symmetry methods for local volatility models 30
Totale 4.429
Categoria #
all - tutte 15.700
article - articoli 13.391
book - libri 980
conference - conferenze 0
curatela - curatele 0
other - altro 152
patent - brevetti 0
selected - selezionate 0
volume - volumi 189
Totale 30.412


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/202028 0 0 0 0 0 0 0 0 0 0 0 28
2020/2021502 17 34 13 32 17 41 34 55 82 40 81 56
2021/2022571 7 69 98 67 18 34 17 55 27 15 76 88
2022/2023380 91 3 0 22 74 54 8 33 60 1 23 11
2023/2024172 28 29 9 9 2 10 3 7 10 8 24 33
2024/20251.110 3 116 47 28 300 38 31 98 59 47 187 156
Totale 4.429