GRASSELLI, MARTINO
 Distribuzione geografica
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Continente #
NA - Nord America 3.537
AS - Asia 1.284
EU - Europa 1.018
AF - Africa 339
SA - Sud America 266
OC - Oceania 40
Continente sconosciuto - Info sul continente non disponibili 18
Totale 6.502
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Nazione #
US - Stati Uniti d'America 3.369
SG - Singapore 580
IT - Italia 333
BR - Brasile 166
HK - Hong Kong 162
CN - Cina 136
FI - Finlandia 115
VN - Vietnam 99
UA - Ucraina 55
DE - Germania 50
FR - Francia 44
PL - Polonia 42
GB - Regno Unito 31
RU - Federazione Russa 31
SE - Svezia 28
AR - Argentina 24
NL - Olanda 24
ES - Italia 19
IQ - Iraq 19
AL - Albania 18
JP - Giappone 17
LC - Santa Lucia 17
ZA - Sudafrica 17
EC - Ecuador 16
AE - Emirati Arabi Uniti 15
CH - Svizzera 15
AT - Austria 14
AZ - Azerbaigian 14
NE - Niger 14
PA - Panama 14
TZ - Tanzania 14
CG - Congo 13
RS - Serbia 13
CL - Cile 12
DO - Repubblica Dominicana 12
GA - Gabon 12
HT - Haiti 12
IE - Irlanda 12
ML - Mali 12
SI - Slovenia 12
TH - Thailandia 12
TR - Turchia 12
BW - Botswana 11
CI - Costa d'Avorio 11
CO - Colombia 11
GE - Georgia 11
GT - Guatemala 11
ID - Indonesia 11
IN - India 11
NI - Nicaragua 11
NO - Norvegia 11
AD - Andorra 10
CA - Canada 10
CM - Camerun 10
CV - Capo Verde 10
CW - ???statistics.table.value.countryCode.CW??? 10
CY - Cipro 10
CZ - Repubblica Ceca 10
GN - Guinea 10
HN - Honduras 10
IR - Iran 10
JO - Giordania 10
KE - Kenya 10
KZ - Kazakistan 10
MX - Messico 10
UZ - Uzbekistan 10
AU - Australia 9
BA - Bosnia-Erzegovina 9
BJ - Benin 9
DK - Danimarca 9
DZ - Algeria 9
EE - Estonia 9
GH - Ghana 9
HU - Ungheria 9
IL - Israele 9
KG - Kirghizistan 9
KH - Cambogia 9
LU - Lussemburgo 9
ME - Montenegro 9
PT - Portogallo 9
UG - Uganda 9
UY - Uruguay 9
AO - Angola 8
BD - Bangladesh 8
BF - Burkina Faso 8
BS - Bahamas 8
HR - Croazia 8
LY - Libia 8
MD - Moldavia 8
MR - Mauritania 8
MU - Mauritius 8
MW - Malawi 8
MY - Malesia 8
NP - Nepal 8
NZ - Nuova Zelanda 8
RW - Ruanda 8
SK - Slovacchia (Repubblica Slovacca) 8
SO - Somalia 8
TN - Tunisia 8
VE - Venezuela 8
Totale 6.183
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Città #
Fairfield 429
Woodbridge 365
Ann Arbor 278
Houston 277
Singapore 273
Ashburn 255
Santa Clara 232
Jacksonville 180
Seattle 168
Wilmington 159
Hong Kong 154
Chandler 119
Cambridge 114
Princeton 78
Boardman 70
Helsinki 69
Padova 55
Los Angeles 48
Ho Chi Minh City 36
Medford 33
San Diego 33
Beijing 32
Milan 32
Bytom 28
Chicago 26
Des Moines 26
Dong Ket 21
Buffalo 20
New York 17
Castries 16
Nanjing 16
Padua 16
Redondo Beach 16
Baku 13
Hanoi 13
Panama City 12
Vienna 12
Dar es Salaam 11
Libreville 11
Niamey 11
Roxbury 11
Abidjan 10
Andorra la Vella 10
Conakry 10
Dublin 10
Managua 10
Salt Lake City 10
Amman 9
Bamako 9
Bishkek 9
Cotonou 9
Guatemala City 9
Nairobi 9
Phnom Penh 9
Willemstad 9
Accra 8
Apia 8
Kigali 8
Luanda 8
Nassau 8
Rome 8
Shenyang 8
Tashkent 8
Abu Dhabi 7
Bangkok 7
Brazzaville 7
Dushanbe 7
Johannesburg 7
Kampala 7
Limassol 7
Lusaka 7
Maputo 7
Montevideo 7
Nouakchott 7
Praia 7
Reggio Calabria 7
São Paulo 7
Tallinn 7
Tirana 7
Tokyo 7
Ulan Bator 7
Vientiane 7
Addis Ababa 6
Antananarivo 6
Chisinau 6
Dallas 6
Douala 6
Falkenstein 6
Gaborone 6
Hargeisa 6
Latina 6
Lilongwe 6
Ljubljana 6
Munich 6
Norwalk 6
Ouagadougou 6
Podgorica 6
Pordenone 6
Quito 6
Riga 6
Totale 4.222
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Nome #
Pricing via recursive Quantization in Stochastic Volatility Models 236
Matematica generale, terza edizione 205
Quantization meets Fourier: a new technology for pricing options 195
Fair demographic risk sharing in defined contribution pension systems 184
The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options 176
The 4/2 Stochastic Volatility Model 161
Pricing currency derivatives under the benchmark approach 161
A flexible spot multiple-curve model 157
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates 156
Pricing and Calibration in Local Volatility Models Via Fast Quantization 150
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 146
General closed-form basket option pricing bounds 146
Analytic pricing of volatility-equity options within affine models: an efficient conditioning technique 145
Estimating the Wishart Affine Stochastic Correlation Modelusing the Empirical Characteristic Function 140
Smiles all around: FX joint calibration in a multi-Heston model 140
STOCHASTIC SKEW AND TARGET VOLATILITY OPTIONS 137
A flexible matrix Libor model with smiles 136
Matematica Generale 133
I nuovi piani di incentivazione azionaria 131
Optimal Design of the Guarantee for Defined Contribution Funds 131
Option pricing when correlations are stochastic: an analytical framework 131
Fast hybrid schemes for fractional Riccati equations (Rough is not so tough) 128
Pricing range notes within Wishart affine models 127
Optimal Investment Strategies in the presence of a minimum guarantee 126
Bond price and impulse response analysis in the Balduzzi, Das, Foresi and Sunradam (1996) model 125
The explicit Laplace transform for the Wishart process 122
A Stability Result for the HARA Class with Stochastic Interest Rates 121
Hedging (Co)Variance Risk with Variance Swaps 119
Conditional Dominance Criteria: Definition and Application to Risk-Management 119
Solvable Affine Term Structure Models 117
A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors 116
American quantized calibration in stochastic volatility 114
A general framework for a joint calibration of VIX and VXX options 112
Stochastic Jacobian and Riccati ODE in affine term structure models 112
Optimal Investment Strategies in a CIR Framework 110
Lie symmetry methods for local volatility models 105
Explosion time for some Laplace transforms of the Wishart process 100
Sup-Convolution of HARA utility functions in the affine term structure 98
Quantized calibration in local volatility 96
Calibration to FX triangles of the 4/2 model under the benchmark approach 96
On a financial project valuation model proposed by De Giuli and Magnani 94
Long versus short time scales: the rough dilemma and beyond 94
A fully quantization-based scheme for FBSDEs 93
On a financial project valuation model proposed by De Giuli and Magnani 92
La Gestion de Portefeuille à  Long Terme : une Approche de Finance Mathématique 92
Riding on the smiles 90
CyberWolf: Assessing vulnerabilities of ICT-intensive financial markets 89
Recent advances in mathematical methods for finance 85
Pension Funds: Deterministic and Stochastic Approaches 82
A Multifactor Stochastic Heston Model 80
Vix versus vxx: a joint analytical framework 76
Optimal Strategies for a Stable Class of Utility Functions in a Multi-Factor Framework 71
Méthodes récentes de gestion des fonds de retraite 61
Novel exact solutions for PDEs with mixed boundary conditions 28
Totale 6.587
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Categoria #
all - tutte 19.665
article - articoli 16.680
book - libri 1.254
conference - conferenze 0
curatela - curatele 0
other - altro 203
patent - brevetti 0
selected - selezionate 0
volume - volumi 259
Totale 38.061
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021389 0 0 0 0 0 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
2024/20251.144 3 116 47 28 300 38 31 98 59 47 187 190
2025/20262.124 75 321 653 589 385 101 0 0 0 0 0 0
Totale 6.587