VARGIOLU, TIZIANO
 Distribuzione geografica
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Continente #
NA - Nord America 2.943
EU - Europa 436
AS - Asia 77
SA - Sud America 3
AF - Africa 1
Continente sconosciuto - Info sul continente non disponibili 1
Totale 3.461
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Nazione #
US - Stati Uniti d'America 2.943
IT - Italia 201
CN - Cina 66
FI - Finlandia 58
DE - Germania 54
UA - Ucraina 30
SE - Svezia 25
GB - Regno Unito 19
NL - Olanda 14
AT - Austria 10
ES - Italia 7
FR - Francia 5
PK - Pakistan 4
CH - Svizzera 3
CO - Colombia 3
IE - Irlanda 3
TR - Turchia 3
NO - Norvegia 2
SI - Slovenia 2
BY - Bielorussia 1
CM - Camerun 1
DK - Danimarca 1
EU - Europa 1
GR - Grecia 1
HK - Hong Kong 1
IR - Iran 1
PH - Filippine 1
SG - Singapore 1
Totale 3.461
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Città #
Fairfield 544
Woodbridge 393
Houston 323
Ann Arbor 276
Ashburn 212
Seattle 206
Cambridge 186
Wilmington 174
Chandler 118
Jacksonville 110
Princeton 66
Padova 44
San Diego 38
Roxbury 37
Medford 36
Helsinki 26
Boardman 23
Nanjing 21
Rome 21
Des Moines 19
Milan 18
Munich 17
Leiden 12
Aprilia 10
Changsha 8
Halle 8
London 8
Vienna 8
Macerata 7
Nanchang 7
Trieste 6
Montebelluna 5
Carpi 4
Hebei 4
Islamabad 4
Jiaxing 4
Norwalk 4
Beijing 3
Dublin 3
Frankfurt am Main 3
Indiana 3
Medellín 3
New York 3
Phoenix 3
Shenyang 3
Termoli 3
Tianjin 3
Turin 3
Verona 3
Vigevano 3
Antony 2
Buffalo 2
Jinan 2
Karlsruhe 2
Kharkiv 2
Paris 2
Prescot 2
Redmond 2
Redwood City 2
Ronchis 2
San Francisco 2
San Giorgio a Cremano 2
Santo Stefano del Sole 2
Shanghai 2
South River 2
Tappahannock 2
Usingen 2
Valdobbiadene 2
Yenibosna 2
Zurich 2
Abbiategrasso 1
Ancona 1
Arzignano 1
Atessa 1
Bloomington 1
Central District 1
Chicago 1
Chieti 1
Chiswick 1
Cison di Valmarino 1
Ciudad Real 1
Duncan 1
Florence 1
Fontanelle 1
Frisco 1
Geneva 1
Gomel 1
Graz 1
Haikou 1
Hangzhou 1
Hohenhameln 1
Islington 1
Kinwood 1
Lappeenranta 1
Loganville 1
Los Angeles 1
Ludwigshafen 1
Lüneburg 1
Nanning 1
Nashville 1
Totale 3.116
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Nome #
Optimal intraday power trading with a Gaussian additive process 161
Utility indifference pricing and hedging for structured contracts in energy markets 158
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework 147
Mean-reverting no-arbitrage additive models for forward curves in energy markets 144
Explicit solutions for shortfall risk minimization in multinomial models 124
A Bayesian adaptive control approach to risk management in a binomial model 114
Investing in electricity production under a reliability options scheme 102
Optimal prepayment and default rules for mortgage-backed securities 94
Superreplication of European multiasset derivatives with bounded stochastic volatility 93
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 93
Optimization methods for gas and power markets 90
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 90
Portfolio optimization in a defaultable Levy driven market model 88
Robustness of the Black-Scholes approach in the case of options on several assets 84
Optimal management of pumped hydroelectric production with state constrained optimal control 84
Invariant measures for the Musiela equation with deterministic diffusion term 83
Robustness for path-dependent volatility models 80
Optimal portfolio in a regime-switching model 77
Super-replication price: it can be ok 76
Modeling and valuing make-up clauses in gas swing contracts. 74
On the singular control of exchange rates 74
Financial models with dependence on the past: a survey 72
Robustness of the Hobson-Rogers model with respect to the offset function 72
On the superreplication approach for European interest rates derivatives 72
Optimal exercise of swing contracts in energy markets: an integral constrained optimal control problem 70
Calibration of a multifactor model for the forward markets of several commodities. 70
Optimal portfolio for HARA utility functions when risky assets are exponential additive processes 69
Optimal default boundary in a discrete time setting 69
Pricing reliability options under different electricity price regimes 65
Variables Reduction in Sequential Resource Allocation Problems 64
Robustness for path-dependent volatility models 63
Optimal default boundary in discrete time models 61
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 57
Modeling and valuing make-up clauses in gas swing contracts 56
Pricing and hedging of a general kind of multiasset option 55
Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market 54
Capturing the power options smile by an additive two-factor model for overlapping futures prices 54
Un approccio bayesiano alla gestione del rischio in un modello binomiale 52
Weak convergence of shortfall risk minimizing portfolios 51
Pricing vulnerable claims in a Lévy-driven model 47
Efficient representation of supply and demand curves on day-ahead electricity markets 43
Optimal portfolio and utility-indifference pricing and hedging in a regime-switching model 40
Optimal installation of solar panels with price impact: A solvable singular stochastic control problem 39
Optimal design of derivatives in illiquid markets: an alternative approach 38
Elementi di Probabilita' e Statistica 28
Optimal Cross-Border Electricity Trading 27
Optimal installation of renewable electricity sources: the case of Italy 20
On the singular control of exchange rates 3
Totale 3.541
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Categoria #
all - tutte 12.283
article - articoli 9.854
book - libri 327
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.874
Totale 24.338
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019197 0 0 0 0 0 0 0 0 0 0 109 88
2019/2020773 90 33 16 134 86 57 63 81 92 47 32 42
2020/2021698 41 42 55 66 25 24 41 63 77 119 115 30
2021/2022640 5 48 100 60 43 23 15 86 45 26 56 133
2022/2023437 88 9 4 36 90 44 10 32 55 22 33 14
2023/2024137 21 22 12 12 11 8 6 3 17 13 12 0
Totale 3.541