statistiche ricercatore

Nome	#
Large portfolio losses: A dynamic contagion model	145
A benchmark Approach to Portfolio Optimization under Partial Information	127
A Bayesian adaptive control approach to risk management in a binomial model	125
A filtered no arbitrage model for term structures from noisy data	110
An Approximation Scheme for Stochastic Dynamic Optimization Problems.	98
Credit risk and incomplete information: filtering and EM parameter estimation.	95
On dynamic programming for sequential decision problems under a general form of uncertainty	89
Connections between stochastic control and dynamic games	88
Arbitrage concepts under trading restrictions in discrete-time financial markets	86
On optimal investment in a reinsurance context with a point process market model	81
Efficient hedging when asset prices follow a geometric Poisson process with unknown intensities	78
Pathwise optimality for benchmark tracking	75
Statistica Matematica : Problemi ed esercizi risolti.	69
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach	66
Diffusion-based models for financial markets without martingale measures	64
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach	58
Explicit solutions for multivariate, discrete-time control problems under uncertainty	57
On logarithmic and other transformations in stochastic control	49
An Italian perspective on the development of financial mathematics from 1992 to 2008	15
Totale	1.575

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2019/2020	194	0	0	0	0	0	28	30	34	39	23	20	20
2020/2021	227	8	20	12	28	31	10	5	29	29	20	17	18
2021/2022	248	10	21	37	19	25	8	12	29	10	5	32	40
2022/2023	182	29	3	1	14	38	25	0	18	29	14	8	3
2023/2024	89	1	7	8	4	25	2	18	1	1	1	15	6
2024/2025	144	1	32	15	13	82	1	0	0	0	0	0	0
Totale													1.575