statistiche ricercatore

Nome	#
Large portfolio losses: A dynamic contagion model	140
A benchmark Approach to Portfolio Optimization under Partial Information	123
A Bayesian adaptive control approach to risk management in a binomial model	119
A filtered no arbitrage model for term structures from noisy data	105
An Approximation Scheme for Stochastic Dynamic Optimization Problems.	94
Credit risk and incomplete information: filtering and EM parameter estimation.	91
On dynamic programming for sequential decision problems under a general form of uncertainty	85
Arbitrage concepts under trading restrictions in discrete-time financial markets	82
Connections between stochastic control and dynamic games	81
On optimal investment in a reinsurance context with a point process market model	77
Efficient hedging when asset prices follow a geometric Poisson process with unknown intensities	74
Pathwise optimality for benchmark tracking	71
Statistica Matematica : Problemi ed esercizi risolti.	65
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach	62
Diffusion-based models for financial markets without martingale measures	60
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach	54
Explicit solutions for multivariate, discrete-time control problems under uncertainty	53
On logarithmic and other transformations in stochastic control	44
An Italian perspective on the development of financial mathematics from 1992 to 2008	11
Totale	1.491

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2019/2020	248	0	0	0	20	34	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	60	1	32	15	12	0	0	0	0	0	0	0	0
Totale													1.491