GRASSELLI, MARTINO
 Distribuzione geografica
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Continente #
NA - Nord America 2.833
EU - Europa 498
AS - Asia 208
AF - Africa 5
Continente sconosciuto - Info sul continente non disponibili 3
Totale 3.547
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Nazione #
US - Stati Uniti d'America 2.829
IT - Italia 239
SG - Singapore 128
FI - Finlandia 81
CN - Cina 50
UA - Ucraina 44
DE - Germania 33
FR - Francia 32
GB - Regno Unito 25
VN - Vietnam 21
SE - Svezia 20
NL - Olanda 7
CH - Svizzera 5
CA - Canada 4
HR - Croazia 4
EU - Europa 3
IE - Irlanda 3
PK - Pakistan 3
JP - Giappone 2
ML - Mali 2
ZA - Sudafrica 2
ES - Italia 1
HU - Ungheria 1
IN - India 1
KR - Corea 1
MA - Marocco 1
PH - Filippine 1
PL - Polonia 1
RU - Federazione Russa 1
SI - Slovenia 1
TR - Turchia 1
Totale 3.547
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Città #
Fairfield 429
Woodbridge 364
Ann Arbor 278
Houston 275
Jacksonville 180
Seattle 165
Wilmington 157
Ashburn 145
Chandler 119
Cambridge 114
Singapore 103
Princeton 78
Santa Clara 71
Boardman 70
Padova 49
Helsinki 40
Medford 33
San Diego 33
Dong Ket 21
Des Moines 20
Nanjing 16
Roxbury 11
Milan 10
Shenyang 8
Reggio Calabria 7
Norwalk 6
Pordenone 6
Udine 6
Beijing 5
Hebei 5
Nanchang 5
Rome 5
Jiaxing 4
Kharkiv 4
London 4
Ogden 4
Slatina 4
Changsha 3
Chioggia 3
Dublin 3
Genoa 3
Mirano 3
New York 3
Preganziol 3
Sialkot 3
Acton 2
Bandiagara 2
Campodarsego 2
Canosa Di Puglia 2
Cazzano 2
Chartrettes 2
Cosenza 2
Indiana 2
Lappeenranta 2
Los Angeles 2
Messina 2
Modena 2
Monte di Malo 2
Naaldwijk 2
Pescara 2
Phoenix 2
Rapino 2
Redwood City 2
Rozzano 2
San Giuliano 2
Stellenbosch 2
Tappahannock 2
Tianjin 2
Villorba 2
Yellow Springs 2
Zurich 2
Bizen 1
Bologna 1
Brendola 1
Cambiago 1
Catania 1
Chicago 1
Chiswick 1
Dallas 1
Dongdaemun-gu 1
Falkenstein 1
Frankfurt am Main 1
Hangzhou 1
Leawood 1
Maastricht 1
Makati City 1
Montreal 1
Naples 1
Orange 1
Oxford 1
Peschiera Del Garda 1
Pietrasanta 1
Pune 1
Reggio Nell'emilia 1
Rockville 1
Sassari 1
Surrey 1
Toronto 1
Trissino 1
Verona 1
Totale 2.959
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Nome #
Pricing via recursive Quantization in Stochastic Volatility Models 154
Quantization meets Fourier: a new technology for pricing options 123
The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options 116
Fair demographic risk sharing in defined contribution pension systems 114
Matematica generale, terza edizione 112
Pricing currency derivatives under the benchmark approach 103
Optimal Design of the Guarantee for Defined Contribution Funds 100
The 4/2 Stochastic Volatility Model 100
Option pricing when correlations are stochastic: an analytical framework 97
Smiles all around: FX joint calibration in a multi-Heston model 94
Pricing and Calibration in Local Volatility Models Via Fast Quantization 94
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates 93
Estimating the Wishart Affine Stochastic Correlation Modelusing the Empirical Characteristic Function 92
Optimal Investment Strategies in the presence of a minimum guarantee 91
Hedging (Co)Variance Risk with Variance Swaps 90
Solvable Affine Term Structure Models 89
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 88
I nuovi piani di incentivazione azionaria 87
Matematica Generale 84
Pricing range notes within Wishart affine models 84
Conditional Dominance Criteria: Definition and Application to Risk-Management 83
Stochastic Jacobian and Riccati ODE in affine term structure models 82
STOCHASTIC SKEW AND TARGET VOLATILITY OPTIONS 81
Bond price and impulse response analysis in the Balduzzi, Das, Foresi and Sunradam (1996) model 80
A flexible matrix Libor model with smiles 80
General closed-form basket option pricing bounds 79
A flexible spot multiple-curve model 78
A Stability Result for the HARA Class with Stochastic Interest Rates 75
Optimal Investment Strategies in a CIR Framework 74
Analytic pricing of volatility-equity options within affine models: an efficient conditioning technique 72
The explicit Laplace transform for the Wishart process 71
La Gestion de Portefeuille à  Long Terme : une Approche de Finance Mathématique 61
On a financial project valuation model proposed by De Giuli and Magnani 60
Sup-Convolution of HARA utility functions in the affine term structure 58
American quantized calibration in stochastic volatility 53
Pension Funds: Deterministic and Stochastic Approaches 51
Quantized calibration in local volatility 50
Explosion time for some Laplace transforms of the Wishart process 46
On a financial project valuation model proposed by De Giuli and Magnani 45
Riding on the smiles 42
Fast hybrid schemes for fractional Riccati equations (Rough is not so tough) 41
Optimal Strategies for a Stable Class of Utility Functions in a Multi-Factor Framework 34
A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors 32
A Multifactor Stochastic Heston Model 29
Méthodes récentes de gestion des fonds de retraite 26
A fully quantization-based scheme for FBSDEs 22
Long versus short time scales: the rough dilemma and beyond 22
Calibration to FX triangles of the 4/2 model under the benchmark approach 22
A general framework for a joint calibration of VIX and VXX options 18
Recent advances in mathematical methods for finance 15
Lie symmetry methods for local volatility models 15
CyberWolf: Assessing vulnerabilities of ICT-intensive financial markets 15
Vix versus vxx: a joint analytical framework 12
Totale 3.629
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Categoria #
all - tutte 12.484
article - articoli 10.667
book - libri 789
conference - conferenze 0
curatela - curatele 0
other - altro 118
patent - brevetti 0
selected - selezionate 0
volume - volumi 137
Totale 24.195
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020438 0 0 0 0 65 61 65 85 62 48 24 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
2024/2025310 3 116 47 28 116 0 0 0 0 0 0 0
Totale 3.629