GRASSELLI, MARTINO
 Distribuzione geografica
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Continente #
NA - Nord America 4.293
AS - Asia 2.099
EU - Europa 1.165
AF - Africa 372
SA - Sud America 332
OC - Oceania 42
Continente sconosciuto - Info sul continente non disponibili 19
Totale 8.322
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Nazione #
US - Stati Uniti d'America 4.113
SG - Singapore 779
IT - Italia 385
VN - Vietnam 343
CN - Cina 254
BR - Brasile 200
HK - Hong Kong 195
FI - Finlandia 120
FR - Francia 101
IN - India 66
UA - Ucraina 62
DE - Germania 56
IQ - Iraq 49
PL - Polonia 42
GB - Regno Unito 34
RU - Federazione Russa 34
BD - Bangladesh 33
AR - Argentina 31
TR - Turchia 30
SE - Svezia 28
NL - Olanda 27
SA - Arabia Saudita 27
PH - Filippine 24
PK - Pakistan 23
ZA - Sudafrica 23
JP - Giappone 22
EC - Ecuador 21
ES - Italia 20
AL - Albania 18
CH - Svizzera 17
CL - Cile 17
ID - Indonesia 17
LC - Santa Lucia 17
AE - Emirati Arabi Uniti 16
AZ - Azerbaigian 16
AT - Austria 15
IE - Irlanda 15
KE - Kenya 15
VE - Venezuela 15
CA - Canada 14
CO - Colombia 14
NE - Niger 14
PA - Panama 14
TZ - Tanzania 14
CG - Congo 13
GA - Gabon 13
GE - Georgia 13
MA - Marocco 13
RS - Serbia 13
UZ - Uzbekistan 13
BW - Botswana 12
DO - Repubblica Dominicana 12
HT - Haiti 12
JO - Giordania 12
ML - Mali 12
MX - Messico 12
NO - Norvegia 12
SI - Slovenia 12
TH - Thailandia 12
AU - Australia 11
CI - Costa d'Avorio 11
CV - Capo Verde 11
GT - Guatemala 11
KZ - Kazakistan 11
MY - Malesia 11
NI - Nicaragua 11
NP - Nepal 11
AD - Andorra 10
CM - Camerun 10
CW - ???statistics.table.value.countryCode.CW??? 10
CY - Cipro 10
CZ - Repubblica Ceca 10
DZ - Algeria 10
EG - Egitto 10
GN - Guinea 10
HN - Honduras 10
IR - Iran 10
LU - Lussemburgo 10
MD - Moldavia 10
PS - Palestinian Territory 10
BA - Bosnia-Erzegovina 9
BJ - Benin 9
DK - Danimarca 9
EE - Estonia 9
ET - Etiopia 9
GH - Ghana 9
HU - Ungheria 9
IL - Israele 9
KG - Kirghizistan 9
KH - Cambogia 9
LY - Libia 9
ME - Montenegro 9
MU - Mauritius 9
PT - Portogallo 9
TN - Tunisia 9
TT - Trinidad e Tobago 9
UG - Uganda 9
UY - Uruguay 9
AO - Angola 8
BF - Burkina Faso 8
Totale 7.972
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Città #
San Jose 529
Singapore 445
Fairfield 429
Woodbridge 365
Ashburn 361
Ann Arbor 278
Houston 277
Santa Clara 233
Jacksonville 180
Hong Kong 177
Seattle 172
Wilmington 159
Chandler 119
Cambridge 114
Ho Chi Minh City 107
Hanoi 81
Princeton 78
Helsinki 74
Boardman 71
Los Angeles 62
Padova 55
Lauterbourg 50
Milan 35
Beijing 34
San Diego 34
Medford 33
Chicago 30
New York 30
Bytom 28
Padua 28
Des Moines 26
Buffalo 21
Dong Ket 21
Baghdad 19
Da Nang 19
Nanjing 17
Castries 16
Redondo Beach 16
Baku 15
Nairobi 14
Vienna 13
Dublin 12
Libreville 12
Panama City 12
Rome 12
Dar es Salaam 11
Johannesburg 11
Niamey 11
Roxbury 11
São Paulo 11
Abidjan 10
Amman 10
Andorra la Vella 10
Atlanta 10
Conakry 10
Jeddah 10
Managua 10
Salt Lake City 10
Tashkent 10
Bamako 9
Bishkek 9
Cotonou 9
Falkenstein 9
Guatemala City 9
Phnom Penh 9
Tokyo 9
Willemstad 9
Accra 8
Addis Ababa 8
Apia 8
Hải Dương 8
Kigali 8
Lahore 8
Luanda 8
Lusaka 8
Maputo 8
Nassau 8
Riyadh 8
Shenyang 8
Vientiane 8
Zurich 8
Abu Dhabi 7
Bangkok 7
Brazzaville 7
Chisinau 7
Dammam 7
Dushanbe 7
Erbil 7
Haiphong 7
Kampala 7
Limassol 7
Montevideo 7
Nouakchott 7
Praia 7
Pune 7
Quito 7
Reggio Calabria 7
Tallinn 7
Tbilisi 7
Thái Bình 7
Totale 5.375
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Nome #
Pricing via recursive Quantization in Stochastic Volatility Models 279
Matematica generale, terza edizione 244
Quantization meets Fourier: a new technology for pricing options 223
Fair demographic risk sharing in defined contribution pension systems 212
Pricing currency derivatives under the benchmark approach 208
Pricing and Calibration in Local Volatility Models Via Fast Quantization 195
The 4/2 Stochastic Volatility Model 195
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates 194
The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options 194
A flexible spot multiple-curve model 193
General closed-form basket option pricing bounds 191
Matematica Generale 183
Option pricing when correlations are stochastic: an analytical framework 181
Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 177
Fast hybrid schemes for fractional Riccati equations (Rough is not so tough) 175
Conditional Dominance Criteria: Definition and Application to Risk-Management 172
STOCHASTIC SKEW AND TARGET VOLATILITY OPTIONS 172
A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors 172
Analytic pricing of volatility-equity options within affine models: an efficient conditioning technique 172
Explosion time for some Laplace transforms of the Wishart process 171
A flexible matrix Libor model with smiles 165
Pricing range notes within Wishart affine models 165
Estimating the Wishart Affine Stochastic Correlation Modelusing the Empirical Characteristic Function 163
Smiles all around: FX joint calibration in a multi-Heston model 163
Solvable Affine Term Structure Models 158
Optimal Design of the Guarantee for Defined Contribution Funds 156
I nuovi piani di incentivazione azionaria 153
Hedging (Co)Variance Risk with Variance Swaps 152
Optimal Investment Strategies in the presence of a minimum guarantee 148
Bond price and impulse response analysis in the Balduzzi, Das, Foresi and Sunradam (1996) model 148
Lie symmetry methods for local volatility models 148
Vix versus vxx: a joint analytical framework 148
The explicit Laplace transform for the Wishart process 147
American quantized calibration in stochastic volatility 146
A general framework for a joint calibration of VIX and VXX options 143
A Stability Result for the HARA Class with Stochastic Interest Rates 138
A fully quantization-based scheme for FBSDEs 137
Stochastic Jacobian and Riccati ODE in affine term structure models 136
Optimal Investment Strategies in a CIR Framework 132
Quantized calibration in local volatility 126
La Gestion de Portefeuille à  Long Terme : une Approche de Finance Mathématique 125
Long versus short time scales: the rough dilemma and beyond 122
Calibration to FX triangles of the 4/2 model under the benchmark approach 122
Recent advances in mathematical methods for finance 118
On a financial project valuation model proposed by De Giuli and Magnani 117
CyberWolf: Assessing vulnerabilities of ICT-intensive financial markets 117
On a financial project valuation model proposed by De Giuli and Magnani 116
Riding on the smiles 114
Sup-Convolution of HARA utility functions in the affine term structure 110
A Multifactor Stochastic Heston Model 110
Pension Funds: Deterministic and Stochastic Approaches 107
Optimal Strategies for a Stable Class of Utility Functions in a Multi-Factor Framework 90
Méthodes récentes de gestion des fonds de retraite 85
Novel exact solutions for PDEs with mixed boundary conditions 79
Totale 8.407
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Categoria #
all - tutte 22.983
article - articoli 19.421
book - libri 1.518
conference - conferenze 0
curatela - curatele 0
other - altro 250
patent - brevetti 0
selected - selezionate 0
volume - volumi 312
Totale 44.484
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021137 0 0 0 0 0 0 0 0 0 0 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
2025/20263.944 75 321 653 589 385 161 464 533 379 276 108 0
Totale 8.407