VARGIOLU, TIZIANO
 Distribuzione geografica
Continente #
NA - Nord America 2.944
EU - Europa 452
AS - Asia 128
SA - Sud America 3
AF - Africa 1
Continente sconosciuto - Info sul continente non disponibili 1
OC - Oceania 1
Totale 3.530
Nazione #
US - Stati Uniti d'America 2.944
IT - Italia 209
CN - Cina 68
DE - Germania 59
FI - Finlandia 58
SG - Singapore 49
UA - Ucraina 30
SE - Svezia 26
GB - Regno Unito 19
NL - Olanda 14
AT - Austria 10
ES - Italia 7
CH - Svizzera 5
FR - Francia 5
PK - Pakistan 4
CO - Colombia 3
IE - Irlanda 3
TR - Turchia 3
IR - Iran 2
NO - Norvegia 2
SI - Slovenia 2
AU - Australia 1
BY - Bielorussia 1
CM - Camerun 1
DK - Danimarca 1
EU - Europa 1
GR - Grecia 1
HK - Hong Kong 1
PH - Filippine 1
Totale 3.530
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 45
San Diego 38
Roxbury 37
Medford 36
Helsinki 26
Singapore 26
Boardman 23
Rome 22
Nanjing 21
Munich 20
Des Moines 19
Milan 19
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
Zurich 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
Moncalieri 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
Abbiategrasso 1
Ancona 1
Arzignano 1
Atessa 1
Bloomington 1
Bologna 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
Legnano 1
Loganville 1
Los Angeles 1
Totale 3.150
Nome #
Optimal intraday power trading with a Gaussian additive process 161
Utility indifference pricing and hedging for structured contracts in energy markets 160
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework 148
Mean-reverting no-arbitrage additive models for forward curves in energy markets 145
Explicit solutions for shortfall risk minimization in multinomial models 126
A Bayesian adaptive control approach to risk management in a binomial model 117
Investing in electricity production under a reliability options scheme 105
Optimal prepayment and default rules for mortgage-backed securities 95
Superreplication of European multiasset derivatives with bounded stochastic volatility 94
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 94
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 94
Optimization methods for gas and power markets 91
Portfolio optimization in a defaultable Levy driven market model 89
Invariant measures for the Musiela equation with deterministic diffusion term 86
Robustness of the Black-Scholes approach in the case of options on several assets 86
Optimal management of pumped hydroelectric production with state constrained optimal control 86
Robustness for path-dependent volatility models 81
Optimal portfolio in a regime-switching model 78
Super-replication price: it can be ok 77
On the singular control of exchange rates 76
Modeling and valuing make-up clauses in gas swing contracts. 75
Financial models with dependence on the past: a survey 73
On the superreplication approach for European interest rates derivatives 73
Robustness of the Hobson-Rogers model with respect to the offset function 72
Calibration of a multifactor model for the forward markets of several commodities. 72
Optimal exercise of swing contracts in energy markets: an integral constrained optimal control problem 71
Optimal default boundary in a discrete time setting 71
Optimal portfolio for HARA utility functions when risky assets are exponential additive processes 70
Pricing reliability options under different electricity price regimes 66
Variables Reduction in Sequential Resource Allocation Problems 65
Robustness for path-dependent volatility models 64
Optimal default boundary in discrete time models 62
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 58
Modeling and valuing make-up clauses in gas swing contracts 57
Pricing and hedging of a general kind of multiasset option 56
Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market 55
Capturing the power options smile by an additive two-factor model for overlapping futures prices 55
Un approccio bayesiano alla gestione del rischio in un modello binomiale 53
Weak convergence of shortfall risk minimizing portfolios 52
Pricing vulnerable claims in a Lévy-driven model 48
Efficient representation of supply and demand curves on day-ahead electricity markets 46
Optimal portfolio and utility-indifference pricing and hedging in a regime-switching model 41
Optimal installation of solar panels with price impact: A solvable singular stochastic control problem 41
Optimal design of derivatives in illiquid markets: an alternative approach 39
Elementi di Probabilita' e Statistica 30
Optimal Cross-Border Electricity Trading 28
Optimal installation of renewable electricity sources: the case of Italy 21
On the singular control of exchange rates 5
Recent advances in mathematical methods for finance 3
Totale 3.611
Categoria #
all - tutte 13.038
article - articoli 10.451
book - libri 356
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.989
Totale 25.834


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020683 0 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
2023/2024196 21 22 12 12 11 8 6 3 17 13 52 19
2024/202511 11 0 0 0 0 0 0 0 0 0 0 0
Totale 3.611