IRIS
ZANETTE, Antonino
 Distribuzione geografica
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Continente #
NA - Nord America 2.593
EU - Europa 706
AS - Asia 156
Continente sconosciuto - Info sul continente non disponibili 2
SA - Sud America 1
Totale 3.458
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Nazione #
US - Stati Uniti d'America 2.555
IT - Italia 224
UA - Ucraina 181
CN - Cina 81
DE - Germania 74
FI - Finlandia 54
GB - Regno Unito 51
SE - Svezia 42
CA - Canada 38
SG - Singapore 34
IE - Irlanda 29
FR - Francia 27
TR - Turchia 18
IR - Iran 11
BE - Belgio 10
ES - Italia 4
IN - India 4
KR - Corea 3
NL - Olanda 3
RU - Federazione Russa 3
EU - Europa 2
LV - Lettonia 2
MO - Macao, regione amministrativa speciale della Cina 2
RO - Romania 2
VN - Vietnam 2
CL - Cile 1
TW - Taiwan 1
Totale 3.458
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Città #
Woodbridge 307
Ann Arbor 285
Fairfield 281
Houston 240
Chandler 224
Seattle 138
Ashburn 136
Wilmington 121
Jacksonville 118
Dearborn 93
Cambridge 89
Udine 73
Boardman 50
Princeton 35
Ottawa 31
Singapore 30
Beijing 29
Dublin 29
Izmir 18
Los Angeles 18
Milan 17
Le Chesnay 16
San Diego 16
Rome 12
Scafati 12
Treviso 11
Brussels 10
Des Moines 10
Norwalk 10
Ardabil 9
Monmouth Junction 9
Trieste 9
Hefei 8
New York 8
Jinan 7
Nanjing 7
Augusta 6
Ogden 6
Toronto 5
Fuzhou 4
Leawood 4
Lignano Sabbiadoro 4
Newark 4
Amsterdam 3
Chicago 3
Chions 3
Fontanafredda 3
Kunming 3
Latisana 3
Nanchang 3
Padova 3
Pesaro 3
Rende 3
San Mateo 3
Villa Di Tirano 3
Auburn Hills 2
Bologna 2
Chengdu 2
Cilavegna 2
Dong Ket 2
Florence 2
Gijón 2
Grafing 2
London 2
Macao 2
Marburg 2
Marratxi 2
Olbia 2
Paris 2
Pisa 2
Poincicco 2
Porto 2
Redwood City 2
Riga 2
Shenyang 2
Trani 2
Venezia 2
Zhengzhou 2
Bengaluru 1
Calenzano 1
Catania 1
Changsha 1
Chaoyang 1
Clifton 1
Costa Mesa 1
Dallas 1
Fara in Sabina 1
Fayetteville 1
Frankfurt Am Main 1
Guangzhou 1
Hangzhou 1
Indiana 1
Kottayam 1
L'aquila 1
Lappeenranta 1
Malnate 1
Monterotondo 1
Mountain View 1
Mumbai 1
Naples 1
Totale 2.653
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Nome #
Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models 197
Numerical stability of a hybrid method for pricing options. 147
Pricing cliquet options by tree methods 146
A Moments and Strike Matching Binomial Algorithm for Pricing American Put Options 136
A hybrid approach for the implementation of the Heston model 134
Efficient pricing of Swing options in Levy-driven models 132
Fast binomial procedures for pricing Parisian/ParAsian options 131
A Mixed PDE-Monte Carlo Approach for Pricing Credit Default Index Swaptions 131
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model. 126
Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models 124
A hybrid tree/finite-difference approach for Heston-Hull-White type models 123
Parabolic ADI Methods for Pricing American Options on Two Stocks 122
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 119
New insights on testing the efficiency of methods of pricing and hedging American options 117
The Singular Points Binomial Method for pricing American path-dependent options 116
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives 114
Adaptive Finite-Element-Methods for Local Volatility European Option Pricing 111
The Binomial Interpolated Lattice Method for Step Double Barrier Options 111
Pricing and Hedging American Options by Monte Carlo Methods using a Malliavin Calculus Approach 105
Pricing American barrier options with discrete dividends by binomial trees 105
A new binomial algorithm for pricing American pathdependent options 98
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models 87
Monte Carlo Methods for pricing and hedging American Options in High Dimension 84
Premia: A Numerical Platform for Pricing Financial Derivatives 82
Efficient pricing of Swing options in Lévy-driven models 80
Variable Annuities: the new solution to long-term investment problem 80
Efficient binomial algorithms for pricing American Asian options 79
Tree methods 77
Pricing Ratchet equirty-indexed annuities with early surrender risk in a CIR++ model. 73
Premia: An Option Pricing Project 66
Introduction Special Report Numerical Methods implemented in the Premia Software 64
Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate. 44
Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension 36
Computing credit valuation adjustment solving coupled PIDEs in the Bates model 35
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem 32
Backward hedging for American options with transaction costs 10
Totale 3.574
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Categoria #
all - tutte 10.215
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 10.215
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020869 0 45 33 134 63 143 113 95 65 65 42 71
2020/2021528 33 53 13 58 32 53 46 49 68 28 72 23
2021/2022330 41 22 17 16 2 16 17 10 3 49 89 48
2022/2023431 42 47 6 67 46 108 0 27 58 6 12 12
2023/2024164 17 6 5 1 30 14 5 5 11 23 8 39
2024/202562 12 50 0 0 0 0 0 0 0 0 0 0
Totale 3.574