IRIS
ZANETTE, Antonino
 Distribuzione geografica
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Continente #
NA - Nord America 2.622
EU - Europa 747
AS - Asia 272
SA - Sud America 3
Continente sconosciuto - Info sul continente non disponibili 2
AF - Africa 1
Totale 3.647
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Nazione #
US - Stati Uniti d'America 2.583
IT - Italia 238
UA - Ucraina 181
SG - Singapore 137
CN - Cina 92
DE - Germania 74
FI - Finlandia 54
GB - Regno Unito 51
SE - Svezia 42
CA - Canada 38
IE - Irlanda 31
FR - Francia 27
RU - Federazione Russa 22
TR - Turchia 18
IR - Iran 11
BE - Belgio 10
ES - Italia 5
IN - India 4
LV - Lettonia 4
KR - Corea 3
NL - Olanda 3
BO - Bolivia 2
EU - Europa 2
GE - Georgia 2
MO - Macao, regione amministrativa speciale della Cina 2
RO - Romania 2
VN - Vietnam 2
CL - Cile 1
CZ - Repubblica Ceca 1
LT - Lituania 1
MA - Marocco 1
PA - Panama 1
PL - Polonia 1
TW - Taiwan 1
Totale 3.647
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Città #
Woodbridge 307
Ann Arbor 285
Fairfield 281
Houston 240
Chandler 224
Seattle 138
Ashburn 136
Singapore 121
Wilmington 121
Jacksonville 118
Dearborn 93
Cambridge 89
Udine 75
Boardman 50
Princeton 35
Dublin 31
Ottawa 31
Beijing 29
Los Angeles 21
Izmir 18
Milan 18
Treviso 18
Le Chesnay 16
San Diego 16
Rome 12
Scafati 12
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
Newark 5
Toronto 5
Fuzhou 4
Kunming 4
Leawood 4
Lignano Sabbiadoro 4
Riga 4
Amsterdam 3
Chengdu 3
Chicago 3
Chions 3
Fontanafredda 3
Latisana 3
Nanchang 3
Padova 3
Pesaro 3
Rende 3
San Mateo 3
Shanghai 3
Shenyang 3
Villa Di Tirano 3
Ambrolauri 2
Auburn Hills 2
Bologna 2
Castelfranco Veneto 2
Cilavegna 2
Dong Ket 2
Florence 2
Gijón 2
Grafing 2
La Paz 2
London 2
Macao 2
Marburg 2
Marratxi 2
North Bergen 2
Olbia 2
Paris 2
Pisa 2
Poincicco 2
Porto 2
Redwood City 2
Shenzhen 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
Jiangyin 1
Kottayam 1
Totale 2.772
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Nome #
Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models 201
Numerical stability of a hybrid method for pricing options. 153
Pricing cliquet options by tree methods 149
Efficient pricing of Swing options in Levy-driven models 140
A hybrid approach for the implementation of the Heston model 140
A Moments and Strike Matching Binomial Algorithm for Pricing American Put Options 139
Fast binomial procedures for pricing Parisian/ParAsian options 138
A Mixed PDE-Monte Carlo Approach for Pricing Credit Default Index Swaptions 135
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model. 131
A hybrid tree/finite-difference approach for Heston-Hull-White type models 129
Parabolic ADI Methods for Pricing American Options on Two Stocks 128
Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models 128
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 122
The Singular Points Binomial Method for pricing American path-dependent options 120
New insights on testing the efficiency of methods of pricing and hedging American options 120
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives 119
Adaptive Finite-Element-Methods for Local Volatility European Option Pricing 115
The Binomial Interpolated Lattice Method for Step Double Barrier Options 113
Pricing American barrier options with discrete dividends by binomial trees 109
Pricing and Hedging American Options by Monte Carlo Methods using a Malliavin Calculus Approach 107
A new binomial algorithm for pricing American pathdependent options 101
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models 98
Monte Carlo Methods for pricing and hedging American Options in High Dimension 93
Efficient pricing of Swing options in Lévy-driven models 86
Premia: A Numerical Platform for Pricing Financial Derivatives 85
Efficient binomial algorithms for pricing American Asian options 85
Variable Annuities: the new solution to long-term investment problem 84
Pricing Ratchet equirty-indexed annuities with early surrender risk in a CIR++ model. 83
Tree methods 81
Premia: An Option Pricing Project 69
Introduction Special Report Numerical Methods implemented in the Premia Software 69
Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate. 48
Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension 44
Computing credit valuation adjustment solving coupled PIDEs in the Bates model 40
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem 40
Enhancing valuation of variable annuities in Lévy models with stochastic interest rate 16
Backward hedging for American options with transaction costs 12
Totale 3.770
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Categoria #
all - tutte 11.607
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 11.607
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020594 0 0 0 0 0 143 113 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
2024/2025258 12 51 13 45 71 66 0 0 0 0 0 0
Totale 3.770