IRIS
ZANETTE, Antonino
 Distribuzione geografica
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Continente #
NA - Nord America 2.685
EU - Europa 863
AS - Asia 373
SA - Sud America 63
AF - Africa 6
Continente sconosciuto - Info sul continente non disponibili 2
OC - Oceania 1
Totale 3.993
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Nazione #
US - Stati Uniti d'America 2.639
IT - Italia 254
SG - Singapore 205
UA - Ucraina 184
CN - Cina 92
RU - Federazione Russa 82
DE - Germania 78
FI - Finlandia 55
GB - Regno Unito 55
BR - Brasile 53
SE - Svezia 43
CA - Canada 39
FR - Francia 35
IE - Irlanda 32
TR - Turchia 19
KR - Corea 15
ES - Italia 14
IR - Iran 11
BE - Belgio 10
LV - Lettonia 6
IN - India 5
PK - Pakistan 5
NL - Olanda 4
BO - Bolivia 3
CL - Cile 3
ZA - Sudafrica 3
CO - Colombia 2
CZ - Repubblica Ceca 2
DK - Danimarca 2
EU - Europa 2
GE - Georgia 2
HK - Hong Kong 2
JP - Giappone 2
MA - Marocco 2
MO - Macao, regione amministrativa speciale della Cina 2
MX - Messico 2
NP - Nepal 2
PA - Panama 2
PL - Polonia 2
RO - Romania 2
UZ - Uzbekistan 2
VN - Vietnam 2
AU - Australia 1
BD - Bangladesh 1
DO - Repubblica Dominicana 1
EE - Estonia 1
GT - Guatemala 1
HR - Croazia 1
IL - Israele 1
IQ - Iraq 1
JM - Giamaica 1
KE - Kenya 1
KZ - Kazakistan 1
LK - Sri Lanka 1
LT - Lituania 1
PH - Filippine 1
TW - Taiwan 1
UY - Uruguay 1
VE - Venezuela 1
Totale 3.993
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Città #
Woodbridge 307
Ann Arbor 285
Fairfield 281
Houston 240
Chandler 224
Singapore 158
Ashburn 139
Seattle 139
Wilmington 121
Jacksonville 118
Dearborn 93
Cambridge 89
Udine 75
Boardman 50
Princeton 35
Dublin 32
Ottawa 31
Beijing 29
Los Angeles 27
Izmir 18
Milan 18
Treviso 18
Le Chesnay 16
San Diego 16
Rome 12
Scafati 12
Seoul 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
Riga 6
Toronto 6
Valladolid 6
Belluno 5
Chicago 5
Newark 5
Amsterdam 4
Brooklyn 4
Conegliano 4
Fuzhou 4
Kunming 4
Leawood 4
Lignano Sabbiadoro 4
London 4
Boston 3
Chengdu 3
Chions 3
Düsseldorf 3
Fontanafredda 3
Latisana 3
Madrid 3
Nanchang 3
Padova 3
Paris 3
Pesaro 3
Rende 3
San Mateo 3
Santa Clara 3
Santo André 3
Shanghai 3
Shenyang 3
Villa Di Tirano 3
Aiello del Sabato 2
Ambrolauri 2
Auburn Hills 2
Bologna 2
Brasília 2
Campo Grande 2
Castelfranco Veneto 2
Cilavegna 2
Dong Ket 2
Florence 2
Gijón 2
Grafing 2
Gujrat 2
La Paz 2
Lauterbourg 2
Macao 2
Marburg 2
Marratxi 2
Mumbai 2
North Bergen 2
Olbia 2
Pisa 2
Poincicco 2
Porto 2
Porto Alegre 2
Portsmouth 2
Prague 2
Redwood City 2
San Francisco 2
Totale 2.871
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Nome #
Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models 209
Numerical stability of a hybrid method for pricing options. 160
Pricing cliquet options by tree methods 157
A hybrid approach for the implementation of the Heston model 152
Efficient pricing of Swing options in Levy-driven models 148
A Moments and Strike Matching Binomial Algorithm for Pricing American Put Options 146
Fast binomial procedures for pricing Parisian/ParAsian options 144
A Mixed PDE-Monte Carlo Approach for Pricing Credit Default Index Swaptions 141
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model. 140
A hybrid tree/finite-difference approach for Heston-Hull-White type models 137
Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models 137
Parabolic ADI Methods for Pricing American Options on Two Stocks 134
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 132
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives 126
New insights on testing the efficiency of methods of pricing and hedging American options 125
The Singular Points Binomial Method for pricing American path-dependent options 124
Adaptive Finite-Element-Methods for Local Volatility European Option Pricing 123
The Binomial Interpolated Lattice Method for Step Double Barrier Options 123
Pricing and Hedging American Options by Monte Carlo Methods using a Malliavin Calculus Approach 116
Pricing American barrier options with discrete dividends by binomial trees 116
A new binomial algorithm for pricing American pathdependent options 112
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models 108
Efficient binomial algorithms for pricing American Asian options 103
Monte Carlo Methods for pricing and hedging American Options in High Dimension 103
Premia: A Numerical Platform for Pricing Financial Derivatives 100
Tree methods 97
Variable Annuities: the new solution to long-term investment problem 92
Pricing Ratchet equirty-indexed annuities with early surrender risk in a CIR++ model. 91
Efficient pricing of Swing options in Lévy-driven models 90
Premia: An Option Pricing Project 82
Introduction Special Report Numerical Methods implemented in the Premia Software 76
Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate. 60
Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension 52
Computing credit valuation adjustment solving coupled PIDEs in the Bates model 51
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem 49
Enhancing valuation of variable annuities in Lévy models with stochastic interest rate 37
Backward hedging for American options with transaction costs 30
Totale 4.123
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Categoria #
all - tutte 13.714
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 13.714
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020113 0 0 0 0 0 0 0 0 0 0 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
2024/2025611 12 51 13 45 71 69 81 50 75 33 111 0
Totale 4.123