IRIS
ZANETTE, Antonino
 Distribuzione geografica
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Continente #
NA - Nord America 3.912
AS - Asia 1.117
EU - Europa 1.083
Continente sconosciuto - Info sul continente non disponibili 151
SA - Sud America 144
AF - Africa 29
OC - Oceania 2
Totale 6.438
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Nazione #
US - Stati Uniti d'America 3.796
SG - Singapore 579
IT - Italia 327
CN - Cina 228
UA - Ucraina 187
DE - Germania 119
BR - Brasile 114
HK - Hong Kong 103
RU - Federazione Russa 84
GB - Regno Unito 77
FR - Francia 72
CA - Canada 61
FI - Finlandia 61
SE - Svezia 45
IE - Irlanda 33
VN - Vietnam 29
TR - Turchia 27
IN - India 25
BD - Bangladesh 19
ES - Italia 18
ZA - Sudafrica 16
KR - Corea 15
JP - Giappone 13
MX - Messico 12
IR - Iran 11
PK - Pakistan 11
PL - Polonia 11
BE - Belgio 10
UZ - Uzbekistan 9
IQ - Iraq 8
NL - Olanda 8
EC - Ecuador 7
GP - Guadalupe 6
LV - Lettonia 6
MA - Marocco 6
AR - Argentina 5
CL - Cile 5
CO - Colombia 5
CR - Costa Rica 5
GT - Guatemala 5
LT - Lituania 5
NI - Nicaragua 5
PH - Filippine 5
IL - Israele 4
MY - Malesia 4
PR - Porto Rico 4
SV - El Salvador 4
BO - Bolivia 3
DK - Danimarca 3
HN - Honduras 3
HU - Ungheria 3
ID - Indonesia 3
NP - Nepal 3
PA - Panama 3
SI - Slovenia 3
TT - Trinidad e Tobago 3
AE - Emirati Arabi Uniti 2
CD - Congo 2
CW - ???statistics.table.value.countryCode.CW??? 2
CZ - Repubblica Ceca 2
DO - Repubblica Dominicana 2
EU - Europa 2
GE - Georgia 2
JM - Giamaica 2
JO - Giordania 2
KE - Kenya 2
MO - Macao, regione amministrativa speciale della Cina 2
PS - Palestinian Territory 2
PY - Paraguay 2
RO - Romania 2
SA - Arabia Saudita 2
VE - Venezuela 2
AL - Albania 1
AU - Australia 1
BA - Bosnia-Erzegovina 1
BB - Barbados 1
BH - Bahrain 1
CG - Congo 1
CH - Svizzera 1
CY - Cipro 1
EE - Estonia 1
HR - Croazia 1
KG - Kirghizistan 1
KZ - Kazakistan 1
LB - Libano 1
LK - Sri Lanka 1
MD - Moldavia 1
NC - Nuova Caledonia 1
OM - Oman 1
PT - Portogallo 1
TH - Thailandia 1
TN - Tunisia 1
TW - Taiwan 1
UY - Uruguay 1
YT - Mayotte 1
Totale 6.291
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Città #
Ashburn 335
Woodbridge 308
Singapore 295
Ann Arbor 285
Fairfield 282
Houston 249
Chandler 224
San Jose 189
Seattle 142
Wilmington 122
Jacksonville 120
Beijing 101
Hong Kong 101
Dearborn 93
Cambridge 89
Council Bluffs 86
Udine 77
Los Angeles 54
Boardman 53
Dallas 50
Princeton 35
Dublin 33
Lauterbourg 32
Ottawa 32
Milan 31
Munich 28
New York 28
Santa Clara 27
Buffalo 26
The Dalles 21
Izmir 18
Treviso 18
Hefei 16
Le Chesnay 16
San Diego 16
Rome 15
Brooklyn 14
Toronto 14
Des Moines 13
Tokyo 13
Scafati 12
Seoul 12
Warsaw 11
Atlanta 10
Brussels 10
Norwalk 10
Orem 10
Trieste 10
Ardabil 9
Charlottesville 9
Chicago 9
Monmouth Junction 9
San Francisco 9
Ho Chi Minh City 8
Johannesburg 8
London 8
São Paulo 8
Tashkent 8
Amsterdam 7
Augusta 7
Brasília 7
Chennai 7
Denver 7
Jinan 7
Nanjing 7
Newark 7
Phoenix 7
Poplar 7
Hanoi 6
Montreal 6
Ogden 6
Redondo Beach 6
Riga 6
Turku 6
Valladolid 6
Belluno 5
Leipzig 5
Managua 5
Mumbai 5
Paris 5
Bologna 4
Boston 4
Conegliano 4
Fuzhou 4
Guatemala City 4
Kunming 4
Leawood 4
Lignano Sabbiadoro 4
San José 4
Stockholm 4
Ankara 3
Carolina 3
Chengdu 3
Chions 3
Cleveland 3
Dhaka 3
Düsseldorf 3
Fontanafredda 3
Frankfurt am Main 3
Kingston 3
Totale 4.078
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Nome #
The Binomial Interpolated Lattice Method for Step Double Barrier Options 336
Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models 295
A hybrid approach for the implementation of the Heston model 214
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 212
A hybrid tree/finite-difference approach for Heston-Hull-White type models 209
A Mixed PDE-Monte Carlo Approach for Pricing Credit Default Index Swaptions 207
Efficient pricing of Swing options in Levy-driven models 202
A Moments and Strike Matching Binomial Algorithm for Pricing American Put Options 200
Fast binomial procedures for pricing Parisian/ParAsian options 199
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model. 198
Pricing cliquet options by tree methods 197
Numerical stability of a hybrid method for pricing options. 196
Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models 190
Adaptive Finite-Element-Methods for Local Volatility European Option Pricing 182
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives 179
The Singular Points Binomial Method for pricing American path-dependent options 178
New insights on testing the efficiency of methods of pricing and hedging American options 170
Parabolic ADI Methods for Pricing American Options on Two Stocks 168
A new binomial algorithm for pricing American pathdependent options 168
Efficient binomial algorithms for pricing American Asian options 161
Pricing American barrier options with discrete dividends by binomial trees 159
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models 156
Pricing and Hedging American Options by Monte Carlo Methods using a Malliavin Calculus Approach 149
Monte Carlo Methods for pricing and hedging American Options in High Dimension 148
Variable Annuities: the new solution to long-term investment problem 146
Efficient pricing of Swing options in Lévy-driven models 142
Introduction Special Report Numerical Methods implemented in the Premia Software 134
Premia: A Numerical Platform for Pricing Financial Derivatives 133
Tree methods 133
Pricing Ratchet equirty-indexed annuities with early surrender risk in a CIR++ model. 129
Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension 117
Computing credit valuation adjustment solving coupled PIDEs in the Bates model 117
Premia: An Option Pricing Project 115
Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate. 110
Enhancing valuation of variable annuities in Lévy models with stochastic interest rate 107
Backward hedging for American options with transaction costs 101
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem 101
Computing XVA for American basket derivatives by machine learning techniques 75
Leveraging machine learning for high-dimensional option pricing within the uncertain volatility model 68
Robust pricing of equity-Indexed annuities under uncertain volatility and stochastic interest rate 37
Totale 6.438
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Categoria #
all - tutte 21.306
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 21.306
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022250 0 0 0 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
2024/2025791 12 51 13 45 71 69 81 50 75 33 122 169
2025/20261.544 165 133 99 143 275 105 186 33 161 108 78 58
2026/2027591 34 289 123 145 0 0 0 0 0 0 0 0
Totale 6.438