statistiche ricercatore

Nome	#
Analytical approximations of non-linear SDEs of McKean–Vlasov type	132
The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework	127
Intrinsic expansions for averaged diffusion processes	107
Analytical approximations of BSDEs with non-smooth driver	101
The exact Taylor formula of the implied volatility	93
Approximations for Asian options in local volatility models	93
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups	92
Analytical approximation of the transition density in a local volatility model	92
Asymptotic expansions for degenerate parabolic equations	92
Analytical expansions for parabolic equations	84
A family of density expansions for Lévy-type processes	79
Explicit implied volatilities for multifactor local-stochastic volatility models	72
Local stochastic volatility with jumps: analytical approximations	72
Asymptotics for d-dimensional Lévy-type processes	59
Pricing vulnerable claims in a Lévy-driven model	50
Adjoint expansions in local Lévy models	47
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models	47
Portfolio optimization in a defaultable Lévy-driven market model	43
Pricing approximations and error estimates for local Lévy-type models with default	41
Totale	1.523

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2018/2019	117	0	0	0	0	0	0	0	0	0	0	77	40
2019/2020	467	23	11	16	81	42	76	78	43	42	17	7	31
2020/2021	342	6	34	8	40	39	37	25	30	40	24	38	21
2021/2022	167	14	19	12	18	1	5	12	12	2	28	17	27
2022/2023	251	25	35	4	38	30	56	1	12	42	2	5	1
2023/2024	43	12	12	2	0	11	2	0	0	2	1	1	0
Totale													1.523