statistiche ricercatore

Nome	#
Analytical approximations of non-linear SDEs of McKean–Vlasov type	136
The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework	134
Intrinsic expansions for averaged diffusion processes	111
Analytical approximations of BSDEs with non-smooth driver	103
The exact Taylor formula of the implied volatility	96
Approximations for Asian options in local volatility models	95
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups	94
Analytical approximation of the transition density in a local volatility model	94
Asymptotic expansions for degenerate parabolic equations	94
Analytical expansions for parabolic equations	87
A family of density expansions for Lévy-type processes	81
Explicit implied volatilities for multifactor local-stochastic volatility models	75
Local stochastic volatility with jumps: analytical approximations	74
Asymptotics for d-dimensional Lévy-type processes	61
Pricing vulnerable claims in a Lévy-driven model	52
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models	50
Adjoint expansions in local Lévy models	49
Portfolio optimization in a defaultable Lévy-driven market model	45
Pricing approximations and error estimates for local Lévy-type models with default	44
Totale	1.575

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2019/2020	218	0	0	0	0	0	0	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	45	12	12	2	0	11	2	0	0	2	1	1	2
2024/2025	50	0	23	4	14	4	5	0	0	0	0	0	0
Totale													1.575