statistiche ricercatore

Nome	#
Analytical approximations of non-linear SDEs of McKean–Vlasov type	147
The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework	144
Intrinsic expansions for averaged diffusion processes	115
Analytical approximations of BSDEs with non-smooth driver	110
Approximations for Asian options in local volatility models	107
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups	103
The exact Taylor formula of the implied volatility	102
Asymptotic expansions for degenerate parabolic equations	102
Analytical approximation of the transition density in a local volatility model	101
Analytical expansions for parabolic equations	94
A family of density expansions for Lévy-type processes	87
Local stochastic volatility with jumps: analytical approximations	83
Explicit implied volatilities for multifactor local-stochastic volatility models	80
Asymptotics for d-dimensional Lévy-type processes	66
Pricing vulnerable claims in a Lévy-driven model	62
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models	61
Adjoint expansions in local Lévy models	59
Portfolio optimization in a defaultable Lévy-driven market model	51
Pricing approximations and error estimates for local Lévy-type models with default	51
Totale	1.725

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2019/2020	31	0	0	0	0	0	0	0	0	0	0	0	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	200	0	23	4	14	4	5	40	20	23	16	24	27
Totale													1.725

Nome	Dominio	Durata	Descrizione
s_.*	plu.mx	sessione	recupero grafico citazioni sociali da plumx
A_.*	core.ac.uk	7 giorni	recupero pubblicazioni consigliate per il pannello core-recommander
GS_.*	gstatic.com	richiesta http	visualizza grafico citazioni
CC_.*	creativecommons.org	richiesta http	visualizza licenza bitstream