statistiche ricercatore

Nome	#
Approximations for Asian options in local volatility models	157
Parametrix approximation of diffusion transition densities	145
3rd Special issue on matrix computations and statistics	134
Calibration of a path-dependent volatility model: empirical tests	123
Analysis of an uncertain volatility model	116
Path dependent volatility	109
A computationally efficient method for solving SUR models with orthogonal regressors	97
Algorithms for computing the the QRDs of a set of matrices having common columns.	88
The Annals of Computational and Financial Econometrics, first issue (editorial)	87
Kolmogorov equations arising in finance: direct and inverse problems	69
Log-normal mixtures in option pricing: non parametric calibration	68
Pricing American Options by Means of Barrier Options	59
Pricing of American options in local volatility models	58
Some results on Partial Least Squares regression, shrinkages and DoF	56
Using cubic B-spline for pricing options on assets with log-stable dynamics	54
Forecasting forward price curves in electricity markets: a factor model	53
Forecasting forward price curves in electricity markets: a factor model	49
Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis	3
Totale	1.525

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2018/2019	24	0	0	0	0	0	0	0	0	0	0	4	20
2019/2020	416	77	15	9	27	31	39	36	48	51	34	22	27
2020/2021	248	53	12	10	13	6	9	1	23	27	10	9	75
2021/2022	304	36	9	21	14	27	15	3	20	8	55	50	46
2022/2023	299	29	37	15	46	29	21	2	14	49	10	32	15
2023/2024	89	5	21	6	6	3	31	1	8	1	2	5	0
Totale													1.525

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