CRIS Current Research Information System

PAGLIARANI, STEFANO
 Distribuzione geografica
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Continente #
NA - Nord America 1.059
EU - Europa 827
AS - Asia 372
AF - Africa 55
SA - Sud America 5
OC - Oceania 3
Totale 2.321
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Nazione #
US - Stati Uniti d'America 1.059
IT - Italia 227
GB - Regno Unito 184
CN - Cina 130
VN - Vietnam 127
SE - Svezia 114
DE - Germania 93
IN - India 64
FR - Francia 44
SG - Singapore 42
IE - Irlanda 37
RU - Federazione Russa 26
TG - Togo 22
UA - Ucraina 22
BG - Bulgaria 20
CI - Costa d'Avorio 17
ZA - Sudafrica 16
ES - Italia 10
EE - Estonia 9
FI - Finlandia 9
JP - Giappone 7
AT - Austria 6
BE - Belgio 5
DK - Danimarca 5
HR - Croazia 5
GR - Grecia 4
UY - Uruguay 4
AU - Australia 3
CH - Svizzera 3
PL - Polonia 2
CL - Cile 1
CZ - Repubblica Ceca 1
HK - Hong Kong 1
LB - Libano 1
NL - Olanda 1
Totale 2.321
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Città #
Fairfield 178
Southend 167
Dong Ket 114
Chandler 91
Ashburn 89
Woodbridge 82
Bologna 76
Cambridge 69
Houston 62
Seattle 61
Wilmington 61
Princeton 49
Ann Arbor 41
Dublin 36
Singapore 31
Jinan 26
Lomé 22
Hyderabad 20
Sofia 20
Westminster 20
Abidjan 17
Nanjing 17
Berlin 16
Padova 15
Shenyang 14
Jacksonville 13
San Diego 12
Santa Clara 12
Changsha 10
New York 10
Rome 10
Redwood City 8
Rimini 8
Saint Petersburg 8
Helsinki 7
Milan 7
Paris 7
Taiyuan 7
Des Moines 6
Los Angeles 6
Vienna 6
Ancona 5
Beijing 5
Brussels 5
Bühl 5
Mülheim 5
Tianjin 5
Évry 5
Boardman 4
Jiaxing 4
La Coruña 4
Massy 4
Nanchang 4
San Venanzo 4
Turin 4
Cesena 3
Chicago 3
Fremont 3
Hangzhou 3
Hebei 3
Lohmar 3
Medford 3
Montevideo 3
Bay Shore 2
Boydton 2
Burago di Molgora 2
Conegliano 2
Cos Cob 2
Costabissara 2
Dallas 2
Duncan 2
Faenza 2
Fuzhou 2
Guangzhou 2
Haikou 2
Halle 2
Katowice 2
Laurel 2
London 2
Madrid 2
Mure 2
Nuremberg 2
Otemae 2
Pesaro 2
Pisa 2
Rieti 2
San Francisco 2
San Giovanni La Punta 2
Sydney 2
Taizhou 2
Tappahannock 2
Vicenza 2
Vigonza 2
Wuhan 2
Zhengzhou 2
Zurich 2
Amsterdam 1
Athens 1
Bern 1
Boston 1
Totale 1.688
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Nome #
Approximations for Asian options in local volatility models 162
Adjoint expansions in local Levy models 146
Explicit implied volatilities for multifactor local-stochastic volatility models 137
Analytical approximation of the transition density in a local volatility model 133
Intrinsic expansions for averaged diffusion processes 124
Local densities for a class of degenerate diffusions 124
A family of density expansions for Lévy-type processes with default 123
Asymptotic expansions for degenerate parabolic equations 121
The exact Taylor formula of the implied volatility 121
Analytical expansions for parabolic equations 112
Local stochastic volatility with jumps: analytical approximations 105
Pricing approximations and error estimates for local Lévy-type models with default 97
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups 95
Analytical approximations of non-linear SDEs of McKean–Vlasov type 95
A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps 91
The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework 86
Analytical approximations of BSDEs with non-smooth driver 82
Pricing vulnerable claims in a Lévy-driven model 75
Portfolio optimization in a defaultable Lévy-driven market model 75
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models 73
On the Stochastic Magnus Expansion and Its Application to SPDEs 65
Asymptotics for d-dimensional lévy-type processes 64
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition 43
Numerical solution of kinetic SPDEs via stochastic Magnus expansion 42
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients 20
Totale 2.411
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Categoria #
all - tutte 6.600
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 6.600
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020544 0 11 5 22 55 66 84 85 105 48 26 37
2020/2021444 67 17 26 12 6 19 12 19 78 29 16 143
2021/2022475 57 15 38 13 55 22 11 25 22 103 73 41
2022/2023473 44 58 29 50 39 43 14 45 91 10 38 12
2023/2024203 11 40 16 13 20 41 13 13 3 13 4 16
2024/2025101 53 48 0 0 0 0 0 0 0 0 0 0
Totale 2.411