CRIS Current Research Information System

PAGLIARANI, STEFANO
 Distribuzione geografica
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Continente #
NA - Nord America 1.239
EU - Europa 886
AS - Asia 602
AF - Africa 55
SA - Sud America 6
OC - Oceania 3
Totale 2.791
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Nazione #
US - Stati Uniti d'America 1.235
IT - Italia 255
CN - Cina 194
SG - Singapore 192
GB - Regno Unito 184
VN - Vietnam 127
SE - Svezia 114
DE - Germania 95
IN - India 64
RU - Federazione Russa 48
FR - Francia 44
IE - Irlanda 38
TG - Togo 22
UA - Ucraina 22
BG - Bulgaria 20
CI - Costa d'Avorio 17
ZA - Sudafrica 16
FI - Finlandia 12
ES - Italia 10
EE - Estonia 9
ID - Indonesia 8
AT - Austria 7
JP - Giappone 7
BE - Belgio 6
DK - Danimarca 5
HR - Croazia 5
CA - Canada 4
GR - Grecia 4
UY - Uruguay 4
AU - Australia 3
CH - Svizzera 3
HK - Hong Kong 3
TR - Turchia 3
KR - Corea 2
NL - Olanda 2
PL - Polonia 2
BR - Brasile 1
CL - Cile 1
CZ - Repubblica Ceca 1
KH - Cambogia 1
LB - Libano 1
Totale 2.791
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Città #
Fairfield 178
Southend 167
Santa Clara 146
Dong Ket 114
Singapore 95
Chandler 91
Ashburn 90
Bologna 87
Woodbridge 82
Cambridge 69
Houston 62
Seattle 61
Wilmington 61
Princeton 49
Ann Arbor 41
Dublin 37
Boardman 30
Jinan 28
Lomé 22
Hyderabad 20
Sofia 20
Westminster 20
Abidjan 17
Nanjing 17
Berlin 16
Padova 15
Shenyang 14
Jacksonville 13
San Diego 12
New York 11
Changsha 10
Rome 10
Helsinki 9
Jakarta 8
Milan 8
Redwood City 8
Rimini 8
Saint Petersburg 8
Shanghai 8
Paris 7
Taiyuan 7
Tianjin 7
Des Moines 6
Los Angeles 6
Marzabotto 6
Vienna 6
Ancona 5
Beijing 5
Brussels 5
Bühl 5
Guangzhou 5
Mülheim 5
Yubileyny 5
Zhengzhou 5
Évry 5
Jiaxing 4
La Coruña 4
Massy 4
Nanchang 4
Reggio Emilia 4
San Venanzo 4
Toronto 4
Turin 4
Cesena 3
Chicago 3
Forlì 3
Fremont 3
Hangzhou 3
Hebei 3
Lohmar 3
Medford 3
Montevideo 3
Moscow 3
North Bergen 3
Phoenix 3
Tuzla 3
Amsterdam 2
Bay Shore 2
Boydton 2
Burago di Molgora 2
Conegliano 2
Cos Cob 2
Costabissara 2
Dallas 2
Duncan 2
Faenza 2
Formigine 2
Fuzhou 2
Genoa 2
Haikou 2
Halle 2
Hong Kong 2
Incheon 2
Katowice 2
Lappeenranta 2
Laurel 2
London 2
Madrid 2
Mure 2
Nuremberg 2
Totale 1.971
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Nome #
Approximations for Asian options in local volatility models 189
Adjoint expansions in local Levy models 161
Explicit implied volatilities for multifactor local-stochastic volatility models 157
Analytical approximation of the transition density in a local volatility model 151
Local densities for a class of degenerate diffusions 151
A family of density expansions for Lévy-type processes with default 145
Intrinsic expansions for averaged diffusion processes 142
The exact Taylor formula of the implied volatility 139
Asymptotic expansions for degenerate parabolic equations 132
Analytical expansions for parabolic equations 128
Local stochastic volatility with jumps: analytical approximations 121
Pricing approximations and error estimates for local Lévy-type models with default 114
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups 112
Analytical approximations of non-linear SDEs of McKean–Vlasov type 111
A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps 106
The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework 101
Portfolio optimization in a defaultable Lévy-driven market model 95
Analytical approximations of BSDEs with non-smooth driver 94
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models 89
Pricing vulnerable claims in a Lévy-driven model 87
On the Stochastic Magnus Expansion and Its Application to SPDEs 83
Asymptotics for d-dimensional lévy-type processes 80
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition 69
Numerical solution of kinetic SPDEs via stochastic Magnus expansion 66
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients 39
Intrinsic Taylor Formula for Non-homogeneous Kolmogorov-Type Lie Groups 26
Totale 2.888
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Categoria #
all - tutte 7.910
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 7.910
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020301 0 0 0 0 0 0 0 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
2024/2025578 53 50 42 90 271 22 44 6 0 0 0 0
Totale 2.888