CRIS Current Research Information System

PASCUCCI, ANDREA
 Distribuzione geografica
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Continente #
NA - Nord America 3.013
EU - Europa 2.929
AS - Asia 774
AF - Africa 149
SA - Sud America 12
OC - Oceania 6
Totale 6.883
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Nazione #
US - Stati Uniti d'America 3.008
IT - Italia 902
GB - Regno Unito 687
CN - Cina 356
SE - Svezia 306
DE - Germania 292
VN - Vietnam 186
UA - Ucraina 169
IN - India 144
FR - Francia 119
IE - Irlanda 107
RU - Federazione Russa 82
SG - Singapore 50
BG - Bulgaria 48
ZA - Sudafrica 47
CI - Costa d'Avorio 46
EE - Estonia 46
TG - Togo 35
CH - Svizzera 30
AT - Austria 24
HR - Croazia 20
FI - Finlandia 15
GR - Grecia 14
SC - Seychelles 14
ES - Italia 13
JP - Giappone 13
PL - Polonia 12
BE - Belgio 10
DK - Danimarca 8
NL - Olanda 8
UY - Uruguay 8
KZ - Kazakistan 5
PK - Pakistan 5
RO - Romania 5
CA - Canada 4
LB - Libano 4
NO - Norvegia 4
AU - Australia 3
CZ - Repubblica Ceca 3
DZ - Algeria 3
HK - Hong Kong 3
LU - Lussemburgo 3
NZ - Nuova Zelanda 3
CL - Cile 2
GH - Ghana 2
TR - Turchia 2
BA - Bosnia-Erzegovina 1
BR - Brasile 1
ID - Indonesia 1
IL - Israele 1
KE - Kenya 1
KH - Cambogia 1
KR - Corea 1
MX - Messico 1
PE - Perù 1
PH - Filippine 1
RS - Serbia 1
TN - Tunisia 1
TW - Taiwan 1
Totale 6.883
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Città #
Southend 602
Fairfield 441
Bologna 298
Chandler 275
Woodbridge 223
Ashburn 209
Houston 209
Wilmington 180
Seattle 177
Cambridge 165
Dong Ket 152
Princeton 139
Ann Arbor 128
Jacksonville 115
Dublin 105
New York 72
Nanjing 65
Westminster 57
Padova 53
Milan 48
Sofia 48
Abidjan 46
Berlin 46
Jinan 41
Rome 36
Lomé 35
Shenyang 35
Singapore 31
Saint Petersburg 30
Hyderabad 28
San Diego 27
Redwood City 24
Mülheim 23
Boardman 22
Bern 21
Medford 21
Changsha 20
Nanchang 20
Tianjin 20
Hebei 18
Vienna 18
Los Angeles 15
Des Moines 14
Mahé 14
Beijing 13
Taiyuan 13
Helsinki 12
Rimini 12
Cesena 11
Hangzhou 11
Jiaxing 11
Taizhou 11
Brussels 10
Phoenix 10
Redmond 10
Verona 10
Haikou 9
Pesaro 9
Tokyo 9
Chicago 8
Tappahannock 8
Dearborn 7
Modena 7
Ningbo 7
San Venanzo 7
Wuhan 7
Zhengzhou 7
Dallas 6
Falls Church 6
Forlì 6
Guangzhou 6
Münster 6
Paris 6
Shanghai 6
Ancona 5
Astana 5
Bühl 5
Duncan 5
Frankfurt am Main 5
Frattamaggiore 5
Imola 5
Kunming 5
London 5
Montevideo 5
Norwalk 5
Amsterdam 4
Bergamo 4
Buffalo 4
Burago di Molgora 4
Caresanablot 4
Copenhagen 4
Fremont 4
La Coruña 4
Malalbergo 4
Oslo 4
Rozzano 4
Rueil-Malmaison 4
San Francisco 4
Soliera 4
Turin 4
Totale 4.742
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Nome #
The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE 190
Calcolo Stocastico per la Finanza 177
Approximations for Asian options in local volatility models 160
Parametrix approximation of diffusion transition densities 152
Dynamic Credit Investment in Partially Observed Markets 149
Adjoint expansions in local Levy models 146
Systemic risk in a mean-field model of interbank lending with self-exciting shocks 142
Bermudan option valuation under state-dependent models 141
Explicit implied volatilities for multifactor local-stochastic volatility models 133
Analytical approximation of the transition density in a local volatility model 132
Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators 130
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model 128
CDS calibration under an extended JDCEV model 127
Calibration of a path-dependent volatility model: empirical tests 126
On the complete model with stochastic volatility by Hobson and Rogers 125
Pricing Bermudan options under local Lévy models with default 123
A family of density expansions for Lévy-type processes with default 123
Local densities for a class of degenerate diffusions 122
Intrinsic expansions for averaged diffusion processes 121
The exact Taylor formula of the implied volatility 120
Regularity near the Initial State in the Obstacle Problem for a class of Hypoelliptic Ultraparabolic Operators 119
Asymptotic expansions for degenerate parabolic equations 118
Analysis of an uncertain volatility model 118
Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations 117
The Moser's iterative method for a class of ultraparabolic equations 116
On the Harnack inequality for a class of hypoelliptic evolution equations 115
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients 115
Analytical expansions for parabolic equations 112
Path dependent volatility 111
Recurrent Neural Networks Applied to GNSS Time Series for Denoising and Prediction 110
On a class of degenerate parabolic equations of Kolmogorov type 105
Introduction to Lévy processes 105
Local stochastic volatility with jumps: analytical approximations 105
The forward smile in local-stochastic volatility models 105
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models 102
Mathematical analysis and numerical methods for a PDE model governing a rachet-cap pricing in the Libor Market Model 101
Finanza Matematica - Teoria e problemi per modelli multiperiodali 98
Financial Mathematics - Theory and Problems for Multi-period Models 98
Valuation Adjustments for Improved Risk Management - ABC-EU-XVA 95
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups 94
null 94
LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS 93
Pricing approximations and error estimates for local Lévy-type models with default 91
The obstacle problem for a class of hypoelliptic ultraparabolic equations 90
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem 87
On the cauchy problem for a nonlinear Kolmogorov equation 87
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement 86
Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options 84
Harnack inequality and no-arbitrage bounds for self-financing portfolios 81
The parametrix method for parabolic SPDEs 81
On stochastic Langevin and Fokker-Planck equations: The two-dimensional case 78
Obstacle problem for Arithmetic Asian options 77
Geometric Methods in PDE's: a conference on the occasion of the 65th birthday of Ermanno Lanconelli, Bologna 27-30 maggio 2008. 73
Teoria della Probabilità - Variabili aleatorie e distribuzioni 73
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models 72
Journal of Computational Finance 72
null 72
Free boundary and optimal stopping problems for American Asian options 71
Kolmogorov equations arising in finance: direct and inverse problems 70
PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna 65
On the Stochastic Magnus Expansion and Its Application to SPDEs 65
Pointwise estimates for solutions to a class of non-homogeneous Kolmogorov equations 62
Asymptotics for d-dimensional lévy-type processes 61
null 54
PDE and Martingale methods in option pricing 45
A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators 44
JOURNAL OF MATHEMATICS 42
Numerical solution of kinetic SPDEs via stochastic Magnus expansion 37
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model 37
Sobolev embeddings for kinetic Fokker-Planck equations 36
Backward and forward filtering under the weak Hörmander condition 29
A continuous dependence result for ultraparabolic equations in option pricing 23
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients 20
Kolmogorov Equations in Physics and in Finance 16
A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations 6
A priori estimates for quasilinear degenerate parabolic equations 5
Interest rates 5
American options 5
On the viscosity solutions of a stochastic differential utility problem 3
Fujita type results for a class of degenerate parabolic operators 3
Hölder regularity for a Kolmogorov equation 1
Superparabolic Functions Related to Second Order Hypoelliptic Operators 1
Totale 7.123
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Categoria #
all - tutte 18.350
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 18.350
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.720 211 46 27 108 196 167 221 226 237 123 47 111
2020/20211.122 198 59 48 35 21 63 30 62 174 88 66 278
2021/20221.385 122 45 112 95 139 64 33 96 57 225 219 178
2022/20231.293 135 160 90 149 108 92 53 84 231 31 99 61
2023/2024728 40 112 47 57 51 156 28 72 30 51 27 57
2024/2025114 114 0 0 0 0 0 0 0 0 0 0 0
Totale 7.123