CRIS Current Research Information System

PASCUCCI, ANDREA
 Distribuzione geografica
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Continente #
NA - Nord America 3.580
EU - Europa 3.103
AS - Asia 1.445
AF - Africa 149
SA - Sud America 19
OC - Oceania 6
Totale 8.302
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Nazione #
US - Stati Uniti d'America 3.568
IT - Italia 1.011
GB - Regno Unito 687
SG - Singapore 533
CN - Cina 512
SE - Svezia 306
DE - Germania 301
VN - Vietnam 186
UA - Ucraina 169
IN - India 144
FR - Francia 126
IE - Irlanda 107
RU - Federazione Russa 100
BG - Bulgaria 48
ZA - Sudafrica 47
CI - Costa d'Avorio 46
EE - Estonia 46
TG - Togo 35
FI - Finlandia 33
CH - Svizzera 30
AT - Austria 25
HR - Croazia 20
ID - Indonesia 16
GR - Grecia 14
NL - Olanda 14
SC - Seychelles 14
ES - Italia 13
JP - Giappone 13
PL - Polonia 13
BE - Belgio 11
HK - Hong Kong 11
CA - Canada 9
BR - Brasile 8
DK - Danimarca 8
UY - Uruguay 8
PK - Pakistan 6
KZ - Kazakistan 5
RO - Romania 5
TR - Turchia 5
LB - Libano 4
NO - Norvegia 4
AU - Australia 3
CZ - Repubblica Ceca 3
DZ - Algeria 3
KR - Corea 3
LU - Lussemburgo 3
MX - Messico 3
NZ - Nuova Zelanda 3
CL - Cile 2
GH - Ghana 2
KH - Cambogia 2
SA - Arabia Saudita 2
BA - Bosnia-Erzegovina 1
IL - Israele 1
KE - Kenya 1
LT - Lituania 1
LV - Lettonia 1
PE - Perù 1
PH - Filippine 1
PT - Portogallo 1
RS - Serbia 1
SI - Slovenia 1
TN - Tunisia 1
TW - Taiwan 1
Totale 8.302
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Città #
Southend 602
Fairfield 441
Santa Clara 382
Bologna 317
Chandler 275
Singapore 273
Woodbridge 223
Ashburn 217
Houston 209
Wilmington 180
Seattle 177
Cambridge 165
Dong Ket 152
Princeton 139
Ann Arbor 128
Jacksonville 115
Dublin 105
Boardman 101
New York 72
Nanjing 65
Westminster 57
Padova 53
Milan 50
Sofia 48
Abidjan 46
Berlin 46
Rome 45
Jinan 44
Lomé 35
Shenyang 35
Saint Petersburg 30
Hyderabad 28
Helsinki 27
San Diego 27
Redwood City 24
Mülheim 23
Tianjin 23
Changsha 22
Bern 21
Medford 21
Nanchang 20
Hebei 18
Vienna 18
Beijing 16
Los Angeles 16
Shanghai 16
Guangzhou 15
Jakarta 15
Des Moines 14
Mahé 14
Phoenix 14
Cesena 13
Taiyuan 13
Wuhan 13
Hangzhou 12
Modena 12
Rimini 12
Taizhou 12
Jiaxing 11
Verona 11
Zhengzhou 11
Brussels 10
Redmond 10
Haikou 9
Pesaro 9
Tokyo 9
Chicago 8
Formigine 8
Hong Kong 8
Marzabotto 8
Tappahannock 8
Dallas 7
Dearborn 7
Kunming 7
Ningbo 7
Paris 7
San Venanzo 7
Falls Church 6
Forlì 6
Genoa 6
Münster 6
Reggio Emilia 6
São Paulo 6
Toronto 6
Amsterdam 5
Ancona 5
Astana 5
Bari 5
Buffalo 5
Bühl 5
Duncan 5
Frankfurt am Main 5
Frattamaggiore 5
Imola 5
Lappeenranta 5
London 5
Montevideo 5
Norwalk 5
Parma 5
Bergamo 4
Totale 5.589
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Nome #
The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE 223
Calcolo Stocastico per la Finanza 218
Approximations for Asian options in local volatility models 184
Parametrix approximation of diffusion transition densities 168
Dynamic Credit Investment in Partially Observed Markets 166
Systemic risk in a mean-field model of interbank lending with self-exciting shocks 162
Adjoint expansions in local Levy models 159
Bermudan option valuation under state-dependent models 157
Explicit implied volatilities for multifactor local-stochastic volatility models 156
CDS calibration under an extended JDCEV model 151
Analytical approximation of the transition density in a local volatility model 150
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model 148
Local densities for a class of degenerate diffusions 146
A family of density expansions for Lévy-type processes with default 145
Recurrent Neural Networks Applied to GNSS Time Series for Denoising and Prediction 143
Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators 142
Pricing Bermudan options under local Lévy models with default 142
Calibration of a path-dependent volatility model: empirical tests 142
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients 142
Intrinsic expansions for averaged diffusion processes 141
Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations 141
On the complete model with stochastic volatility by Hobson and Rogers 139
The exact Taylor formula of the implied volatility 138
Path dependent volatility 137
Analysis of an uncertain volatility model 136
On the Harnack inequality for a class of hypoelliptic evolution equations 132
Regularity near the Initial State in the Obstacle Problem for a class of Hypoelliptic Ultraparabolic Operators 132
Asymptotic expansions for degenerate parabolic equations 130
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models 130
The Moser's iterative method for a class of ultraparabolic equations 128
Analytical expansions for parabolic equations 126
Finanza Matematica - Teoria e problemi per modelli multiperiodali 124
Introduction to Lévy processes 119
Local stochastic volatility with jumps: analytical approximations 119
On a class of degenerate parabolic equations of Kolmogorov type 118
LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS 118
The forward smile in local-stochastic volatility models 117
Mathematical analysis and numerical methods for a PDE model governing a rachet-cap pricing in the Libor Market Model 113
Financial Mathematics - Theory and Problems for Multi-period Models 113
Pricing approximations and error estimates for local Lévy-type models with default 112
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups 110
Valuation Adjustments for Improved Risk Management - ABC-EU-XVA 108
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem 106
Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options 103
On stochastic Langevin and Fokker-Planck equations: The two-dimensional case 100
The obstacle problem for a class of hypoelliptic ultraparabolic equations 99
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement 99
Journal of Computational Finance 99
On the cauchy problem for a nonlinear Kolmogorov equation 99
The parametrix method for parabolic SPDEs 99
Obstacle problem for Arithmetic Asian options 95
null 94
Harnack inequality and no-arbitrage bounds for self-financing portfolios 92
Teoria della Probabilità - Variabili aleatorie e distribuzioni 91
Geometric Methods in PDE's: a conference on the occasion of the 65th birthday of Ermanno Lanconelli, Bologna 27-30 maggio 2008. 89
PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna 88
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models 87
Kolmogorov equations arising in finance: direct and inverse problems 85
Free boundary and optimal stopping problems for American Asian options 84
On the Stochastic Magnus Expansion and Its Application to SPDEs 82
Asymptotics for d-dimensional lévy-type processes 79
Pointwise estimates for solutions to a class of non-homogeneous Kolmogorov equations 75
null 72
PDE and Martingale methods in option pricing 71
Numerical solution of kinetic SPDEs via stochastic Magnus expansion 63
A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators 62
Sobolev embeddings for kinetic Fokker-Planck equations 61
JOURNAL OF MATHEMATICS 56
null 54
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model 52
Backward and forward filtering under the weak Hörmander condition 46
A continuous dependence result for ultraparabolic equations in option pricing 38
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients 36
Kolmogorov Equations in Physics and in Finance 29
A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations 25
Fujita type results for a class of degenerate parabolic operators 18
Hölder regularity for a Kolmogorov equation 16
A priori estimates for quasilinear degenerate parabolic equations 15
Superparabolic Functions Related to Second Order Hypoelliptic Operators 15
American options 15
On the viscosity solutions of a stochastic differential utility problem 14
Interest rates 14
Totale 8.542
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Categoria #
all - tutte 22.336
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 22.336
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020965 0 0 0 0 0 0 221 226 237 123 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
2024/20251.533 116 220 127 222 730 104 14 0 0 0 0 0
Totale 8.542