CRIS Current Research Information System

PASCUCCI, ANDREA
 Distribuzione geografica
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Continente #
NA - Nord America 4.120
EU - Europa 3.662
AS - Asia 3.359
AF - Africa 193
SA - Sud America 163
OC - Oceania 7
Totale 11.504
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Nazione #
US - Stati Uniti d'America 4.080
IT - Italia 1.222
SG - Singapore 1.167
CN - Cina 947
GB - Regno Unito 726
VN - Vietnam 595
DE - Germania 356
SE - Svezia 313
HK - Hong Kong 213
FR - Francia 174
IN - India 171
UA - Ucraina 171
RU - Federazione Russa 151
KR - Corea 110
IE - Irlanda 108
BR - Brasile 105
NL - Olanda 91
JP - Giappone 74
CI - Costa d'Avorio 57
ZA - Sudafrica 57
BG - Bulgaria 48
EE - Estonia 46
FI - Finlandia 41
PL - Polonia 37
TG - Togo 35
AT - Austria 31
CH - Svizzera 30
SC - Seychelles 28
CA - Canada 24
ID - Indonesia 23
ES - Italia 22
AR - Argentina 20
HR - Croazia 20
BE - Belgio 16
GR - Grecia 15
PK - Pakistan 12
MX - Messico 10
TR - Turchia 10
UY - Uruguay 10
DK - Danimarca 9
EC - Ecuador 9
CZ - Repubblica Ceca 8
KZ - Kazakistan 6
PE - Perù 6
RO - Romania 5
CL - Cile 4
CO - Colombia 4
EG - Egitto 4
IQ - Iraq 4
LB - Libano 4
LU - Lussemburgo 4
NO - Norvegia 4
PY - Paraguay 4
AU - Australia 3
BD - Bangladesh 3
DZ - Algeria 3
MA - Marocco 3
NZ - Nuova Zelanda 3
RS - Serbia 3
SA - Arabia Saudita 3
AL - Albania 2
DO - Repubblica Dominicana 2
GH - Ghana 2
KH - Cambogia 2
LT - Lituania 2
SK - Slovacchia (Repubblica Slovacca) 2
TH - Thailandia 2
TW - Taiwan 2
VC - Saint Vincent e Grenadine 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BW - Botswana 1
BY - Bielorussia 1
CR - Costa Rica 1
IL - Israele 1
JO - Giordania 1
KE - Kenya 1
KG - Kirghizistan 1
LK - Sri Lanka 1
LV - Lettonia 1
ML - Mali 1
OM - Oman 1
PH - Filippine 1
PT - Portogallo 1
SI - Slovenia 1
SV - El Salvador 1
TN - Tunisia 1
TV - Tuvalu 1
UZ - Uzbekistan 1
VE - Venezuela 1
YE - Yemen 1
Totale 11.504
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Città #
Singapore 603
Southend 602
Fairfield 441
Santa Clara 391
Bologna 377
Ashburn 312
Chandler 275
Woodbridge 223
Houston 212
Hong Kong 209
Hefei 187
Wilmington 181
Seattle 180
Cambridge 165
Dong Ket 152
Ho Chi Minh City 143
Princeton 139
Ann Arbor 128
Beijing 116
Jacksonville 115
Hanoi 108
Boardman 107
Seoul 107
Dublin 106
New York 95
Milan 74
Dallas 66
Los Angeles 65
Nanjing 65
Rome 64
Abidjan 57
Westminster 57
Padova 53
Berlin 48
Sofia 48
Jinan 44
Tokyo 43
Frankfurt am Main 39
Buffalo 38
Lomé 35
Shenyang 35
Saint Petersburg 30
Helsinki 29
Hyderabad 28
Minamishinagawa 27
San Diego 27
Tianjin 25
Redwood City 24
Changsha 23
Mülheim 23
Redondo Beach 23
Bern 21
Medford 21
Nanchang 21
São Paulo 21
Shanghai 20
Vienna 20
Hebei 18
Phoenix 18
Guangzhou 17
Warsaw 17
Amsterdam 16
Chicago 16
Bengaluru 15
Cesena 15
Jakarta 15
Modena 15
Des Moines 14
Mahé 14
Pesaro 14
The Dalles 14
Brussels 13
Hangzhou 13
London 13
Taiyuan 13
Wuhan 13
Zhengzhou 13
Biên Hòa 12
Rimini 12
Taizhou 12
Jiaxing 11
Lappeenranta 11
Phủ Lý 11
Verona 11
Paris 10
Parma 10
Redmond 10
Reggio Emilia 10
Da Nang 9
Florence 9
Forlì 9
Haikou 9
Haiphong 9
Toronto 9
Düsseldorf 8
Formigine 8
Johannesburg 8
Marzabotto 8
Poplar 8
Quận Bình Thạnh 8
Totale 7.406
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Nome #
Pricing Bermudan options under local Lévy models with default 359
The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE 274
Calcolo Stocastico per la Finanza 271
Probability Theory II 236
Approximations for Asian options in local volatility models 231
Dynamic Credit Investment in Partially Observed Markets 214
Parametrix approximation of diffusion transition densities 211
On the complete model with stochastic volatility by Hobson and Rogers 197
Explicit implied volatilities for multifactor local-stochastic volatility models 193
Local densities for a class of degenerate diffusions 192
Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators 189
Systemic risk in a mean-field model of interbank lending with self-exciting shocks 189
Adjoint expansions in local Levy models 186
Bermudan option valuation under state-dependent models 186
CDS calibration under an extended JDCEV model 185
Recurrent Neural Networks Applied to GNSS Time Series for Denoising and Prediction 185
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients 182
Intrinsic expansions for averaged diffusion processes 180
Analytical approximation of the transition density in a local volatility model 178
Analysis of an uncertain volatility model 178
A family of density expansions for Lévy-type processes with default 177
On the Harnack inequality for a class of hypoelliptic evolution equations 175
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model 175
Path dependent volatility 171
Calibration of a path-dependent volatility model: empirical tests 171
Sobolev embeddings for kinetic Fokker-Planck equations 170
The exact Taylor formula of the implied volatility 170
The Moser's iterative method for a class of ultraparabolic equations 166
On a class of degenerate parabolic equations of Kolmogorov type 166
Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations 164
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models 163
Finanza Matematica - Teoria e problemi per modelli multiperiodali 161
Valuation Adjustments for Improved Risk Management - ABC-EU-XVA 160
Analytical expansions for parabolic equations 157
Numerical solution of kinetic SPDEs via stochastic Magnus expansion 156
Regularity near the Initial State in the Obstacle Problem for a class of Hypoelliptic Ultraparabolic Operators 155
Asymptotic expansions for degenerate parabolic equations 149
Journal of Computational Finance 148
On stochastic Langevin and Fokker-Planck equations: The two-dimensional case 148
Local stochastic volatility with jumps: analytical approximations 146
LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS 143
Financial Mathematics - Theory and Problems for Multi-period Models 141
Introduction to Lévy processes 140
PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna 139
The forward smile in local-stochastic volatility models 138
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups 138
Mathematical analysis and numerical methods for a PDE model governing a rachet-cap pricing in the Libor Market Model 135
Pricing approximations and error estimates for local Lévy-type models with default 131
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement 130
Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options 130
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem 129
A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators 128
The parametrix method for parabolic SPDEs 127
The obstacle problem for a class of hypoelliptic ultraparabolic equations 125
Teoria della Probabilità - Variabili aleatorie e distribuzioni 124
On the Stochastic Magnus Expansion and Its Application to SPDEs 120
Obstacle problem for Arithmetic Asian options 118
Kolmogorov equations arising in finance: direct and inverse problems 117
Geometric Methods in PDE's: a conference on the occasion of the 65th birthday of Ermanno Lanconelli, Bologna 27-30 maggio 2008. 115
Harnack inequality and no-arbitrage bounds for self-financing portfolios 114
PDE and Martingale methods in option pricing 114
On the cauchy problem for a nonlinear Kolmogorov equation 113
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models 109
Free boundary and optimal stopping problems for American Asian options 106
Asymptotics for d-dimensional lévy-type processes 105
McKean-Vlasov stochastic equations with Hölder coefficients 103
Backward and forward filtering under the weak Hörmander condition 97
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients 96
null 94
Pointwise estimates for solutions to a class of non-homogeneous Kolmogorov equations 92
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model 88
JOURNAL OF MATHEMATICS 74
null 72
A continuous dependence result for ultraparabolic equations in option pricing 63
null 54
Kolmogorov Equations in Physics and in Finance 45
A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations 44
Superparabolic Functions Related to Second Order Hypoelliptic Operators 42
Interest rates 39
American options 37
Fujita type results for a class of degenerate parabolic operators 36
On the viscosity solutions of a stochastic differential utility problem 35
Hölder regularity for a Kolmogorov equation 31
A priori estimates for quasilinear degenerate parabolic equations 26
Totale 11.761
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Categoria #
all - tutte 32.036
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 32.036
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021761 0 0 0 0 0 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
2024/20252.337 116 220 127 222 730 104 143 43 61 129 110 332
2025/20262.415 394 505 386 439 478 213 0 0 0 0 0 0
Totale 11.761