CRIS Current Research Information System

PASCUCCI, ANDREA
 Distribuzione geografica
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Continente #
NA - Nord America 5.193
AS - Asia 4.525
EU - Europa 4.081
Continente sconosciuto - Info sul continente non disponibili 271
AF - Africa 214
SA - Sud America 211
OC - Oceania 8
Totale 14.503
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Nazione #
US - Stati Uniti d'America 5.121
IT - Italia 1.460
SG - Singapore 1.315
VN - Vietnam 1.229
CN - Cina 1.101
GB - Regno Unito 734
DE - Germania 383
SE - Svezia 313
FR - Francia 253
HK - Hong Kong 234
IN - India 195
UA - Ucraina 175
RU - Federazione Russa 152
BR - Brasile 136
KR - Corea 130
IE - Irlanda 110
NL - Olanda 110
JP - Giappone 101
ZA - Sudafrica 62
CI - Costa d'Avorio 57
BG - Bulgaria 49
FI - Finlandia 47
EE - Estonia 46
PL - Polonia 44
CA - Canada 36
TG - Togo 35
AT - Austria 34
ES - Italia 33
CH - Svizzera 30
BD - Bangladesh 29
SC - Seychelles 29
ID - Indonesia 28
AR - Argentina 24
PK - Pakistan 24
TR - Turchia 22
HR - Croazia 21
IQ - Iraq 21
MX - Messico 21
PH - Filippine 20
GR - Grecia 18
TH - Thailandia 17
BE - Belgio 16
EC - Ecuador 11
TW - Taiwan 11
UY - Uruguay 11
DK - Danimarca 10
DZ - Algeria 9
CO - Colombia 8
CZ - Repubblica Ceca 8
PE - Perù 8
SA - Arabia Saudita 7
EG - Egitto 6
KZ - Kazakistan 6
CL - Cile 5
NO - Norvegia 5
PY - Paraguay 5
RO - Romania 5
AU - Australia 4
GH - Ghana 4
LB - Libano 4
LU - Lussemburgo 4
MY - Malesia 4
RS - Serbia 4
AE - Emirati Arabi Uniti 3
AZ - Azerbaigian 3
ET - Etiopia 3
HN - Honduras 3
IL - Israele 3
JO - Giordania 3
LT - Lituania 3
MA - Marocco 3
NZ - Nuova Zelanda 3
SI - Slovenia 3
AL - Albania 2
BY - Bielorussia 2
CR - Costa Rica 2
DO - Repubblica Dominicana 2
JM - Giamaica 2
KH - Cambogia 2
LV - Lettonia 2
OM - Oman 2
SK - Slovacchia (Repubblica Slovacca) 2
UZ - Uzbekistan 2
VC - Saint Vincent e Grenadine 2
VE - Venezuela 2
AM - Armenia 1
BA - Bosnia-Erzegovina 1
BB - Barbados 1
BO - Bolivia 1
BT - Bhutan 1
BW - Botswana 1
GE - Georgia 1
KE - Kenya 1
KG - Kirghizistan 1
KW - Kuwait 1
LK - Sri Lanka 1
MD - Moldavia 1
ML - Mali 1
MN - Mongolia 1
NP - Nepal 1
Totale 14.223
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Città #
Singapore 732
Southend 602
Bologna 444
Fairfield 441
San Jose 422
Santa Clara 405
Ashburn 378
Ho Chi Minh City 322
Chandler 275
Hanoi 248
Woodbridge 224
Hong Kong 220
Houston 215
Hefei 188
Seattle 181
Wilmington 181
Cambridge 165
Dong Ket 152
Princeton 139
Ann Arbor 128
Beijing 123
New York 122
Boardman 117
Jacksonville 115
Dublin 108
Seoul 107
Milan 104
Council Bluffs 88
Los Angeles 85
Dallas 73
Rome 71
Lauterbourg 69
Nanjing 67
Abidjan 57
Westminster 57
Padova 53
Tokyo 52
Frankfurt am Main 49
Sofia 49
Berlin 48
Jinan 48
Buffalo 42
Tianjin 42
Shenyang 36
Lomé 35
Helsinki 33
Da Nang 32
Saint Petersburg 30
Hyderabad 29
Haiphong 27
Minamishinagawa 27
San Diego 27
Changsha 26
Phoenix 24
Redwood City 24
Shanghai 24
Mülheim 23
Nanchang 23
Redondo Beach 23
São Paulo 23
Rimini 22
Bern 21
Chicago 21
Guangzhou 21
Medford 21
Vienna 21
Warsaw 21
Biên Hòa 19
Modena 19
Amsterdam 18
Hebei 18
Bengaluru 17
Jakarta 16
Orem 16
Wuhan 16
Cesena 15
Des Moines 15
Florence 15
Hangzhou 15
London 15
Paris 15
San Francisco 15
The Dalles 15
Verona 15
Zhengzhou 15
Mahé 14
Pesaro 14
Reggio Emilia 14
Brussels 13
Lappeenranta 13
Taiyuan 13
Parma 12
Quận Bình Thạnh 12
Taizhou 12
Baghdad 11
Hải Dương 11
Jiaxing 11
Johannesburg 11
Montreal 11
Phủ Lý 11
Totale 8.894
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Nome #
Pricing Bermudan options under local Lévy models with default 385
Probability Theory II 330
Calcolo Stocastico per la Finanza 313
The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE 305
LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS 291
Approximations for Asian options in local volatility models 266
Parametrix approximation of diffusion transition densities 261
Dynamic Credit Investment in Partially Observed Markets 238
Local densities for a class of degenerate diffusions 238
On the complete model with stochastic volatility by Hobson and Rogers 235
Explicit implied volatilities for multifactor local-stochastic volatility models 230
Recurrent Neural Networks Applied to GNSS Time Series for Denoising and Prediction 226
Bermudan option valuation under state-dependent models 221
CDS calibration under an extended JDCEV model 219
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients 219
Analysis of an uncertain volatility model 214
Systemic risk in a mean-field model of interbank lending with self-exciting shocks 211
A family of density expansions for Lévy-type processes with default 211
Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators 209
Analytical approximation of the transition density in a local volatility model 208
The Moser's iterative method for a class of ultraparabolic equations 204
Calibration of a path-dependent volatility model: empirical tests 204
Teoria della Probabilità - Variabili aleatorie e distribuzioni 204
Sobolev embeddings for kinetic Fokker-Planck equations 202
Path dependent volatility 202
Adjoint expansions in local Levy models 202
Intrinsic expansions for averaged diffusion processes 200
On the Harnack inequality for a class of hypoelliptic evolution equations 198
Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations 198
Numerical solution of kinetic SPDEs via stochastic Magnus expansion 197
The exact Taylor formula of the implied volatility 196
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model 196
Journal of Computational Finance 193
Valuation Adjustments for Improved Risk Management - ABC-EU-XVA 193
Finanza Matematica - Teoria e problemi per modelli multiperiodali 190
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models 189
On a class of degenerate parabolic equations of Kolmogorov type 187
On stochastic Langevin and Fokker-Planck equations: The two-dimensional case 185
Analytical expansions for parabolic equations 179
Regularity near the Initial State in the Obstacle Problem for a class of Hypoelliptic Ultraparabolic Operators 173
Financial Mathematics - Theory and Problems for Multi-period Models 173
PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna 172
Local stochastic volatility with jumps: analytical approximations 171
Asymptotic expansions for degenerate parabolic equations 171
An introduction to “Second Order Subelliptic PDEs”: the scientific work of Ermanno Lanconelli 168
The forward smile in local-stochastic volatility models 168
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups 165
The obstacle problem for a class of hypoelliptic ultraparabolic equations 161
Mathematical analysis and numerical methods for a PDE model governing a rachet-cap pricing in the Libor Market Model 160
PDE and Martingale methods in option pricing 159
On the Stochastic Magnus Expansion and Its Application to SPDEs 159
Kolmogorov equations arising in finance: direct and inverse problems 157
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement 152
The parametrix method for parabolic SPDEs 152
Introduction to Lévy processes 151
Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options 151
McKean-Vlasov stochastic equations with Hölder coefficients 148
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem 148
Pricing approximations and error estimates for local Lévy-type models with default 148
A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators 147
Geometric Methods in PDE's: a conference on the occasion of the 65th birthday of Ermanno Lanconelli, Bologna 27-30 maggio 2008. 140
Harnack inequality and no-arbitrage bounds for self-financing portfolios 139
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients 137
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models 137
Obstacle problem for Arithmetic Asian options 136
On the cauchy problem for a nonlinear Kolmogorov equation 132
Asymptotics for d-dimensional lévy-type processes 129
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model 125
Backward and forward filtering under the weak Hörmander condition 121
Free boundary and optimal stopping problems for American Asian options 117
Kolmogorov Equations in Physics and in Finance 110
Pointwise estimates for solutions to a class of non-homogeneous Kolmogorov equations 107
JOURNAL OF MATHEMATICS 99
null 94
A continuous dependence result for ultraparabolic equations in option pricing 88
null 72
Superparabolic Functions Related to Second Order Hypoelliptic Operators 68
A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations 68
Fujita type results for a class of degenerate parabolic operators 64
American options 60
Interest rates 57
null 54
Hölder regularity for a Kolmogorov equation 53
On the viscosity solutions of a stochastic differential utility problem 49
A priori estimates for quasilinear degenerate parabolic equations 44
Totale 14.503
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Categoria #
all - tutte 39.084
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 39.084
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20221.263 0 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
2025/20264.732 394 505 386 439 478 252 472 138 898 378 238 154
2026/2027425 190 235 0 0 0 0 0 0 0 0 0 0
Totale 14.503