CRIS Current Research Information System

PASCUCCI, ANDREA
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 4.872
AS - Asia 4.501
EU - Europa 4.006
AF - Africa 211
SA - Sud America 204
OC - Oceania 8
Totale 13.802
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 4.811
IT - Italia 1.404
SG - Singapore 1.305
VN - Vietnam 1.229
CN - Cina 1.097
GB - Regno Unito 734
DE - Germania 379
SE - Svezia 313
FR - Francia 252
HK - Hong Kong 230
IN - India 195
UA - Ucraina 175
RU - Federazione Russa 152
BR - Brasile 134
KR - Corea 130
IE - Irlanda 110
NL - Olanda 106
JP - Giappone 99
ZA - Sudafrica 60
CI - Costa d'Avorio 57
BG - Bulgaria 49
FI - Finlandia 47
EE - Estonia 46
PL - Polonia 43
TG - Togo 35
AT - Austria 32
CA - Canada 31
CH - Svizzera 30
ES - Italia 30
ID - Indonesia 28
SC - Seychelles 28
BD - Bangladesh 27
PK - Pakistan 24
AR - Argentina 23
HR - Croazia 21
IQ - Iraq 21
MX - Messico 20
PH - Filippine 20
TR - Turchia 20
TH - Thailandia 17
BE - Belgio 16
GR - Grecia 16
EC - Ecuador 11
TW - Taiwan 11
UY - Uruguay 11
DK - Danimarca 10
DZ - Algeria 9
CZ - Repubblica Ceca 8
SA - Arabia Saudita 7
CO - Colombia 6
EG - Egitto 6
KZ - Kazakistan 6
PE - Perù 6
CL - Cile 5
PY - Paraguay 5
RO - Romania 5
AU - Australia 4
GH - Ghana 4
LB - Libano 4
LU - Lussemburgo 4
MY - Malesia 4
NO - Norvegia 4
AE - Emirati Arabi Uniti 3
AZ - Azerbaigian 3
ET - Etiopia 3
IL - Israele 3
JO - Giordania 3
LT - Lituania 3
MA - Marocco 3
NZ - Nuova Zelanda 3
RS - Serbia 3
SI - Slovenia 3
AL - Albania 2
BY - Bielorussia 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
CR - Costa Rica 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
PA - Panama 1
Totale 13.795
Salva come PNG Salva come JPEG
Città #
Singapore 724
Southend 602
Fairfield 441
Bologna 422
Santa Clara 399
San Jose 394
Ashburn 359
Ho Chi Minh City 322
Chandler 275
Hanoi 248
Woodbridge 223
Hong Kong 216
Houston 213
Hefei 188
Seattle 181
Wilmington 181
Cambridge 165
Dong Ket 152
Princeton 139
Ann Arbor 128
Beijing 121
New York 119
Jacksonville 115
Boardman 114
Dublin 108
Seoul 107
Milan 90
Los Angeles 81
Dallas 71
Rome 70
Lauterbourg 69
Nanjing 67
Abidjan 57
Westminster 57
Padova 53
Tokyo 50
Sofia 49
Berlin 48
Frankfurt am Main 48
Jinan 47
Tianjin 42
Buffalo 41
Shenyang 36
Lomé 35
Helsinki 33
Da Nang 32
Council Bluffs 31
Saint Petersburg 30
Hyderabad 29
Haiphong 27
Minamishinagawa 27
San Diego 27
Changsha 26
Redwood City 24
Shanghai 24
Mülheim 23
Nanchang 23
Redondo Beach 23
São Paulo 23
Phoenix 22
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
Wuhan 16
Cesena 15
Des Moines 15
Hangzhou 15
London 15
Orem 15
Paris 15
The Dalles 15
Zhengzhou 15
Mahé 14
Pesaro 14
Reggio Emilia 14
San Francisco 14
Brussels 13
Florence 13
Lappeenranta 13
Taiyuan 13
Verona 13
Parma 12
Quận Bình Thạnh 12
Taizhou 12
Baghdad 11
Hải Dương 11
Jiaxing 11
Montreal 11
Phủ Lý 11
Redmond 10
Totale 8.704
Salva come PNG Salva come JPEG
Nome #
Pricing Bermudan options under local Lévy models with default 383
Probability Theory II 316
Calcolo Stocastico per la Finanza 308
The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE 299
Approximations for Asian options in local volatility models 266
Parametrix approximation of diffusion transition densities 258
Dynamic Credit Investment in Partially Observed Markets 237
Local densities for a class of degenerate diffusions 233
On the complete model with stochastic volatility by Hobson and Rogers 229
Explicit implied volatilities for multifactor local-stochastic volatility models 226
Recurrent Neural Networks Applied to GNSS Time Series for Denoising and Prediction 222
Bermudan option valuation under state-dependent models 217
CDS calibration under an extended JDCEV model 216
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients 216
Analysis of an uncertain volatility model 212
Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators 208
Systemic risk in a mean-field model of interbank lending with self-exciting shocks 208
Analytical approximation of the transition density in a local volatility model 205
A family of density expansions for Lévy-type processes with default 204
Calibration of a path-dependent volatility model: empirical tests 202
The Moser's iterative method for a class of ultraparabolic equations 201
Adjoint expansions in local Levy models 201
Sobolev embeddings for kinetic Fokker-Planck equations 200
Intrinsic expansions for averaged diffusion processes 199
Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations 197
Path dependent volatility 196
On the Harnack inequality for a class of hypoelliptic evolution equations 195
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model 195
The exact Taylor formula of the implied volatility 193
LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS 193
Numerical solution of kinetic SPDEs via stochastic Magnus expansion 191
Valuation Adjustments for Improved Risk Management - ABC-EU-XVA 190
Teoria della Probabilità - Variabili aleatorie e distribuzioni 187
Finanza Matematica - Teoria e problemi per modelli multiperiodali 186
On a class of degenerate parabolic equations of Kolmogorov type 184
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models 184
Journal of Computational Finance 179
On stochastic Langevin and Fokker-Planck equations: The two-dimensional case 179
Analytical expansions for parabolic equations 177
Asymptotic expansions for degenerate parabolic equations 171
Regularity near the Initial State in the Obstacle Problem for a class of Hypoelliptic Ultraparabolic Operators 170
Financial Mathematics - Theory and Problems for Multi-period Models 170
PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna 169
The forward smile in local-stochastic volatility models 168
Local stochastic volatility with jumps: analytical approximations 166
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups 162
The obstacle problem for a class of hypoelliptic ultraparabolic equations 158
Mathematical analysis and numerical methods for a PDE model governing a rachet-cap pricing in the Libor Market Model 158
PDE and Martingale methods in option pricing 154
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement 152
On the Stochastic Magnus Expansion and Its Application to SPDEs 152
Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options 150
Introduction to Lévy processes 149
The parametrix method for parabolic SPDEs 149
Kolmogorov equations arising in finance: direct and inverse problems 148
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem 148
McKean-Vlasov stochastic equations with Hölder coefficients 147
A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators 147
Pricing approximations and error estimates for local Lévy-type models with default 147
Harnack inequality and no-arbitrage bounds for self-financing portfolios 138
Geometric Methods in PDE's: a conference on the occasion of the 65th birthday of Ermanno Lanconelli, Bologna 27-30 maggio 2008. 138
Obstacle problem for Arithmetic Asian options 133
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients 132
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models 132
On the cauchy problem for a nonlinear Kolmogorov equation 131
Asymptotics for d-dimensional lévy-type processes 127
An introduction to “Second Order Subelliptic PDEs”: the scientific work of Ermanno Lanconelli 124
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model 122
Backward and forward filtering under the weak Hörmander condition 120
Free boundary and optimal stopping problems for American Asian options 117
Pointwise estimates for solutions to a class of non-homogeneous Kolmogorov equations 105
JOURNAL OF MATHEMATICS 95
null 94
A continuous dependence result for ultraparabolic equations in option pricing 88
null 72
Kolmogorov Equations in Physics and in Finance 71
A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations 68
Superparabolic Functions Related to Second Order Hypoelliptic Operators 67
Fujita type results for a class of degenerate parabolic operators 61
American options 59
Interest rates 56
null 54
Hölder regularity for a Kolmogorov equation 52
On the viscosity solutions of a stochastic differential utility problem 47
A priori estimates for quasilinear degenerate parabolic equations 43
Totale 14.073
Salva come PNG Salva come JPEG
Categoria #
all - tutte 37.293
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 37.293
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021278 0 0 0 0 0 0 0 0 0 0 0 278
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
2025/20264.727 394 505 386 439 478 252 472 138 898 378 238 149
Totale 14.073