CRIS Current Research Information System

PASCUCCI, ANDREA
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 4.556
AS - Asia 4.448
EU - Europa 3.882
AF - Africa 211
SA - Sud America 200
OC - Oceania 7
Totale 13.304
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 4.501
IT - Italia 1.309
SG - Singapore 1.300
VN - Vietnam 1.229
CN - Cina 1.076
GB - Regno Unito 734
DE - Germania 370
SE - Svezia 313
FR - Francia 249
HK - Hong Kong 228
IN - India 195
UA - Ucraina 174
RU - Federazione Russa 152
BR - Brasile 131
KR - Corea 130
IE - Irlanda 110
JP - Giappone 98
NL - Olanda 95
ZA - Sudafrica 60
CI - Costa d'Avorio 57
BG - Bulgaria 48
FI - Finlandia 47
EE - Estonia 46
PL - Polonia 43
TG - Togo 35
AT - Austria 32
CH - Svizzera 30
CA - Canada 29
ES - Italia 28
SC - Seychelles 28
ID - Indonesia 24
AR - Argentina 23
HR - Croazia 21
IQ - Iraq 21
PK - Pakistan 21
PH - Filippine 20
TR - Turchia 20
MX - Messico 18
TH - Thailandia 17
BE - Belgio 16
GR - Grecia 15
BD - Bangladesh 12
EC - Ecuador 11
TW - Taiwan 11
UY - Uruguay 11
DK - Danimarca 9
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
RO - Romania 5
GH - Ghana 4
LB - Libano 4
LU - Lussemburgo 4
MY - Malesia 4
NO - Norvegia 4
PY - Paraguay 4
AE - Emirati Arabi Uniti 3
AU - Australia 3
AZ - Azerbaigian 3
ET - Etiopia 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
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
BO - Bolivia 1
BT - Bhutan 1
BW - Botswana 1
CR - Costa Rica 1
GE - Georgia 1
IL - Israele 1
JM - Giamaica 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
PT - Portogallo 1
Totale 13.298
Salva come PNG Salva come JPEG
Città #
Singapore 719
Southend 602
Fairfield 441
Bologna 409
Santa Clara 393
Ashburn 345
Ho Chi Minh City 322
Chandler 275
San Jose 250
Hanoi 248
Woodbridge 223
Hong Kong 214
Houston 212
Hefei 188
Wilmington 181
Seattle 180
Cambridge 165
Dong Ket 152
Princeton 139
Ann Arbor 128
Beijing 116
Jacksonville 115
Dublin 108
New York 108
Boardman 107
Seoul 107
Milan 84
Los Angeles 72
Lauterbourg 69
Nanjing 67
Dallas 66
Rome 65
Abidjan 57
Westminster 57
Padova 53
Tokyo 50
Berlin 48
Frankfurt am Main 48
Sofia 48
Jinan 47
Buffalo 40
Shenyang 36
Lomé 35
Helsinki 33
Da Nang 32
Saint Petersburg 30
Hyderabad 29
Haiphong 27
Minamishinagawa 27
San Diego 27
Tianjin 27
Changsha 26
Redwood City 24
Shanghai 24
Mülheim 23
Nanchang 23
Redondo Beach 23
São Paulo 23
Bern 21
Guangzhou 21
Medford 21
Vienna 21
Warsaw 21
Biên Hòa 19
Phoenix 19
Amsterdam 18
Chicago 18
Hebei 18
Bengaluru 17
Modena 17
Jakarta 16
Wuhan 16
Cesena 15
Des Moines 15
Hangzhou 15
London 15
Orem 15
Paris 15
The Dalles 15
Zhengzhou 15
Council Bluffs 14
Mahé 14
Pesaro 14
Brussels 13
Lappeenranta 13
Rimini 13
Taiyuan 13
Parma 12
Quận Bình Thạnh 12
Taizhou 12
Baghdad 11
Hải Dương 11
Jiaxing 11
Phủ Lý 11
Verona 11
Redmond 10
Reggio Emilia 10
Toronto 10
Denver 9
Florence 9
Totale 8.403
Salva come PNG Salva come JPEG
Nome #
Pricing Bermudan options under local Lévy models with default 379
Calcolo Stocastico per la Finanza 297
The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE 294
Probability Theory II 281
Approximations for Asian options in local volatility models 260
Parametrix approximation of diffusion transition densities 254
Dynamic Credit Investment in Partially Observed Markets 235
Local densities for a class of degenerate diffusions 227
On the complete model with stochastic volatility by Hobson and Rogers 226
Explicit implied volatilities for multifactor local-stochastic volatility models 223
Recurrent Neural Networks Applied to GNSS Time Series for Denoising and Prediction 218
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients 211
Bermudan option valuation under state-dependent models 210
CDS calibration under an extended JDCEV model 210
Analysis of an uncertain volatility model 207
Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators 206
Systemic risk in a mean-field model of interbank lending with self-exciting shocks 206
Adjoint expansions in local Levy models 199
Analytical approximation of the transition density in a local volatility model 198
A family of density expansions for Lévy-type processes with default 198
Sobolev embeddings for kinetic Fokker-Planck equations 196
Intrinsic expansions for averaged diffusion processes 196
Calibration of a path-dependent volatility model: empirical tests 196
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model 194
On the Harnack inequality for a class of hypoelliptic evolution equations 193
Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations 193
The Moser's iterative method for a class of ultraparabolic equations 191
The exact Taylor formula of the implied volatility 189
Path dependent volatility 186
Numerical solution of kinetic SPDEs via stochastic Magnus expansion 185
Valuation Adjustments for Improved Risk Management - ABC-EU-XVA 185
On a class of degenerate parabolic equations of Kolmogorov type 184
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models 182
Finanza Matematica - Teoria e problemi per modelli multiperiodali 178
On stochastic Langevin and Fokker-Planck equations: The two-dimensional case 174
Analytical expansions for parabolic equations 172
Journal of Computational Finance 170
Asymptotic expansions for degenerate parabolic equations 169
Regularity near the Initial State in the Obstacle Problem for a class of Hypoelliptic Ultraparabolic Operators 167
Financial Mathematics - Theory and Problems for Multi-period Models 166
LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS 163
Local stochastic volatility with jumps: analytical approximations 162
PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna 162
Teoria della Probabilità - Variabili aleatorie e distribuzioni 158
Mathematical analysis and numerical methods for a PDE model governing a rachet-cap pricing in the Libor Market Model 157
The forward smile in local-stochastic volatility models 157
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups 156
The obstacle problem for a class of hypoelliptic ultraparabolic equations 152
Introduction to Lévy processes 149
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement 149
On the Stochastic Magnus Expansion and Its Application to SPDEs 149
Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options 148
Pricing approximations and error estimates for local Lévy-type models with default 147
The parametrix method for parabolic SPDEs 147
Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem 146
PDE and Martingale methods in option pricing 144
A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators 143
Kolmogorov equations arising in finance: direct and inverse problems 142
Geometric Methods in PDE's: a conference on the occasion of the 65th birthday of Ermanno Lanconelli, Bologna 27-30 maggio 2008. 136
McKean-Vlasov stochastic equations with Hölder coefficients 135
Harnack inequality and no-arbitrage bounds for self-financing portfolios 131
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models 130
On the cauchy problem for a nonlinear Kolmogorov equation 129
Obstacle problem for Arithmetic Asian options 129
Asymptotics for d-dimensional lévy-type processes 124
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients 123
Free boundary and optimal stopping problems for American Asian options 117
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model 114
Backward and forward filtering under the weak Hörmander condition 112
Pointwise estimates for solutions to a class of non-homogeneous Kolmogorov equations 102
null 94
JOURNAL OF MATHEMATICS 93
A continuous dependence result for ultraparabolic equations in option pricing 86
An introduction to “Second Order Subelliptic PDEs”: the scientific work of Ermanno Lanconelli 78
null 72
Kolmogorov Equations in Physics and in Finance 65
Superparabolic Functions Related to Second Order Hypoelliptic Operators 64
A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations 63
American options 54
null 54
Fujita type results for a class of degenerate parabolic operators 52
Interest rates 52
On the viscosity solutions of a stochastic differential utility problem 45
Hölder regularity for a Kolmogorov equation 44
A priori estimates for quasilinear degenerate parabolic equations 41
Totale 13.575
Salva come PNG Salva come JPEG
Categoria #
all - tutte 35.002
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 35.002
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021432 0 0 0 0 0 0 0 0 0 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
2025/20264.229 394 505 386 439 478 252 472 138 898 267 0 0
Totale 13.575