SANFELICI, Simona
 Distribuzione geografica
Continente #
EU - Europa 1.959
NA - Nord America 1.846
AS - Asia 733
AF - Africa 3
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 1
SA - Sud America 1
Totale 4.546
Nazione #
US - Stati Uniti d'America 1.816
CN - Cina 576
IT - Italia 518
IE - Irlanda 400
SE - Svezia 312
DE - Germania 237
FI - Finlandia 182
UA - Ucraina 137
TR - Turchia 120
AT - Austria 49
BE - Belgio 31
GB - Regno Unito 30
CA - Canada 29
IR - Iran 13
CZ - Repubblica Ceca 11
ES - Italia 11
FR - Francia 10
NL - Olanda 10
RO - Romania 7
IN - India 6
SG - Singapore 6
AL - Albania 5
EU - Europa 3
HK - Hong Kong 3
JP - Giappone 3
BG - Bulgaria 2
DZ - Algeria 2
MY - Malesia 2
PL - Polonia 2
VN - Vietnam 2
AU - Australia 1
CH - Svizzera 1
CM - Camerun 1
CY - Cipro 1
ID - Indonesia 1
LU - Lussemburgo 1
MX - Messico 1
NO - Norvegia 1
PE - Perù 1
PT - Portogallo 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 4.546
Città #
Dublin 396
Chandler 357
Jacksonville 220
Beijing 177
Ann Arbor 147
Dearborn 127
Ashburn 123
Parma 118
Izmir 107
Nanjing 105
Bremen 85
Princeton 85
San Mateo 77
Wilmington 60
Vienna 39
Helsinki 38
Nanchang 37
Shenyang 34
Brussels 31
Kunming 29
Hefei 25
Toronto 24
Hebei 23
Jinan 22
Shanghai 22
Woodbridge 22
Milan 21
Savona 20
Jiaxing 19
Tianjin 18
Rome 14
Dallas 13
Fremont 13
Bologna 12
Kocaeli 12
Boardman 11
Neviano degli Arduini 11
Padova 11
Seattle 11
Sacramento 10
Redmond 9
Des Moines 8
Mascalucia 8
Zanjan 8
Ferrol 7
Guangzhou 7
Karlsruhe 7
Macerata 7
Turin 7
Brno 6
Casaletto 6
Changsha 6
Düsseldorf 6
Houston 6
New York 6
Norwalk 6
Torino 6
Fuzhou 5
Hangzhou 5
Leawood 5
Los Angeles 5
Nonantola 5
Santa Maria Capua Vetere 5
Tirana 5
Ziano Piacentino 5
Cerea 4
Falls Church 4
Lago 4
Rockville 4
San Gavino Monreale 4
Arcole 3
Auburn Hills 3
Bolzano 3
Fano Adriano 3
Florence 3
Haikou 3
London 3
Paris 3
Pavia 3
Prato 3
Pune 3
Périgueux 3
Reggio Emilia 3
Sissa 3
Taiyuan 3
Taizhou 3
Timisoara 3
Tokyo 3
Amsterdam 2
Andover 2
Brusciano 2
Cavriago 2
Como 2
Cremona 2
Dalmine 2
Dong Ket 2
Edinburgh 2
Encino 2
Ferrara 2
Genoa 2
Totale 2.980
Nome #
Strumenti quantitativi per la gestione aziendale 195
A Mellin transform approach to barrier option pricing 109
Real Estate Asset Management Companies’ Economies of Scale: Is It a Dream or Reality? The Italian Case 105
A Boundary Element approach to barrier option pricing in Black-Scholes framework 104
An Early Warning System for identifying financial instability 98
FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS 93
Comparison of cryptographic systems 86
An improved two-step regularization scheme for spot volatility estimation 80
Firm Volatility Risk and Default Probability Estimation under Market Microstructure Effects, Working Paper 76
Identifying financial instability conditions using high frequency data 75
High frequency volatility of volatility estimation free from spot volatility estimates 74
Comparison of Numerical Methods for the Approximation of Option Price 74
Measuring the leverage effect in a high-frequency trading framework 70
Assessing the quality of volatility estimators via option pricing 69
PROCEEDINGS OF SIMAI 2020+21: THE XV BIANNUAL CONGRESS OF SIMAI 30 August - 3 September 2021 Parma, Italy 69
An application of nonparametric volatility estimators to option pricing 65
A Boundary Element Method applied to option pricing 65
Fourier-Malliavin Volatility Estimation. Theory and Practice 65
Numerical Simulations of fractionated electrograms and pathological cardiac action potential 62
Numerical Simulation of Activation in Anisotropic Myocardium 60
Assessing the quality of volatility estimators via option pricing 59
A Computer Study of Electrograms Fractionation 59
A boundary element method for pricing barriers options 59
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance 57
A Numerical Study of Electrograms Fractionation 56
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 55
“Assessing the quality of volatility estimators via option pricing”, Working Paper 55
Calibration of a nonlinear feedback option pricing model 54
Firm's Volatility Risk under Microstructure Noise 54
A fractional model for the COVID-19 pandemic: Application to Italian data 54
Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium 53
”Sulle Equazioni Differenziali Stocastiche in Finanza”, Working Paper Dip. Economia Univ. Parma, Serie Didattica WP 1/2001 53
"Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium", Quaderno del Dipartimento di Matematica, Università di Parma n. 149 52
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation 52
Calibration of a nonlinear feedback option pricing model 51
Numerical solution of an optimal impulse control problem on unbounded domain 51
Estimating covariance via Fourier method in the presence of asynchronous trading andmicrostructure noise 51
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff 51
A boundary element PDE approach to corporate debt 51
State of the Art in Cryptographic Algorithms Used for Internet Security 50
Infinite Elements for option pricing 49
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 49
Estimation of Quarticity with High Frequency Data 49
Numerical Simulation of Activation in a Bidomain Model of Cardiac Muscle 48
“A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model”, Working Paper del Dipartimento di Economia, Università di Parma, WP 1/2004 48
Market Microstructure Effects on Firm Default Risk Evaluation 48
Numerical Study of Activation in Normal and Diseased Myocardium 47
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab code) 47
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 46
Optimal impulse control on an unbounded domain with nonlinear cost functions 46
Stochastic leverage effect in high-frequency data: a Fourier based analysis 46
Numerical and Analytic Study of a Parabolic-Ordinary System Modelling Cardiac Activation Under Equal Anisotropy Conditions 44
On the Galerkin Method for Semilinear Parabolic-Ordinary Systems 44
“Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem”, Quaderno del Dipartimento di Matematica, Università di Milano, n. 28/1997 44
Multivariate volatility estimation with high frequency data using Fourier method 43
Modelli Matematici del Comportamento Elettrico del Tessuto Cardiaco: Metodi Numerici ed Applicazioni 43
”A Numerical Study of Electrograms Fractionation”, Quaderno del Dipartimento di Matematica, Università di Parma n. 177 43
Numerical Simulation of the Depolarization Process in Anisotropic Myocardium 43
High frequency volatility of volatility estimation without estimating volatility, Working Paper 43
Numerical Study of Activation in Anisotropic Myocardium Using Hodgkin-Huxley-Type Models 43
Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise 42
Practical Problems in the Numerical Solution of PDE's in Finance 41
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 40
Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem 39
State of the Art in Electronic Payment Systems 39
”State of the Art in Electronic Payment Systems”, LEPEC Reports: Report N. 3, Joint Research Centre of the European Commission 39
“Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology”, Pubbl. IAN-CNR, Pavia, 1120 38
”Comparison of Numerical Methods for the Approximation of Option Price”, Working Paper del Dipartimento di Economia, Università di Parma, WP 1/2001 38
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 37
”Galerkin Finite Element Approximation for Pricing Barrier Options”, Working Paper del Dipartimento di Economia, Università di Parma, WP 5/2001 36
Semi-analytical method for pricing barrier options with time-dependent parameters 36
Semidiscretizzazione di Galerkin di Sistemi Parabolico-ordinari Semilinear 35
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 34
Firm’s Volatility Risk under Microstructure Noise 34
Dynamic portfolio management: an application ofFourier method for covariance estimation 33
Quarticity estimation via Fourier method 32
”State of the Art in Cryptographic Algorithms Used for Internet Security”, Special Publication No. I.99.214, Joint Research Centre of the European Commission 32
“Numerical solution of an optimal impulse control problem on unbounded domain”, Working Paper del Dipartimento di Economia, Università di Parma, WP 2/2004 32
Default probability estimation under microstructure effects 32
Identifying financial instability using high frequency data 32
“Microstructure effect on firm’s volatility risk”, Working Paper del Dipartimento di Matematica per le Decisioni, Università di Firenze, 5/2012 31
“Dynamic portfolio management: an application of Fourier method for covariance estimation ”, Working Paper 31
Early Warning Systems for identifying financial instability 30
Nonparametric malliavin–monte carlo computation of hedging greeks 29
Galerkin Finite Element Approximation for Pricing Barrier Options 26
Measuring the leverage effect in a high frequency framework 26
“Modelli Matematici del Comportamento Elettrico del Tessuto Cardiaco: Metodi Numerici ed Applicazioni”, in “La Matematica nella Società e nella Cultura”, Bollettino U.M.I. (8) 2-A Suppl. (1999) 26
FAST COS BEM METHOD IN HESTON MODEL 14
Totale 4.618
Categoria #
all - tutte 14.068
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 14.068


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019186 0 0 0 0 0 0 0 0 29 21 130 6
2019/20201.008 184 181 42 42 70 102 123 22 58 64 48 72
2020/2021543 16 61 40 13 81 26 43 22 142 36 46 17
2021/2022504 21 8 20 21 24 5 63 83 23 51 65 120
2022/20231.603 161 132 96 143 183 163 29 80 514 19 52 31
2023/2024350 48 51 22 22 50 82 32 29 14 0 0 0
Totale 4.618