IRIS
SANFELICI, Simona
 Distribuzione geografica
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Continente #
NA - Nord America 3.283
AS - Asia 3.217
EU - Europa 2.437
SA - Sud America 535
AF - Africa 142
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 2
Totale 9.619
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Nazione #
US - Stati Uniti d'America 3.214
SG - Singapore 1.187
CN - Cina 936
IT - Italia 708
BR - Brasile 450
VN - Vietnam 437
IE - Irlanda 356
SE - Svezia 321
HK - Hong Kong 282
DE - Germania 277
FI - Finlandia 214
UA - Ucraina 141
TR - Turchia 132
NL - Olanda 114
ZA - Sudafrica 108
FR - Francia 96
GB - Regno Unito 52
CA - Canada 45
BD - Bangladesh 40
IN - India 37
RU - Federazione Russa 30
ES - Italia 28
IQ - Iraq 26
AR - Argentina 25
AT - Austria 24
ID - Indonesia 19
MX - Messico 17
BE - Belgio 16
IR - Iran 16
EC - Ecuador 15
JP - Giappone 14
CZ - Repubblica Ceca 13
UZ - Uzbekistan 13
CL - Cile 12
MA - Marocco 12
PK - Pakistan 10
PL - Polonia 10
VE - Venezuela 10
AL - Albania 9
CO - Colombia 9
RO - Romania 8
SA - Arabia Saudita 8
KR - Corea 7
PE - Perù 7
PH - Filippine 7
TW - Taiwan 6
AZ - Azerbaigian 5
BG - Bulgaria 5
AE - Emirati Arabi Uniti 4
EG - Egitto 4
JO - Giordania 4
KE - Kenya 4
MY - Malesia 4
NP - Nepal 4
TH - Thailandia 4
TN - Tunisia 4
DZ - Algeria 3
EU - Europa 3
JM - Giamaica 3
LT - Lituania 3
PY - Paraguay 3
AM - Armenia 2
IL - Israele 2
KZ - Kazakistan 2
TD - Ciad 2
UY - Uruguay 2
AU - Australia 1
BO - Bolivia 1
BY - Bielorussia 1
CH - Svizzera 1
CI - Costa d'Avorio 1
CM - Camerun 1
CR - Costa Rica 1
CY - Cipro 1
DK - Danimarca 1
DO - Repubblica Dominicana 1
EE - Estonia 1
ET - Etiopia 1
GE - Georgia 1
GI - Gibilterra 1
GY - Guiana 1
HN - Honduras 1
HU - Ungheria 1
KG - Kirghizistan 1
KH - Cambogia 1
KW - Kuwait 1
LB - Libano 1
LK - Sri Lanka 1
LU - Lussemburgo 1
LV - Lettonia 1
MD - Moldavia 1
NO - Norvegia 1
NZ - Nuova Zelanda 1
PT - Portogallo 1
QA - Qatar 1
SK - Slovacchia (Repubblica Slovacca) 1
SN - Senegal 1
SO - Somalia 1
SY - Repubblica araba siriana 1
TT - Trinidad e Tobago 1
Totale 9.619
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Città #
Singapore 574
Chandler 357
Dublin 352
Santa Clara 305
San Jose 304
Beijing 285
Hong Kong 268
Ashburn 263
Jacksonville 220
Parma 158
Ann Arbor 147
Ho Chi Minh City 139
Dearborn 127
Dallas 111
Izmir 107
Nanjing 105
Boardman 104
Johannesburg 97
Hanoi 90
Bremen 85
Princeton 85
Lauterbourg 78
San Mateo 77
Wilmington 60
Helsinki 59
Los Angeles 57
Milan 45
Hefei 39
Nanchang 39
Shenyang 35
New York 34
Columbus 30
Kunming 30
São Paulo 30
Shanghai 26
Toronto 26
Hebei 23
Bologna 22
Jinan 22
Woodbridge 22
Vienna 21
Haiphong 20
Jiaxing 20
Savona 20
Tianjin 20
Council Bluffs 19
Moscow 18
Guangzhou 17
Brussels 16
Buffalo 16
Reggio Emilia 16
Frankfurt am Main 15
Rome 15
Orem 14
Seattle 14
The Dalles 14
Da Nang 13
Fremont 13
Brooklyn 12
Chennai 12
Kocaeli 12
Baghdad 11
Belo Horizonte 11
Chicago 11
Neviano degli Arduini 11
Padova 11
Stockholm 11
Tashkent 11
Rio de Janeiro 10
Sacramento 10
Tokyo 10
Brasília 9
Can Tho 9
Changsha 9
Dhaka 9
Houston 9
Jakarta 9
Montreal 9
Munich 9
Poplar 9
Porto Alegre 9
Redmond 9
Turin 9
Atlanta 8
Biên Hòa 8
Brno 8
Campinas 8
Curitiba 8
Des Moines 8
Lappeenranta 8
Mascalucia 8
Pordenone 8
Zanjan 8
Amsterdam 7
Denver 7
Düsseldorf 7
Falkenstein 7
Ferrol 7
Fontanellato 7
Guarulhos 7
Totale 5.718
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Nome #
Strumenti quantitativi per la gestione aziendale 269
A Boundary Element approach to barrier option pricing in Black-Scholes framework 220
An Early Warning System for identifying financial instability 206
A Mellin transform approach to barrier option pricing 194
Real Estate Asset Management Companies’ Economies of Scale: Is It a Dream or Reality? The Italian Case 174
Numerical solution of an optimal impulse control problem on unbounded domain 162
A Boundary Element Method applied to option pricing 157
An improved two-step regularization scheme for spot volatility estimation 156
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. 153
An application of nonparametric volatility estimators to option pricing 148
High frequency volatility of volatility estimation free from spot volatility estimates 146
FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS 145
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab code) 145
A Computer Study of Electrograms Fractionation 143
PROCEEDINGS OF SIMAI 2020+21: THE XV BIANNUAL CONGRESS OF SIMAI 30 August - 3 September 2021 Parma, Italy 141
Assessing the quality of volatility estimators via option pricing 140
Firm Volatility Risk and Default Probability Estimation under Market Microstructure Effects, Working Paper 136
A boundary element PDE approach to corporate debt 133
Assessing the quality of volatility estimators via option pricing 132
Identifying the number of latent factors of stochastic volatility models 131
A boundary element method for pricing barriers options 131
"Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium", Quaderno del Dipartimento di Matematica, Università di Parma n. 149 129
Identifying financial instability conditions using high frequency data 129
Fourier-Malliavin Volatility Estimation. Theory and Practice 124
Measuring the leverage effect in a high-frequency trading framework 121
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 121
Comparison of cryptographic systems 119
A Numerical Study of Electrograms Fractionation 119
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance 119
A fractional model for the COVID-19 pandemic: Application to Italian data 118
Numerical Simulation of Activation in Anisotropic Myocardium 117
Stochastic leverage effect in high-frequency data: a Fourier based analysis 113
Calibration of a nonlinear feedback option pricing model 112
Calibration of a nonlinear feedback option pricing model 112
Comparison of Numerical Methods for the Approximation of Option Price 112
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff 111
“Assessing the quality of volatility estimators via option pricing”, Working Paper 108
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation 107
Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium 102
FAST COS BEM METHOD IN HESTON MODEL 101
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 99
Numerical Simulations of fractionated electrograms and pathological cardiac action potential 98
Estimation of Quarticity with High Frequency Data 96
Market Microstructure Effects on Firm Default Risk Evaluation 95
Optimal impulse control on an unbounded domain with nonlinear cost functions 94
Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise 94
”Sulle Equazioni Differenziali Stocastiche in Finanza”, Working Paper Dip. Economia Univ. Parma, Serie Didattica WP 1/2001 93
Estimating covariance via Fourier method in the presence of asynchronous trading andmicrostructure noise 92
Numerical Study of Activation in Normal and Diseased Myocardium 91
On the Galerkin Method for Semilinear Parabolic-Ordinary Systems 91
Modelli Matematici del Comportamento Elettrico del Tessuto Cardiaco: Metodi Numerici ed Applicazioni 90
High frequency volatility of volatility estimation without estimating volatility, Working Paper 90
Firm's Volatility Risk under Microstructure Noise 90
“Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem”, Quaderno del Dipartimento di Matematica, Università di Milano, n. 28/1997 90
The Fourier-Malliavin Volatility (FMVol) MATLAB library 88
State of the Art in Cryptographic Algorithms Used for Internet Security 88
“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 88
Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem 87
Numerical Study of Activation in Anisotropic Myocardium Using Hodgkin-Huxley-Type Models 87
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 87
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 86
“Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology”, Pubbl. IAN-CNR, Pavia, 1120 86
Infinite Elements for option pricing 85
Numerical Simulation of Activation in a Bidomain Model of Cardiac Muscle 85
Dynamic portfolio management: an application ofFourier method for covariance estimation 85
Semi-analytical method for pricing barrier options with time-dependent parameters 85
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 84
Numerical Simulation of the Depolarization Process in Anisotropic Myocardium 84
Quarticity estimation via Fourier method 82
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 82
Nonparametric malliavin–monte carlo computation of hedging greeks 81
Multivariate volatility estimation with high frequency data using Fourier method 79
”Comparison of Numerical Methods for the Approximation of Option Price”, Working Paper del Dipartimento di Economia, Università di Parma, WP 1/2001 79
”A Numerical Study of Electrograms Fractionation”, Quaderno del Dipartimento di Matematica, Università di Parma n. 177 79
Numerical and Analytic Study of a Parabolic-Ordinary System Modelling Cardiac Activation Under Equal Anisotropy Conditions 78
Climate-Related Default Probabilities 76
”Galerkin Finite Element Approximation for Pricing Barrier Options”, Working Paper del Dipartimento di Economia, Università di Parma, WP 5/2001 75
Measuring the leverage effect in a high frequency framework 74
State of the Art in Electronic Payment Systems 72
Firm’s Volatility Risk under Microstructure Noise 72
Default probability estimation under microstructure effects 72
Semidiscretizzazione di Galerkin di Sistemi Parabolico-ordinari Semilinear 72
Practical Problems in the Numerical Solution of PDE's in Finance 71
”State of the Art in Electronic Payment Systems”, LEPEC Reports: Report N. 3, Joint Research Centre of the European Commission 68
Galerkin Finite Element Approximation for Pricing Barrier Options 66
”State of the Art in Cryptographic Algorithms Used for Internet Security”, Special Publication No. I.99.214, Joint Research Centre of the European Commission 66
“Numerical solution of an optimal impulse control problem on unbounded domain”, Working Paper del Dipartimento di Economia, Università di Parma, WP 2/2004 66
“Dynamic portfolio management: an application of Fourier method for covariance estimation ”, Working Paper 65
“Microstructure effect on firm’s volatility risk”, Working Paper del Dipartimento di Matematica per le Decisioni, Università di Firenze, 5/2012 63
“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) 62
Identifying financial instability using high frequency data 61
Totale 9.725
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Categoria #
all - tutte 32.309
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 32.309
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202199 0 0 0 0 0 0 0 0 0 36 46 17
2021/2022504 21 8 20 21 24 5 63 83 23 51 65 120
2022/20231.523 161 132 96 143 183 163 25 74 463 17 43 23
2023/2024452 44 48 20 18 46 82 32 29 16 35 28 54
2024/20252.018 44 118 138 132 205 242 111 73 224 196 151 384
2025/20263.067 240 369 384 269 561 150 483 118 329 164 0 0
Totale 9.725