IRIS
SANFELICI, Simona
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 3.427
AS - Asia 3.232
EU - Europa 2.447
SA - Sud America 535
AF - Africa 142
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 2
Totale 9.788
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 3.353
SG - Singapore 1.191
CN - Cina 943
IT - Italia 718
BR - Brasile 450
VN - Vietnam 437
IE - Irlanda 356
SE - Svezia 321
HK - Hong Kong 283
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 48
BD - Bangladesh 42
IN - India 37
RU - Federazione Russa 30
ES - Italia 28
IQ - Iraq 26
AR - Argentina 25
AT - Austria 24
ID - Indonesia 19
MX - Messico 18
BE - Belgio 16
IR - Iran 16
EC - Ecuador 15
JP - Giappone 15
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
NI - Nicaragua 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
Totale 9.787
Salva come PNG Salva come JPEG
Città #
Singapore 574
San Jose 372
Chandler 357
Dublin 352
Santa Clara 309
Beijing 285
Ashburn 271
Hong Kong 269
Jacksonville 220
Parma 159
Ann Arbor 147
Ho Chi Minh City 139
Dearborn 127
Dallas 116
Izmir 107
Boardman 106
Nanjing 105
Johannesburg 97
Hanoi 90
Bremen 85
Princeton 85
Lauterbourg 78
San Mateo 77
Los Angeles 76
Wilmington 60
Helsinki 59
Milan 45
Hefei 39
Nanchang 39
New York 39
Shenyang 35
Columbus 30
Kunming 30
São Paulo 30
Toronto 27
Council Bluffs 26
Shanghai 26
Hebei 23
Bologna 22
Jinan 22
Woodbridge 22
Vienna 21
Haiphong 20
Jiaxing 20
Savona 20
Tianjin 20
Moscow 18
Buffalo 17
Guangzhou 17
Reggio Emilia 17
Brussels 16
Frankfurt am Main 15
Orem 15
Rome 15
Seattle 14
The Dalles 14
Da Nang 13
Fremont 13
Brooklyn 12
Chennai 12
Kocaeli 12
Baghdad 11
Belo Horizonte 11
Chicago 11
Montreal 11
Neviano degli Arduini 11
Padova 11
Stockholm 11
Tashkent 11
Houston 10
Rio de Janeiro 10
Sacramento 10
Tokyo 10
Brasília 9
Can Tho 9
Changsha 9
Dhaka 9
Jakarta 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
Florence 8
Lappeenranta 8
Mascalucia 8
Pordenone 8
Zanjan 8
Amsterdam 7
Denver 7
Düsseldorf 7
Falkenstein 7
Ferrol 7
Fontanellato 7
Totale 5.846
Salva come PNG Salva come JPEG
Nome #
Strumenti quantitativi per la gestione aziendale 271
A Boundary Element approach to barrier option pricing in Black-Scholes framework 222
An Early Warning System for identifying financial instability 209
A Mellin transform approach to barrier option pricing 197
Real Estate Asset Management Companies’ Economies of Scale: Is It a Dream or Reality? The Italian Case 177
Numerical solution of an optimal impulse control problem on unbounded domain 164
An improved two-step regularization scheme for spot volatility estimation 160
A Boundary Element Method applied to option pricing 159
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. 156
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab code) 153
An application of nonparametric volatility estimators to option pricing 150
High frequency volatility of volatility estimation free from spot volatility estimates 148
FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS 146
A Computer Study of Electrograms Fractionation 145
PROCEEDINGS OF SIMAI 2020+21: THE XV BIANNUAL CONGRESS OF SIMAI 30 August - 3 September 2021 Parma, Italy 144
Assessing the quality of volatility estimators via option pricing 142
A boundary element PDE approach to corporate debt 140
Identifying the number of latent factors of stochastic volatility models 138
Assessing the quality of volatility estimators via option pricing 136
Firm Volatility Risk and Default Probability Estimation under Market Microstructure Effects, Working Paper 136
A boundary element method for pricing barriers options 132
Identifying financial instability conditions using high frequency data 132
"Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium", Quaderno del Dipartimento di Matematica, Università di Parma n. 149 130
Fourier-Malliavin Volatility Estimation. Theory and Practice 126
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 125
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance 125
Measuring the leverage effect in a high-frequency trading framework 124
A Numerical Study of Electrograms Fractionation 123
A fractional model for the COVID-19 pandemic: Application to Italian data 123
Numerical Simulation of Activation in Anisotropic Myocardium 121
Comparison of cryptographic systems 119
Calibration of a nonlinear feedback option pricing model 115
Stochastic leverage effect in high-frequency data: a Fourier based analysis 115
Calibration of a nonlinear feedback option pricing model 114
Comparison of Numerical Methods for the Approximation of Option Price 113
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff 111
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation 110
“Assessing the quality of volatility estimators via option pricing”, Working Paper 109
FAST COS BEM METHOD IN HESTON MODEL 104
Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium 102
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 100
Numerical Simulations of fractionated electrograms and pathological cardiac action potential 98
Market Microstructure Effects on Firm Default Risk Evaluation 96
Estimation of Quarticity with High Frequency Data 96
Optimal impulse control on an unbounded domain with nonlinear cost functions 95
The Fourier-Malliavin Volatility (FMVol) MATLAB library 94
Numerical Study of Activation in Normal and Diseased Myocardium 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 94
On the Galerkin Method for Semilinear Parabolic-Ordinary Systems 92
Modelli Matematici del Comportamento Elettrico del Tessuto Cardiaco: Metodi Numerici ed Applicazioni 92
Estimating covariance via Fourier method in the presence of asynchronous trading andmicrostructure noise 92
“Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem”, Quaderno del Dipartimento di Matematica, Università di Milano, n. 28/1997 92
High frequency volatility of volatility estimation without estimating volatility, Working Paper 91
Firm's Volatility Risk under Microstructure Noise 91
Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem 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
Numerical Study of Activation in Anisotropic Myocardium Using Hodgkin-Huxley-Type Models 88
Climate-Related Default Probabilities 87
“Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology”, Pubbl. IAN-CNR, Pavia, 1120 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
Dynamic portfolio management: an application ofFourier method for covariance estimation 86
Infinite Elements for option pricing 85
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 85
Numerical Simulation of Activation in a Bidomain Model of Cardiac Muscle 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
Nonparametric malliavin–monte carlo computation of hedging greeks 81
”A Numerical Study of Electrograms Fractionation”, Quaderno del Dipartimento di Matematica, Università di Parma n. 177 80
Numerical and Analytic Study of a Parabolic-Ordinary System Modelling Cardiac Activation Under Equal Anisotropy Conditions 79
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
”Galerkin Finite Element Approximation for Pricing Barrier Options”, Working Paper del Dipartimento di Economia, Università di Parma, WP 5/2001 76
Firm’s Volatility Risk under Microstructure Noise 74
Measuring the leverage effect in a high frequency framework 74
Semidiscretizzazione di Galerkin di Sistemi Parabolico-ordinari Semilinear 73
State of the Art in Electronic Payment Systems 72
Default probability estimation under microstructure effects 72
Practical Problems in the Numerical Solution of PDE's in Finance 71
”State of the Art in Cryptographic Algorithms Used for Internet Security”, Special Publication No. I.99.214, Joint Research Centre of the European Commission 69
”State of the Art in Electronic Payment Systems”, LEPEC Reports: Report N. 3, Joint Research Centre of the European Commission 69
Galerkin Finite Element Approximation for Pricing Barrier Options 67
“Numerical solution of an optimal impulse control problem on unbounded domain”, Working Paper del Dipartimento di Economia, Università di Parma, WP 2/2004 67
“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
Short-rate models with stochastic discontinuities: A PDE approach 10
Totale 9.895
Salva come PNG Salva come JPEG
Categoria #
all - tutte 34.054
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 34.054
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202117 0 0 0 0 0 0 0 0 0 0 0 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
2025/20263.237 240 369 384 269 561 150 483 118 329 221 87 26
Totale 9.895