IRIS
SANFELICI, Simona
 Distribuzione geografica
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Continente #
NA - Nord America 3.648
AS - Asia 3.251
EU - Europa 2.486
SA - Sud America 541
AF - Africa 142
Continente sconosciuto - Info sul continente non disponibili 110
OC - Oceania 2
Totale 10.180
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Nazione #
US - Stati Uniti d'America 3.560
SG - Singapore 1.196
CN - Cina 947
IT - Italia 750
BR - Brasile 454
VN - Vietnam 438
IE - Irlanda 356
SE - Svezia 322
HK - Hong Kong 285
DE - Germania 277
FI - Finlandia 214
UA - Ucraina 141
TR - Turchia 132
NL - Olanda 114
ZA - Sudafrica 108
FR - Francia 97
CA - Canada 56
GB - Regno Unito 53
BD - Bangladesh 47
IN - India 38
ES - Italia 30
RU - Federazione Russa 30
IQ - Iraq 26
AR - Argentina 25
AT - Austria 24
ID - Indonesia 19
MX - Messico 19
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 11
CO - Colombia 10
PL - Polonia 10
VE - Venezuela 10
AL - Albania 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
JM - Giamaica 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
LT - Lituania 3
PY - Paraguay 3
AM - Armenia 2
BO - Bolivia 2
BY - Bielorussia 2
IL - Israele 2
KZ - Kazakistan 2
SV - El Salvador 2
TD - Ciad 2
UY - Uruguay 2
AU - Australia 1
BA - Bosnia-Erzegovina 1
BS - Bahamas 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
GT - Guatemala 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
Totale 10.068
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Città #
Singapore 577
San Jose 383
Chandler 357
Dublin 352
Santa Clara 313
Beijing 287
Ashburn 277
Hong Kong 271
Jacksonville 220
Council Bluffs 181
Parma 159
Ann Arbor 147
Ho Chi Minh City 139
Dearborn 127
Dallas 116
Izmir 107
Boardman 106
Nanjing 105
Johannesburg 97
Hanoi 91
Bremen 85
Princeton 85
Lauterbourg 78
San Mateo 77
Los Angeles 76
Wilmington 60
Helsinki 59
Milan 46
Hefei 39
Nanchang 39
New York 39
Shenyang 35
Columbus 30
Kunming 30
São Paulo 30
Shanghai 27
Toronto 27
Bologna 23
Hebei 23
Jinan 22
Woodbridge 22
Vienna 21
Haiphong 20
Jiaxing 20
Reggio Emilia 20
Savona 20
Tianjin 20
Moscow 18
Rome 18
Buffalo 17
Guangzhou 17
Brussels 16
Frankfurt am Main 15
Orem 15
Seattle 15
The Dalles 14
Da Nang 13
Fremont 13
Brooklyn 12
Chennai 12
Kocaeli 12
Montreal 12
Baghdad 11
Belo Horizonte 11
Chicago 11
Neviano degli Arduini 11
Padova 11
Sacramento 11
Stockholm 11
Tashkent 11
Houston 10
Rio de Janeiro 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 6.042
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Nome #
Strumenti quantitativi per la gestione aziendale 273
A Boundary Element approach to barrier option pricing in Black-Scholes framework 229
An Early Warning System for identifying financial instability 210
A Mellin transform approach to barrier option pricing 199
Real Estate Asset Management Companies’ Economies of Scale: Is It a Dream or Reality? The Italian Case 177
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab code) 169
Numerical solution of an optimal impulse control problem on unbounded domain 168
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. 163
A Boundary Element Method applied to option pricing 163
An improved two-step regularization scheme for spot volatility estimation 162
High frequency volatility of volatility estimation free from spot volatility estimates 160
An application of nonparametric volatility estimators to option pricing 151
A Computer Study of Electrograms Fractionation 148
FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS 147
PROCEEDINGS OF SIMAI 2020+21: THE XV BIANNUAL CONGRESS OF SIMAI 30 August - 3 September 2021 Parma, Italy 147
Assessing the quality of volatility estimators via option pricing 145
A boundary element PDE approach to corporate debt 145
Identifying the number of latent factors of stochastic volatility models 143
Firm Volatility Risk and Default Probability Estimation under Market Microstructure Effects, Working Paper 140
Assessing the quality of volatility estimators via option pricing 139
A boundary element method for pricing barriers options 135
Identifying financial instability conditions using high frequency data 134
Fourier-Malliavin Volatility Estimation. Theory and Practice 132
"Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium", Quaderno del Dipartimento di Matematica, Università di Parma n. 149 131
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 130
A Numerical Study of Electrograms Fractionation 128
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance 127
Measuring the leverage effect in a high-frequency trading framework 126
Numerical Simulation of Activation in Anisotropic Myocardium 126
A fractional model for the COVID-19 pandemic: Application to Italian data 124
Comparison of cryptographic systems 123
Calibration of a nonlinear feedback option pricing model 121
Calibration of a nonlinear feedback option pricing model 119
Stochastic leverage effect in high-frequency data: a Fourier based analysis 118
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation 117
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff 115
Comparison of Numerical Methods for the Approximation of Option Price 114
“Assessing the quality of volatility estimators via option pricing”, Working Paper 112
FAST COS BEM METHOD IN HESTON MODEL 107
Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium 105
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 104
Numerical Simulations of fractionated electrograms and pathological cardiac action potential 101
The Fourier-Malliavin Volatility (FMVol) MATLAB library 98
Numerical Study of Activation in Normal and Diseased Myocardium 98
”Sulle Equazioni Differenziali Stocastiche in Finanza”, Working Paper Dip. Economia Univ. Parma, Serie Didattica WP 1/2001 98
Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise 97
Market Microstructure Effects on Firm Default Risk Evaluation 97
Estimation of Quarticity with High Frequency Data 97
Optimal impulse control on an unbounded domain with nonlinear cost functions 96
Modelli Matematici del Comportamento Elettrico del Tessuto Cardiaco: Metodi Numerici ed Applicazioni 96
High frequency volatility of volatility estimation without estimating volatility, Working Paper 95
On the Galerkin Method for Semilinear Parabolic-Ordinary Systems 94
“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 94
Estimating covariance via Fourier method in the presence of asynchronous trading andmicrostructure noise 94
“Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem”, Quaderno del Dipartimento di Matematica, Università di Milano, n. 28/1997 94
Climate-Related Default Probabilities 93
Firm's Volatility Risk under Microstructure Noise 92
“Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology”, Pubbl. IAN-CNR, Pavia, 1120 91
Numerical Study of Activation in Anisotropic Myocardium Using Hodgkin-Huxley-Type Models 91
Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem 90
Infinite Elements for option pricing 89
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 89
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 89
State of the Art in Cryptographic Algorithms Used for Internet Security 89
Dynamic portfolio management: an application ofFourier method for covariance estimation 88
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 88
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 88
Numerical Simulation of Activation in a Bidomain Model of Cardiac Muscle 86
Semi-analytical method for pricing barrier options with time-dependent parameters 86
Quarticity estimation via Fourier method 85
Numerical Simulation of the Depolarization Process in Anisotropic Myocardium 85
”A Numerical Study of Electrograms Fractionation”, Quaderno del Dipartimento di Matematica, Università di Parma n. 177 82
Nonparametric malliavin–monte carlo computation of hedging greeks 82
Numerical and Analytic Study of a Parabolic-Ordinary System Modelling Cardiac Activation Under Equal Anisotropy Conditions 80
Multivariate volatility estimation with high frequency data using Fourier method 80
”Comparison of Numerical Methods for the Approximation of Option Price”, Working Paper del Dipartimento di Economia, Università di Parma, WP 1/2001 80
”Galerkin Finite Element Approximation for Pricing Barrier Options”, Working Paper del Dipartimento di Economia, Università di Parma, WP 5/2001 77
Firm’s Volatility Risk under Microstructure Noise 75
Measuring the leverage effect in a high frequency framework 75
State of the Art in Electronic Payment Systems 74
Default probability estimation under microstructure effects 74
Practical Problems in the Numerical Solution of PDE's in Finance 74
Semidiscretizzazione di Galerkin di Sistemi Parabolico-ordinari Semilinear 74
”State of the Art in Cryptographic Algorithms Used for Internet Security”, Special Publication No. I.99.214, Joint Research Centre of the European Commission 71
“Numerical solution of an optimal impulse control problem on unbounded domain”, Working Paper del Dipartimento di Economia, Università di Parma, WP 2/2004 71
”State of the Art in Electronic Payment Systems”, LEPEC Reports: Report N. 3, Joint Research Centre of the European Commission 71
Galerkin Finite Element Approximation for Pricing Barrier Options 68
“Dynamic portfolio management: an application of Fourier method for covariance estimation ”, Working Paper 66
“Microstructure effect on firm’s volatility risk”, Working Paper del Dipartimento di Matematica per le Decisioni, Università di Firenze, 5/2012 64
“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) 64
Identifying financial instability using high frequency data 62
Short-rate models with stochastic discontinuities: A PDE approach 22
Totale 10.180
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Categoria #
all - tutte 35.729
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 35.729
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022483 0 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
2025/20263.252 240 369 384 269 561 150 483 118 329 221 87 41
2026/2027270 134 136 0 0 0 0 0 0 0 0 0 0
Totale 10.180