IRIS
SANFELICI, Simona
 Distribuzione geografica
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Continente #
NA - Nord America 2.050
EU - Europa 1.937
AS - Asia 1.078
AF - Africa 8
SA - Sud America 5
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 1
Totale 5.082
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Nazione #
US - Stati Uniti d'America 2.018
CN - Cina 613
IT - Italia 558
IE - Irlanda 354
SE - Svezia 312
SG - Singapore 311
DE - Germania 239
FI - Finlandia 186
UA - Ucraina 137
TR - Turchia 120
GB - Regno Unito 32
CA - Canada 31
ES - Italia 22
AT - Austria 20
BE - Belgio 16
CZ - Repubblica Ceca 13
FR - Francia 13
IR - Iran 13
NL - Olanda 13
RO - Romania 7
IN - India 6
AL - Albania 5
EU - Europa 3
HK - Hong Kong 3
JP - Giappone 3
PH - Filippine 3
BG - Bulgaria 2
BR - Brasile 2
CL - Cile 2
DZ - Algeria 2
MY - Malesia 2
PL - Polonia 2
TD - Ciad 2
VN - Vietnam 2
ZA - Sudafrica 2
AU - Australia 1
CH - Svizzera 1
CI - Costa d'Avorio 1
CM - Camerun 1
CY - Cipro 1
ID - Indonesia 1
LT - Lituania 1
LU - Lussemburgo 1
MX - Messico 1
NO - Norvegia 1
PE - Perù 1
PT - Portogallo 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 5.082
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Città #
Chandler 357
Dublin 350
Singapore 241
Jacksonville 220
Beijing 178
Ann Arbor 147
Ashburn 135
Dearborn 127
Parma 127
Izmir 107
Nanjing 105
Boardman 104
Bremen 85
Princeton 85
San Mateo 77
Wilmington 60
Helsinki 40
Nanchang 37
Shenyang 35
Kunming 29
Hefei 25
Toronto 25
Los Angeles 24
Shanghai 24
Hebei 23
Dallas 22
Jinan 22
Santa Clara 22
Woodbridge 22
Milan 21
Savona 20
Jiaxing 19
Tianjin 18
Vienna 18
Bologna 16
Brussels 16
Rome 14
Fremont 13
Kocaeli 12
Neviano degli Arduini 11
Padova 11
Seattle 11
Guangzhou 10
Sacramento 10
Redmond 9
Turin 9
Brno 8
Des Moines 8
Mascalucia 8
New York 8
Zanjan 8
Ferrol 7
Karlsruhe 7
Macerata 7
Casaletto 6
Changsha 6
Düsseldorf 6
Fuzhou 6
Houston 6
Madrid 6
Norwalk 6
Torino 6
Amsterdam 5
Genoa 5
Hangzhou 5
Leawood 5
Nonantola 5
Santa Maria Capua Vetere 5
Tirana 5
Ziano Piacentino 5
Cerea 4
Culleredo 4
Falls Church 4
Florence 4
Lago 4
Livorno 4
Munich 4
Rockville 4
San Gavino Monreale 4
Arcole 3
Auburn Hills 3
Barcelona 3
Bolzano 3
Fano Adriano 3
Haikou 3
London 3
Paris 3
Pasay 3
Pavia 3
Prato 3
Pune 3
Périgueux 3
Reggio Emilia 3
Sesto San Giovanni 3
Sissa 3
Taiyuan 3
Taizhou 3
Timisoara 3
Tokyo 3
Andover 2
Totale 3.340
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Nome #
Strumenti quantitativi per la gestione aziendale 212
A Mellin transform approach to barrier option pricing 122
Real Estate Asset Management Companies’ Economies of Scale: Is It a Dream or Reality? The Italian Case 112
An Early Warning System for identifying financial instability 110
A Boundary Element approach to barrier option pricing in Black-Scholes framework 107
FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS 100
High frequency volatility of volatility estimation free from spot volatility estimates 93
Comparison of cryptographic systems 88
Firm Volatility Risk and Default Probability Estimation under Market Microstructure Effects, Working Paper 87
An improved two-step regularization scheme for spot volatility estimation 83
PROCEEDINGS OF SIMAI 2020+21: THE XV BIANNUAL CONGRESS OF SIMAI 30 August - 3 September 2021 Parma, Italy 81
Identifying financial instability conditions using high frequency data 81
Assessing the quality of volatility estimators via option pricing 76
Measuring the leverage effect in a high-frequency trading framework 75
An application of nonparametric volatility estimators to option pricing 74
A Boundary Element Method applied to option pricing 72
Fourier-Malliavin Volatility Estimation. Theory and Practice 70
Assessing the quality of volatility estimators via option pricing 65
Numerical Simulations of fractionated electrograms and pathological cardiac action potential 65
A boundary element method for pricing barriers options 65
A Computer Study of Electrograms Fractionation 64
A Numerical Study of Electrograms Fractionation 64
A fractional model for the COVID-19 pandemic: Application to Italian data 64
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance 63
Numerical Simulation of Activation in Anisotropic Myocardium 62
Comparison of Numerical Methods for the Approximation of Option Price 62
Calibration of a nonlinear feedback option pricing model 61
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 61
“Assessing the quality of volatility estimators via option pricing”, Working Paper 61
"Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium", Quaderno del Dipartimento di Matematica, Università di Parma n. 149 60
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation 59
A boundary element PDE approach to corporate debt 59
Calibration of a nonlinear feedback option pricing model 58
Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium 58
”Sulle Equazioni Differenziali Stocastiche in Finanza”, Working Paper Dip. Economia Univ. Parma, Serie Didattica WP 1/2001 58
Firm's Volatility Risk under Microstructure Noise 58
State of the Art in Cryptographic Algorithms Used for Internet Security 56
Numerical solution of an optimal impulse control problem on unbounded domain 55
Market Microstructure Effects on Firm Default Risk Evaluation 55
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff 55
Infinite Elements for option pricing 54
Numerical Simulation of Activation in a Bidomain Model of Cardiac Muscle 54
“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 54
Estimating covariance via Fourier method in the presence of asynchronous trading andmicrostructure noise 54
Stochastic leverage effect in high-frequency data: a Fourier based analysis 54
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab code) 54
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 53
Optimal impulse control on an unbounded domain with nonlinear cost functions 52
Numerical Study of Activation in Normal and Diseased Myocardium 52
Estimation of Quarticity with High Frequency Data 52
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 51
“Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology”, Pubbl. IAN-CNR, Pavia, 1120 51
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. 50
Numerical and Analytic Study of a Parabolic-Ordinary System Modelling Cardiac Activation Under Equal Anisotropy Conditions 50
“Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem”, Quaderno del Dipartimento di Matematica, Università di Milano, n. 28/1997 50
On the Galerkin Method for Semilinear Parabolic-Ordinary Systems 49
High frequency volatility of volatility estimation without estimating volatility, Working Paper 49
Multivariate volatility estimation with high frequency data using Fourier method 47
Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem 47
Modelli Matematici del Comportamento Elettrico del Tessuto Cardiaco: Metodi Numerici ed Applicazioni 47
”A Numerical Study of Electrograms Fractionation”, Quaderno del Dipartimento di Matematica, Università di Parma n. 177 47
Numerical Simulation of the Depolarization Process in Anisotropic Myocardium 47
Practical Problems in the Numerical Solution of PDE's in Finance 47
Numerical Study of Activation in Anisotropic Myocardium Using Hodgkin-Huxley-Type Models 47
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 46
Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise 46
State of the Art in Electronic Payment Systems 44
”Comparison of Numerical Methods for the Approximation of Option Price”, Working Paper del Dipartimento di Economia, Università di Parma, WP 1/2001 43
”State of the Art in Electronic Payment Systems”, LEPEC Reports: Report N. 3, Joint Research Centre of the European Commission 43
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 41
Semidiscretizzazione di Galerkin di Sistemi Parabolico-ordinari Semilinear 40
”Galerkin Finite Element Approximation for Pricing Barrier Options”, Working Paper del Dipartimento di Economia, Università di Parma, WP 5/2001 40
Semi-analytical method for pricing barrier options with time-dependent parameters 40
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 39
Dynamic portfolio management: an application ofFourier method for covariance estimation 37
“Microstructure effect on firm’s volatility risk”, Working Paper del Dipartimento di Matematica per le Decisioni, Università di Firenze, 5/2012 37
Firm’s Volatility Risk under Microstructure Noise 37
Nonparametric malliavin–monte carlo computation of hedging greeks 37
“Dynamic portfolio management: an application of Fourier method for covariance estimation ”, Working Paper 37
Quarticity estimation via Fourier method 36
”State of the Art in Cryptographic Algorithms Used for Internet Security”, Special Publication No. I.99.214, Joint Research Centre of the European Commission 36
“Numerical solution of an optimal impulse control problem on unbounded domain”, Working Paper del Dipartimento di Economia, Università di Parma, WP 2/2004 36
FAST COS BEM METHOD IN HESTON MODEL 35
Default probability estimation under microstructure effects 35
Identifying financial instability using high frequency data 35
Measuring the leverage effect in a high frequency framework 31
“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) 30
Galerkin Finite Element Approximation for Pricing Barrier Options 27
Identifying the number of latent factors of stochastic volatility models 14
The Fourier-Malliavin Volatility (FMVol) MATLAB library 8
Climate-Related Default Probabilities 1
Totale 5.174
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Categoria #
all - tutte 19.559
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 19.559
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020559 0 0 0 0 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
2022/20231.523 161 132 96 143 183 163 25 74 463 17 43 23
2023/2024452 44 48 20 18 46 82 32 29 16 35 28 54
2024/2025534 44 118 138 132 102 0 0 0 0 0 0 0
Totale 5.174