IRIS
SANFELICI, Simona
 Distribuzione geografica
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Continente #
NA - Nord America 2.904
AS - Asia 2.641
EU - Europa 2.315
SA - Sud America 509
AF - Africa 125
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 2
Totale 8.499
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Nazione #
US - Stati Uniti d'America 2.842
SG - Singapore 1.023
CN - Cina 885
IT - Italia 683
BR - Brasile 436
IE - Irlanda 355
SE - Svezia 321
DE - Germania 269
HK - Hong Kong 251
FI - Finlandia 214
VN - Vietnam 193
UA - Ucraina 141
TR - Turchia 128
NL - Olanda 114
ZA - Sudafrica 98
GB - Regno Unito 49
CA - Canada 43
RU - Federazione Russa 29
ES - Italia 28
BD - Bangladesh 27
AT - Austria 24
IN - India 23
AR - Argentina 21
IQ - Iraq 18
BE - Belgio 16
ID - Indonesia 16
IR - Iran 16
EC - Ecuador 15
FR - Francia 15
CZ - Repubblica Ceca 13
MX - Messico 13
MA - Marocco 11
CL - Cile 10
UZ - Uzbekistan 10
AL - Albania 9
JP - Giappone 8
PL - Polonia 8
CO - Colombia 7
PE - Perù 7
RO - Romania 7
PK - Pakistan 6
VE - Venezuela 6
BG - Bulgaria 5
AE - Emirati Arabi Uniti 4
NP - Nepal 4
AZ - Azerbaigian 3
DZ - Algeria 3
EG - Egitto 3
EU - Europa 3
LT - Lituania 3
PH - Filippine 3
PY - Paraguay 3
SA - Arabia Saudita 3
TN - Tunisia 3
AM - Armenia 2
JM - Giamaica 2
JO - Giordania 2
KR - Corea 2
KZ - Kazakistan 2
MY - Malesia 2
TD - Ciad 2
TW - Taiwan 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
GE - Georgia 1
GI - Gibilterra 1
GY - Guiana 1
HN - Honduras 1
HU - Ungheria 1
IL - Israele 1
KE - Kenya 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
TH - Thailandia 1
TT - Trinidad e Tobago 1
Totale 8.499
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Città #
Singapore 502
Chandler 357
Dublin 351
Santa Clara 302
Beijing 283
Hong Kong 248
Ashburn 236
Jacksonville 220
Ann Arbor 147
Parma 143
Dearborn 127
Dallas 110
Izmir 107
Nanjing 105
Boardman 104
Johannesburg 90
Bremen 85
Princeton 85
San Mateo 77
Ho Chi Minh City 76
Wilmington 60
Helsinki 59
Los Angeles 50
Milan 45
Hefei 39
Nanchang 39
Shenyang 35
New York 34
Columbus 30
Hanoi 30
Kunming 30
São Paulo 29
Shanghai 26
Toronto 26
Hebei 23
Jinan 22
Woodbridge 22
Vienna 21
Jiaxing 20
Savona 20
Tianjin 20
Bologna 18
Moscow 18
Brussels 16
Buffalo 16
Guangzhou 15
Rome 15
Reggio Emilia 14
Seattle 14
The Dalles 14
Council Bluffs 13
Frankfurt am Main 13
Fremont 13
Brooklyn 12
Kocaeli 12
Belo Horizonte 11
Neviano degli Arduini 11
Padova 11
Stockholm 11
Chennai 10
Chicago 10
Haiphong 10
Rio de Janeiro 10
Sacramento 10
Changsha 9
Houston 9
Jakarta 9
Munich 9
Poplar 9
Porto Alegre 9
Redmond 9
San Jose 9
Turin 9
Baghdad 8
Brasília 8
Brno 8
Campinas 8
Curitiba 8
Des Moines 8
Lappeenranta 8
Mascalucia 8
Montreal 8
Pordenone 8
Tashkent 8
Tokyo 8
Zanjan 8
Amsterdam 7
Denver 7
Düsseldorf 7
Falkenstein 7
Ferrol 7
Fontanellato 7
Guarulhos 7
Karlsruhe 7
London 7
Macerata 7
Orem 7
San Francisco 7
Calvenzano 6
Casalecchio di Reno 6
Totale 5.013
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Nome #
Strumenti quantitativi per la gestione aziendale 254
A Boundary Element approach to barrier option pricing in Black-Scholes framework 195
An Early Warning System for identifying financial instability 175
A Mellin transform approach to barrier option pricing 173
Real Estate Asset Management Companies’ Economies of Scale: Is It a Dream or Reality? The Italian Case 161
Numerical solution of an optimal impulse control problem on unbounded domain 153
An improved two-step regularization scheme for spot volatility estimation 141
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. 134
High frequency volatility of volatility estimation free from spot volatility estimates 134
FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS 132
An application of nonparametric volatility estimators to option pricing 130
A Boundary Element Method applied to option pricing 130
Firm Volatility Risk and Default Probability Estimation under Market Microstructure Effects, Working Paper 124
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab code) 124
PROCEEDINGS OF SIMAI 2020+21: THE XV BIANNUAL CONGRESS OF SIMAI 30 August - 3 September 2021 Parma, Italy 123
Assessing the quality of volatility estimators via option pricing 121
A Computer Study of Electrograms Fractionation 118
Assessing the quality of volatility estimators via option pricing 116
A boundary element PDE approach to corporate debt 116
"Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium", Quaderno del Dipartimento di Matematica, Università di Parma n. 149 114
Identifying financial instability conditions using high frequency data 114
A boundary element method for pricing barriers options 113
Comparison of cryptographic systems 111
A Numerical Study of Electrograms Fractionation 109
Numerical Simulation of Activation in Anisotropic Myocardium 107
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance 106
A fractional model for the COVID-19 pandemic: Application to Italian data 106
Fourier-Malliavin Volatility Estimation. Theory and Practice 105
Measuring the leverage effect in a high-frequency trading framework 104
Identifying the number of latent factors of stochastic volatility models 103
Calibration of a nonlinear feedback option pricing model 101
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 101
Stochastic leverage effect in high-frequency data: a Fourier based analysis 100
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation 99
“Assessing the quality of volatility estimators via option pricing”, Working Paper 98
Calibration of a nonlinear feedback option pricing model 97
Comparison of Numerical Methods for the Approximation of Option Price 97
Numerical Simulations of fractionated electrograms and pathological cardiac action potential 92
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff 91
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 88
Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium 88
Numerical Study of Activation in Normal and Diseased Myocardium 85
Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise 85
FAST COS BEM METHOD IN HESTON MODEL 83
“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 83
On the Galerkin Method for Semilinear Parabolic-Ordinary Systems 82
”Sulle Equazioni Differenziali Stocastiche in Finanza”, Working Paper Dip. Economia Univ. Parma, Serie Didattica WP 1/2001 82
Firm's Volatility Risk under Microstructure Noise 81
“Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology”, Pubbl. IAN-CNR, Pavia, 1120 80
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 79
Optimal impulse control on an unbounded domain with nonlinear cost functions 79
State of the Art in Cryptographic Algorithms Used for Internet Security 79
Market Microstructure Effects on Firm Default Risk Evaluation 79
Estimating covariance via Fourier method in the presence of asynchronous trading andmicrostructure noise 79
Nonparametric malliavin–monte carlo computation of hedging greeks 79
Estimation of Quarticity with High Frequency Data 79
“Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem”, Quaderno del Dipartimento di Matematica, Università di Milano, n. 28/1997 79
Infinite Elements for option pricing 78
Numerical Study of Activation in Anisotropic Myocardium Using Hodgkin-Huxley-Type Models 78
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 78
High frequency volatility of volatility estimation without estimating volatility, Working Paper 77
Semi-analytical method for pricing barrier options with time-dependent parameters 77
Numerical Simulation of Activation in a Bidomain Model of Cardiac Muscle 76
Modelli Matematici del Comportamento Elettrico del Tessuto Cardiaco: Metodi Numerici ed Applicazioni 76
Dynamic portfolio management: an application ofFourier method for covariance estimation 75
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 74
Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem 74
Numerical and Analytic Study of a Parabolic-Ordinary System Modelling Cardiac Activation Under Equal Anisotropy Conditions 73
”A Numerical Study of Electrograms Fractionation”, Quaderno del Dipartimento di Matematica, Università di Parma n. 177 72
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 72
Numerical Simulation of the Depolarization Process in Anisotropic Myocardium 72
Quarticity estimation via Fourier method 70
Multivariate volatility estimation with high frequency data using Fourier method 70
The Fourier-Malliavin Volatility (FMVol) MATLAB library 69
”Comparison of Numerical Methods for the Approximation of Option Price”, Working Paper del Dipartimento di Economia, Università di Parma, WP 1/2001 69
”Galerkin Finite Element Approximation for Pricing Barrier Options”, Working Paper del Dipartimento di Economia, Università di Parma, WP 5/2001 68
”State of the Art in Electronic Payment Systems”, LEPEC Reports: Report N. 3, Joint Research Centre of the European Commission 66
State of the Art in Electronic Payment Systems 65
Measuring the leverage effect in a high frequency framework 64
Default probability estimation under microstructure effects 64
Practical Problems in the Numerical Solution of PDE's in Finance 64
Semidiscretizzazione di Galerkin di Sistemi Parabolico-ordinari Semilinear 63
“Dynamic portfolio management: an application of Fourier method for covariance estimation ”, Working Paper 62
”State of the Art in Cryptographic Algorithms Used for Internet Security”, Special Publication No. I.99.214, Joint Research Centre of the European Commission 61
Firm’s Volatility Risk under Microstructure Noise 61
“Microstructure effect on firm’s volatility risk”, Working Paper del Dipartimento di Matematica per le Decisioni, Università di Firenze, 5/2012 59
Climate-Related Default Probabilities 58
“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) 58
Identifying financial instability using high frequency data 57
Galerkin Finite Element Approximation for Pricing Barrier Options 56
“Numerical solution of an optimal impulse control problem on unbounded domain”, Working Paper del Dipartimento di Economia, Università di Parma, WP 2/2004 56
Totale 8.603
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Categoria #
all - tutte 30.517
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 30.517
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021332 0 0 0 0 0 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
2024/20252.018 44 118 138 132 205 242 111 73 224 196 151 384
2025/20261.945 240 369 384 269 561 122 0 0 0 0 0 0
Totale 8.603