IRIS
SANFELICI, Simona
 Distribuzione geografica
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Continente #
EU - Europa 1.884
NA - Nord America 1.879
AS - Asia 825
AF - Africa 6
Continente sconosciuto - Info sul continente non disponibili 3
SA - Sud America 3
OC - Oceania 1
Totale 4.601
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Nazione #
US - Stati Uniti d'America 1.849
CN - Cina 599
IT - Italia 524
IE - Irlanda 353
SE - Svezia 312
DE - Germania 237
FI - Finlandia 182
UA - Ucraina 137
TR - Turchia 120
SG - Singapore 75
GB - Regno Unito 31
CA - Canada 29
AT - Austria 20
ES - Italia 17
BE - Belgio 15
CZ - Repubblica Ceca 13
IR - Iran 13
FR - Francia 11
NL - Olanda 11
RO - Romania 7
IN - India 6
AL - Albania 5
EU - Europa 3
HK - Hong Kong 3
JP - Giappone 3
BG - Bulgaria 2
CL - Cile 2
DZ - Algeria 2
MY - Malesia 2
PL - Polonia 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
LU - Lussemburgo 1
MX - Messico 1
NO - Norvegia 1
PE - Perù 1
PT - Portogallo 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 4.601
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Città #
Chandler 357
Dublin 349
Jacksonville 220
Beijing 178
Ann Arbor 147
Ashburn 131
Dearborn 127
Parma 119
Izmir 107
Nanjing 105
Bremen 85
Princeton 85
San Mateo 77
Wilmington 60
Singapore 46
Helsinki 38
Nanchang 37
Shenyang 34
Kunming 29
Hefei 25
Los Angeles 24
Shanghai 24
Toronto 24
Hebei 23
Jinan 22
Woodbridge 22
Milan 21
Savona 20
Jiaxing 19
Tianjin 18
Vienna 18
Boardman 16
Brussels 15
Rome 14
Bologna 13
Dallas 13
Fremont 13
Kocaeli 12
Neviano degli Arduini 11
Padova 11
Seattle 11
Sacramento 10
Redmond 9
Turin 9
Brno 8
Des Moines 8
Mascalucia 8
Zanjan 8
Ferrol 7
Guangzhou 7
Karlsruhe 7
Macerata 7
Casaletto 6
Changsha 6
Düsseldorf 6
Houston 6
New York 6
Norwalk 6
Torino 6
Fuzhou 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
Madrid 4
Rockville 4
San Gavino Monreale 4
Amsterdam 3
Arcole 3
Auburn Hills 3
Bolzano 3
Fano Adriano 3
Haikou 3
London 3
Munich 3
Paris 3
Pavia 3
Prato 3
Pune 3
Périgueux 3
Reggio Emilia 3
Sissa 3
Taiyuan 3
Taizhou 3
Timisoara 3
Tokyo 3
Andover 2
Brusciano 2
Cape Town 2
Cavriago 2
Como 2
Cremona 2
Dalmine 2
Totale 2.988
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Nome #
Strumenti quantitativi per la gestione aziendale 195
A Mellin transform approach to barrier option pricing 112
Real Estate Asset Management Companies’ Economies of Scale: Is It a Dream or Reality? The Italian Case 108
An Early Warning System for identifying financial instability 103
A Boundary Element approach to barrier option pricing in Black-Scholes framework 99
FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS 93
Comparison of cryptographic systems 83
Firm Volatility Risk and Default Probability Estimation under Market Microstructure Effects, Working Paper 79
An improved two-step regularization scheme for spot volatility estimation 78
High frequency volatility of volatility estimation free from spot volatility estimates 75
Identifying financial instability conditions using high frequency data 75
Measuring the leverage effect in a high-frequency trading framework 71
PROCEEDINGS OF SIMAI 2020+21: THE XV BIANNUAL CONGRESS OF SIMAI 30 August - 3 September 2021 Parma, Italy 71
Assessing the quality of volatility estimators via option pricing 70
An application of nonparametric volatility estimators to option pricing 67
A Boundary Element Method applied to option pricing 67
Fourier-Malliavin Volatility Estimation. Theory and Practice 66
Numerical Simulations of fractionated electrograms and pathological cardiac action potential 61
Assessing the quality of volatility estimators via option pricing 60
A boundary element method for pricing barriers options 60
Numerical Simulation of Activation in Anisotropic Myocardium 59
A Computer Study of Electrograms Fractionation 59
Comparison of Numerical Methods for the Approximation of Option Price 58
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance 58
A Numerical Study of Electrograms Fractionation 57
“Assessing the quality of volatility estimators via option pricing”, Working Paper 57
Calibration of a nonlinear feedback option pricing model 56
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 56
A fractional model for the COVID-19 pandemic: Application to Italian data 56
”Sulle Equazioni Differenziali Stocastiche in Finanza”, Working Paper Dip. Economia Univ. Parma, Serie Didattica WP 1/2001 55
"Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium", Quaderno del Dipartimento di Matematica, Università di Parma n. 149 54
Firm's Volatility Risk under Microstructure Noise 54
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation 54
Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium 53
Calibration of a nonlinear feedback option pricing model 52
Numerical solution of an optimal impulse control problem on unbounded domain 52
State of the Art in Cryptographic Algorithms Used for Internet Security 52
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff 52
A boundary element PDE approach to corporate debt 51
Infinite Elements for option pricing 50
Numerical Simulation of Activation in a Bidomain Model of Cardiac Muscle 50
Estimating covariance via Fourier method in the presence of asynchronous trading andmicrostructure noise 50
Market Microstructure Effects on Firm Default Risk Evaluation 49
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 49
Estimation of Quarticity with High Frequency Data 49
Numerical Study of Activation in Normal and Diseased Myocardium 48
“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 48
Optimal impulse control on an unbounded domain with nonlinear cost functions 47
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 46
Stochastic leverage effect in high-frequency data: a Fourier based analysis 46
Numerical and Analytic Study of a Parabolic-Ordinary System Modelling Cardiac Activation Under Equal Anisotropy Conditions 45
On the Galerkin Method for Semilinear Parabolic-Ordinary Systems 45
“Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem”, Quaderno del Dipartimento di Matematica, Università di Milano, n. 28/1997 45
”A Numerical Study of Electrograms Fractionation”, Quaderno del Dipartimento di Matematica, Università di Parma n. 177 44
Numerical Simulation of the Depolarization Process in Anisotropic Myocardium 44
Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise 43
Multivariate volatility estimation with high frequency data using Fourier method 43
Modelli Matematici del Comportamento Elettrico del Tessuto Cardiaco: Metodi Numerici ed Applicazioni 43
High frequency volatility of volatility estimation without estimating volatility, Working Paper 43
Practical Problems in the Numerical Solution of PDE's in Finance 43
Numerical Study of Activation in Anisotropic Myocardium Using Hodgkin-Huxley-Type Models 43
“Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology”, Pubbl. IAN-CNR, Pavia, 1120 42
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 41
Convergence of the Galerkin Approximation to the Cardiac Bidomain Problem 41
”State of the Art in Electronic Payment Systems”, LEPEC Reports: Report N. 3, Joint Research Centre of the European Commission 40
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab code) 40
State of the Art in Electronic Payment Systems 39
”Comparison of Numerical Methods for the Approximation of Option Price”, Working Paper del Dipartimento di Economia, Università di Parma, WP 1/2001 39
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803. 38
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 38
Convergence of the Galerkin Approximation of a Degenerate Evolution Problem in Electrocardiology 36
Semidiscretizzazione di Galerkin di Sistemi Parabolico-ordinari Semilinear 36
”Galerkin Finite Element Approximation for Pricing Barrier Options”, Working Paper del Dipartimento di Economia, Università di Parma, WP 5/2001 36
Semi-analytical method for pricing barrier options with time-dependent parameters 36
Firm’s Volatility Risk under Microstructure Noise 34
Dynamic portfolio management: an application ofFourier method for covariance estimation 33
Quarticity estimation via Fourier method 33
”State of the Art in Cryptographic Algorithms Used for Internet Security”, Special Publication No. I.99.214, Joint Research Centre of the European Commission 33
“Dynamic portfolio management: an application of Fourier method for covariance estimation ”, Working Paper 33
“Numerical solution of an optimal impulse control problem on unbounded domain”, Working Paper del Dipartimento di Economia, Università di Parma, WP 2/2004 32
Nonparametric malliavin–monte carlo computation of hedging greeks 32
“Microstructure effect on firm’s volatility risk”, Working Paper del Dipartimento di Matematica per le Decisioni, Università di Firenze, 5/2012 31
Default probability estimation under microstructure effects 31
Identifying financial instability using high frequency data 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) 27
Measuring the leverage effect in a high frequency framework 26
Galerkin Finite Element Approximation for Pricing Barrier Options 25
FAST COS BEM METHOD IN HESTON MODEL 22
Totale 4.676
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Categoria #
all - tutte 16.306
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 16.306
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.008 184 181 42 42 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
2024/202536 36 0 0 0 0 0 0 0 0 0 0 0
Totale 4.676