statistiche ricercatore

Continente	#
AS - Asia	579
NA - Nord America	372
EU - Europa	302
SA - Sud America	98
AF - Africa	26
Continente sconosciuto - Info sul continente non disponibili	1
Totale	1.378

Nazione	#
US - Stati Uniti d'America	353
SG - Singapore	248
IT - Italia	132
CN - Cina	106
HK - Hong Kong	78
BR - Brasile	68
RU - Federazione Russa	55
VN - Vietnam	50
KR - Corea	22
ID - Indonesia	21
GB - Regno Unito	20
NL - Olanda	17
DE - Germania	16
FR - Francia	15
AR - Argentina	14
CA - Canada	14
ZA - Sudafrica	12
EC - Ecuador	9
FI - Finlandia	8
IE - Irlanda	8
PH - Filippine	8
IN - India	6
AT - Austria	5
TH - Thailandia	5
BD - Bangladesh	4
BE - Belgio	4
IR - Iran	4
JP - Giappone	4
MY - Malesia	4
SE - Svezia	4
DK - Danimarca	3
GR - Grecia	3
IQ - Iraq	3
MA - Marocco	3
MX - Messico	3
PK - Pakistan	3
PL - Polonia	3
AE - Emirati Arabi Uniti	2
CL - Cile	2
CO - Colombia	2
DZ - Algeria	2
EG - Egitto	2
ET - Etiopia	2
GE - Georgia	2
JM - Giamaica	2
JO - Giordania	2
LY - Libia	2
PE - Perù	2
PT - Portogallo	2
UA - Ucraina	2
BH - Bahrain	1
CH - Svizzera	1
CI - Costa d'Avorio	1
CM - Camerun	1
ES - Italia	1
HU - Ungheria	1
IL - Israele	1
KE - Kenya	1
KG - Kirghizistan	1
MN - Mongolia	1
NO - Norvegia	1
NP - Nepal	1
PS - Palestinian Territory	1
SI - Slovenia	1
TR - Turchia	1
VE - Venezuela	1
XK - ???statistics.table.value.countryCode.XK???	1
Totale	1.378

Nome	#
Moment based approximations for arithmetic averages with applications in derivative pricing, credit risk and Monte Carlo simulation	386
Asian options pricing in Hawkes-type jump-diffusion models	240
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants	109
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models	101
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process	97
EXACT SIMULATION OF THE MULTIFACTOR ORNSTEIN-UHLENBECK DRIVEN STOCHASTIC VOLATILITY MODEL	93
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters	92
Arbitrage-free Nelson–Siegel model for multiple yield curves	85
Unified Moment-Based Modeling of Integrated Stochastic Processes	84
Exact simulation of the Hull and White stochastic volatility model	82
Moments of integrated exponential Lévy processes and applications to Asian options pricing	68
Totale	1.437

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	12	0	0	0	0	0	0	0	0	0	0	3	9
2021/2022	26	1	3	1	1	4	1	3	1	1	2	2	6
2022/2023	31	4	1	3	2	4	9	0	0	2	0	1	5
2023/2024	63	1	4	5	5	5	9	3	13	9	3	2	4
2024/2025	462	51	84	30	19	30	34	28	29	18	39	37	63
2025/2026	623	61	61	74	86	73	37	85	59	40	43	4	0
Totale													1.437

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