statistiche ricercatore

Continente	#
AS - Asia	622
NA - Nord America	431
EU - Europa	358
SA - Sud America	98
AF - Africa	26
Continente sconosciuto - Info sul continente non disponibili	1
Totale	1.536

Nazione	#
US - Stati Uniti d'America	409
SG - Singapore	251
IT - Italia	188
CN - Cina	107
HK - Hong Kong	78
BR - Brasile	68
RU - Federazione Russa	55
VN - Vietnam	50
BD - Bangladesh	43
KR - Corea	22
ID - Indonesia	21
GB - Regno Unito	20
CA - Canada	17
NL - Olanda	17
DE - Germania	16
FR - Francia	15
AR - Argentina	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
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	1.536

Nome	#
Moment based approximations for arithmetic averages with applications in derivative pricing, credit risk and Monte Carlo simulation	409
Asian options pricing in Hawkes-type jump-diffusion models	246
Moments of integrated exponential Lévy processes and applications to Asian options pricing	124
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants	120
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process	112
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models	110
EXACT SIMULATION OF THE MULTIFACTOR ORNSTEIN-UHLENBECK DRIVEN STOCHASTIC VOLATILITY MODEL	100
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters	99
Exact simulation of the Hull and White stochastic volatility model	99
Unified Moment-Based Modeling of Integrated Stochastic Processes	88
Arbitrage-free Nelson–Siegel model for multiple yield curves	88
Totale	1.595

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
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	759	61	61	74	86	73	37	85	59	40	43	34	106
2026/2027	22	22	0	0	0	0	0	0	0	0	0	0	0
Totale													1.595

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