BRIGNONE, RICCARDO
 Distribuzione geografica
Continente #
NA - Nord America 182
EU - Europa 152
AS - Asia 88
AF - Africa 7
SA - Sud America 3
Totale 432
Nazione #
US - Stati Uniti d'America 169
IT - Italia 80
SG - Singapore 47
RU - Federazione Russa 18
CA - Canada 13
CN - Cina 13
GB - Regno Unito 11
DE - Germania 10
VN - Vietnam 9
IE - Irlanda 7
FR - Francia 5
BE - Belgio 4
HK - Hong Kong 4
SE - Svezia 4
TH - Thailandia 4
ZA - Sudafrica 4
DK - Danimarca 3
GR - Grecia 3
ID - Indonesia 3
KR - Corea 3
BR - Brasile 2
DZ - Algeria 2
JP - Giappone 2
MY - Malesia 2
AT - Austria 1
CH - Svizzera 1
CO - Colombia 1
ES - Italia 1
FI - Finlandia 1
IR - Iran 1
MA - Marocco 1
NL - Olanda 1
NO - Norvegia 1
PL - Polonia 1
Totale 432
Città #
Singapore 40
Ann Arbor 22
Milan 22
Fairfield 20
Wilmington 14
Santa Clara 12
Chandler 9
Dong Ket 9
Ashburn 8
Houston 8
Dublin 7
Woodbridge 6
Bangkok 4
Beijing 4
Cagliari 4
Hong Kong 4
Johannesburg 4
Oakland 4
Princeton 4
Carpi 3
Freiburg im Breisgau 3
Marnate 3
New York 3
Rome 3
Seattle 3
Walden 3
Cambridge 2
Caserta 2
Dearborn 2
Florence 2
Freiburg 2
Hangzhou 2
Jakarta 2
Kuala Lumpur 2
Pérama 2
San Diego 2
Scarborough 2
Torino 2
Uxbridge 2
Zhengzhou 2
Aprilia 1
Asprópirgos 1
Avellino 1
Belfast 1
Bientina 1
Boardman 1
Brugherio 1
Brussels 1
Bussy-saint-georges 1
Casablanca 1
Cergy 1
Chicago 1
Chiswick 1
Corsico 1
Great Neck 1
Guangzhou 1
Helsinki 1
Jacksonville 1
Karlsruhe 1
Krakow 1
Kyoto 1
Lawrence 1
Manchester 1
Mississauga 1
Montréal 1
Nanjing 1
North York 1
Norwalk 1
Oslo 1
Ottawa 1
Palo Alto 1
Port Coquitlam 1
Porto Sant'Elpidio 1
Preston 1
Royston 1
Scafati 1
Seri 1
Shanghai 1
Sirmione 1
Vienna 1
Witten 1
Totale 295
Nome #
Moment based approximations for arithmetic averages with applications in derivative pricing, credit risk and Monte Carlo simulation 205
Asian options pricing in Hawkes-type jump-diffusion models 166
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models 20
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 19
EXACT SIMULATION OF THE MULTIFACTOR ORNSTEIN-UHLENBECK DRIVEN STOCHASTIC VOLATILITY MODEL 17
Exact simulation of the Hull and White stochastic volatility model 17
Arbitrage-free Nelson–Siegel model for multiple yield curves 16
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters 10
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 9
Moments of integrated exponential Lévy processes and applications to Asian options pricing 9
Totale 488
Categoria #
all - tutte 1.225
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 1.225


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020131 0 0 0 12 8 12 11 15 30 21 15 7
2020/2021101 7 17 26 9 14 5 2 5 0 4 3 9
2021/202226 1 3 1 1 4 1 3 1 1 2 2 6
2022/202331 4 1 3 2 4 9 0 0 2 0 1 5
2023/202463 1 4 5 5 5 9 3 13 9 3 2 4
2024/2025136 51 84 1 0 0 0 0 0 0 0 0 0
Totale 488