IRIS
COSTABILE, Massimo
 Distribuzione geografica
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Continente #
NA - Nord America 2.986
AS - Asia 2.572
EU - Europa 1.826
SA - Sud America 660
AF - Africa 204
Continente sconosciuto - Info sul continente non disponibili 151
OC - Oceania 11
Totale 8.410
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Nazione #
US - Stati Uniti d'America 2.855
SG - Singapore 935
IT - Italia 520
BR - Brasile 469
CN - Cina 461
UA - Ucraina 437
VN - Vietnam 406
DE - Germania 317
HK - Hong Kong 174
TR - Turchia 151
FR - Francia 121
SE - Svezia 117
SN - Senegal 107
FI - Finlandia 105
BD - Bangladesh 78
IN - India 69
CA - Canada 64
KR - Corea 61
AR - Argentina 56
GB - Regno Unito 48
EC - Ecuador 36
IQ - Iraq 36
CO - Colombia 34
MX - Messico 34
ZA - Sudafrica 34
RU - Federazione Russa 32
ID - Indonesia 30
PK - Pakistan 24
NL - Olanda 23
PL - Polonia 20
JO - Giordania 19
BE - Belgio 18
ES - Italia 18
JP - Giappone 17
MY - Malesia 17
UZ - Uzbekistan 17
AT - Austria 16
VE - Venezuela 16
MA - Marocco 14
PY - Paraguay 14
SA - Arabia Saudita 12
AU - Australia 11
CL - Cile 11
EG - Egitto 11
PE - Perù 11
TN - Tunisia 9
PH - Filippine 8
DO - Repubblica Dominicana 7
DZ - Algeria 7
KE - Kenya 7
BO - Bolivia 6
HN - Honduras 6
IE - Irlanda 6
NP - Nepal 6
UY - Uruguay 6
CR - Costa Rica 5
EU - Europa 5
KZ - Kazakistan 5
PS - Palestinian Territory 5
TT - Trinidad e Tobago 5
AZ - Azerbaigian 4
ET - Etiopia 4
JM - Giamaica 4
OM - Oman 4
RO - Romania 4
XK - ???statistics.table.value.countryCode.XK??? 4
AM - Armenia 3
BA - Bosnia-Erzegovina 3
IL - Israele 3
LB - Libano 3
LK - Sri Lanka 3
MD - Moldavia 3
MT - Malta 3
NG - Nigeria 3
NI - Nicaragua 3
AL - Albania 2
BH - Bahrain 2
CI - Costa d'Avorio 2
CZ - Repubblica Ceca 2
EE - Estonia 2
GA - Gabon 2
GR - Grecia 2
HR - Croazia 2
KG - Kirghizistan 2
KH - Cambogia 2
KW - Kuwait 2
PT - Portogallo 2
QA - Qatar 2
SY - Repubblica araba siriana 2
AE - Emirati Arabi Uniti 1
AO - Angola 1
BF - Burkina Faso 1
BN - Brunei Darussalam 1
CM - Camerun 1
GE - Georgia 1
GT - Guatemala 1
GY - Guiana 1
LA - Repubblica Popolare Democratica del Laos 1
LT - Lituania 1
LU - Lussemburgo 1
Totale 8.259
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Città #
Singapore 409
Chandler 353
Jacksonville 251
San Jose 233
Ashburn 199
Dallas 164
Hong Kong 164
Council Bluffs 163
Ho Chi Minh City 150
Boardman 132
Dearborn 117
Beijing 115
Dakar 107
San Mateo 106
Hanoi 95
Izmir 78
Helsinki 77
Rende 75
Seoul 59
Bremen 57
Kocaeli 57
Lauterbourg 57
Lawrence 57
Roxbury 56
Ann Arbor 54
Shanghai 51
Hefei 41
Cosenza 40
São Paulo 37
Des Moines 35
Los Angeles 35
New York 34
Santa Clara 34
Rome 33
Brooklyn 32
Milan 30
Florence 29
Columbus 27
Falkenstein 27
Munich 25
Ottawa 25
Turku 24
The Dalles 23
Da Nang 22
Redwood City 22
Cambridge 21
Guangzhou 21
Strasbourg 21
Wilmington 20
Seattle 19
Frankfurt am Main 17
London 17
Naples 17
Baghdad 16
Brussels 16
Montalto Uffugo 16
Quito 16
San Francisco 16
Haiphong 15
Johannesburg 15
Ogden 15
Pune 15
Tashkent 15
Rio de Janeiro 14
Warsaw 14
Bologna 13
Dhaka 13
Inglewood 13
Phoenix 13
Tokyo 13
Toronto 13
Tianjin 12
Kuala Lumpur 11
Vienna 11
Chennai 10
Lamezia Terme 10
Porto Alegre 10
Atlanta 9
Brasília 9
Catania 9
Curitiba 9
Guayaquil 9
Hillsboro 9
Amsterdam 8
Biên Hòa 8
Charlotte 8
Chicago 8
Madrid 8
Medellín 8
Ribeirão Preto 8
Ankara 7
Belo Horizonte 7
Boston 7
Cape Town 7
Hải Dương 7
Lima 7
Manchester 7
Nairobi 7
Padova 7
Pizzo 7
Totale 4.669
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Nome #
A multistage stochastic programming approach for capital budgeting problems under uncertainty 186
A lattice approach to evaluate participating policies in a stochastic interest rate framework 185
A binomial model for pricing US-style average options with reset features 182
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 181
A binomial approximation for two-state Markovian HJM models 178
A forward shooting grid method for option pricing with stochastic volatility 178
A Binomial Model for Valuing Equity-Linked Policies embedding Surrender Options 176
A reduced lattice model for option pricing under regime-switching 175
A multinomial approach for option pricing under regime-switching jump-diffusion models 174
A lattice approach to evaluate participating policies in a stochastic interest rate framework 168
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options 165
A bivariate lattice model to compute risk measures in life insurance policies 163
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 158
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 152
A Lattice-Based Model to Evaluate Variable Annuities with Guaranteed Minimum Withdrawal Benefits under a Regime-Switching Model 145
Computationally simple lattice methods for option and bond pricing 145
A combinatorial approach for pricing Parisian options 143
A lattice-based approach for life insurance pricing in a stochastic correlation framework 142
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 142
A fast and accurate lattice model to evaluate options under the variance gamma process 142
Modeling the Future Value Distribution of a Life Insurance Portfolio 142
Fair evaluation of life insurance policies with periodic rebalancing between asset portfolios and interest rate guarantee 139
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 139
Computing finite-time survival probabilities using multinomial approximations of risk models 139
“A binomial model for valuing equity-linked policies embedding surrender options” 136
A lattice-based approach for life insurance pricing in a stochastic correlation framework 135
A discrete-time algorithm for pricing double barrier options 135
A Path-Independent Humped Volatility Model for Option Pricing 133
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 131
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 130
Fair valuation of equity-linked policies under insurer default risk 130
A forward shooting grid method for option pricing with stochastic volatility 130
A Lattice based model for pricing equity-linked policies with embedded surrender options 128
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 128
Testing the least-squares Monte Carlo method for the evaluation of capital requirements in life insurance 126
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 124
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 124
A lattice model for pricing interest-sensitive claims in a HJM framework 121
Equity-linked endowment policies with or without embedded surrender options 121
“A lattice model for pricing equity linked policies with embedded surrender options” 119
On pricing arithmetic reset options with multiple reset dates in a lattice framework 118
Option pricing under regime-switching jump-diffusion models 117
A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance 116
Computing Risk Measures of Life Insurance Policies through the Cox -Ross-Rubinstein Model 115
A reduced lattice model for option pricing under regime-switching 114
On pricing lookback options under the CEV process 112
An adjusted binomial model for pricing European Asian options 111
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee 110
An adjusted binomial model for pricing Asian options 109
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 108
On pricing contingent claims under the double Heston model 103
La valutazione di opzioni implicite nei mutui bancari 102
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 102
null 101
Pricing barrier options with exponential stopping times 100
An adjusted binomial model for pricing Asian options 97
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 93
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 87
Un Modello Trinomiale per la Valutazione di Opzioni Lookback 87
Fair valuation of equity-linked policies under default risk 86
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 83
Extending the Cox-Ross-Rubinstein algorithm for pricing options with exponential boundaries 81
Combining lattice and regression methods for the evaluation of convertible bonds with soft call/put provisions 73
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 73
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 61
Pricing a guaranteed annuity option under a stochastic correlation setting 35
Efficient pricing of interest rate derivatives under a sticky diffusion 26
Totale 8.410
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Categoria #
all - tutte 41.914
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 41.914
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022711 0 114 17 53 77 17 14 127 10 5 88 189
2022/2023846 123 99 15 104 109 88 5 112 87 26 46 32
2023/2024481 49 36 34 32 32 53 17 48 35 23 45 77
2024/20251.230 23 159 69 62 108 134 59 33 123 82 111 267
2025/20263.538 407 183 296 324 662 276 421 168 234 279 93 195
2026/2027247 202 45 0 0 0 0 0 0 0 0 0 0
Totale 8.410