IRIS
COSTABILE, Massimo
 Distribuzione geografica
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Continente #
NA - Nord America 2.643
AS - Asia 2.476
EU - Europa 1.729
SA - Sud America 647
AF - Africa 204
OC - Oceania 11
Continente sconosciuto - Info sul continente non disponibili 10
Totale 7.720
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Nazione #
US - Stati Uniti d'America 2.527
SG - Singapore 926
BR - Brasile 466
UA - Ucraina 437
IT - Italia 428
CN - Cina 420
VN - Vietnam 405
DE - Germania 317
HK - Hong Kong 173
TR - Turchia 151
FR - Francia 120
SE - Svezia 117
SN - Senegal 107
FI - Finlandia 105
IN - India 65
KR - Corea 61
AR - Argentina 55
CA - Canada 55
GB - Regno Unito 47
BD - Bangladesh 45
IQ - Iraq 36
EC - Ecuador 35
MX - Messico 34
ZA - Sudafrica 34
RU - Federazione Russa 31
CO - Colombia 29
ID - Indonesia 29
PK - Pakistan 24
NL - Olanda 22
PL - Polonia 20
JO - Giordania 19
ES - Italia 18
BE - Belgio 17
JP - Giappone 17
UZ - Uzbekistan 17
AT - Austria 16
VE - Venezuela 15
MA - Marocco 14
PY - Paraguay 14
SA - Arabia Saudita 12
AU - Australia 11
EG - Egitto 11
MY - Malesia 11
CL - Cile 10
PE - Perù 10
TN - Tunisia 9
PH - Filippine 8
DZ - Algeria 7
KE - Kenya 7
BO - Bolivia 6
DO - Repubblica Dominicana 6
IE - Irlanda 6
NP - Nepal 6
UY - Uruguay 6
CR - Costa Rica 5
EU - Europa 5
HN - Honduras 5
KZ - Kazakistan 5
PS - Palestinian Territory 5
AZ - Azerbaigian 4
ET - Etiopia 4
JM - Giamaica 4
OM - Oman 4
RO - Romania 4
TT - Trinidad e Tobago 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
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
NI - Nicaragua 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
GY - Guiana 1
LA - Repubblica Popolare Democratica del Laos 1
LT - Lituania 1
LU - Lussemburgo 1
LY - Libia 1
Totale 7.712
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Città #
Singapore 404
Chandler 353
Jacksonville 249
San Jose 215
Ashburn 178
Hong Kong 163
Dallas 159
Ho Chi Minh City 149
Boardman 132
Dearborn 117
Dakar 107
San Mateo 106
Beijing 105
Hanoi 95
Izmir 78
Helsinki 77
Rende 73
Seoul 59
Bremen 57
Kocaeli 57
Lauterbourg 57
Lawrence 57
Roxbury 56
Ann Arbor 54
Shanghai 51
Hefei 41
Cosenza 40
São Paulo 36
Des Moines 35
Los Angeles 33
Brooklyn 31
Falkenstein 27
Florence 26
Munich 25
Ottawa 25
Turku 24
New York 23
The Dalles 23
Da Nang 22
Redwood City 22
Cambridge 21
Rome 21
Strasbourg 21
Wilmington 20
Seattle 19
Guangzhou 18
Frankfurt am Main 17
Baghdad 16
Brussels 16
London 16
Montalto Uffugo 16
Columbus 15
Haiphong 15
Johannesburg 15
Milan 15
Ogden 15
Pune 15
Quito 15
San Francisco 15
Tashkent 15
Rio de Janeiro 14
Warsaw 14
Dhaka 13
Inglewood 13
Tokyo 13
Tianjin 12
Toronto 11
Vienna 11
Chennai 10
Lamezia Terme 10
Phoenix 10
Porto Alegre 10
Santa Clara 10
Brasília 9
Council Bluffs 9
Curitiba 9
Guayaquil 9
Hillsboro 9
Naples 9
Amsterdam 8
Biên Hòa 8
Madrid 8
Ribeirão Preto 8
Ankara 7
Atlanta 7
Belo Horizonte 7
Boston 7
Cape Town 7
Charlotte 7
Hải Dương 7
Kuala Lumpur 7
Manchester 7
Medellín 7
Nairobi 7
Padova 7
Pizzo 7
Cairo 6
Canoas 6
Catania 6
Chicago 6
Totale 4.329
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Nome #
A lattice approach to evaluate participating policies in a stochastic interest rate framework 182
A binomial model for pricing US-style average options with reset features 174
A binomial approximation for two-state Markovian HJM models 171
A multinomial approach for option pricing under regime-switching jump-diffusion models 166
A forward shooting grid method for option pricing with stochastic volatility 165
A reduced lattice model for option pricing under regime-switching 164
A Binomial Model for Valuing Equity-Linked Policies embedding Surrender Options 164
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options 163
A multistage stochastic programming approach for capital budgeting problems under uncertainty 163
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 162
A lattice approach to evaluate participating policies in a stochastic interest rate framework 162
A bivariate lattice model to compute risk measures in life insurance policies 159
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 147
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 141
A fast and accurate lattice model to evaluate options under the variance gamma process 140
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 139
Computationally simple lattice methods for option and bond pricing 137
A combinatorial approach for pricing Parisian options 136
A Lattice-Based Model to Evaluate Variable Annuities with Guaranteed Minimum Withdrawal Benefits under a Regime-Switching Model 136
Computing finite-time survival probabilities using multinomial approximations of risk models 135
A lattice-based approach for life insurance pricing in a stochastic correlation framework 133
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 133
Modeling the Future Value Distribution of a Life Insurance Portfolio 133
Fair evaluation of life insurance policies with periodic rebalancing between asset portfolios and interest rate guarantee 129
A discrete-time algorithm for pricing double barrier options 127
A Lattice based model for pricing equity-linked policies with embedded surrender options 127
A forward shooting grid method for option pricing with stochastic volatility 127
Fair valuation of equity-linked policies under insurer default risk 124
“A binomial model for valuing equity-linked policies embedding surrender options” 123
A Path-Independent Humped Volatility Model for Option Pricing 123
A lattice-based approach for life insurance pricing in a stochastic correlation framework 122
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 121
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 121
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 120
Testing the least-squares Monte Carlo method for the evaluation of capital requirements in life insurance 119
A lattice model for pricing interest-sensitive claims in a HJM framework 118
Equity-linked endowment policies with or without embedded surrender options 117
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 114
On pricing arithmetic reset options with multiple reset dates in a lattice framework 114
Computing Risk Measures of Life Insurance Policies through the Cox -Ross-Rubinstein Model 112
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 111
Option pricing under regime-switching jump-diffusion models 109
A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance 108
An adjusted binomial model for pricing European Asian options 107
On pricing lookback options under the CEV process 106
A reduced lattice model for option pricing under regime-switching 104
An adjusted binomial model for pricing Asian options 103
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee 102
“A lattice model for pricing equity linked policies with embedded surrender options” 102
On pricing contingent claims under the double Heston model 102
La valutazione di opzioni implicite nei mutui bancari 97
Pricing barrier options with exponential stopping times 97
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 96
An adjusted binomial model for pricing Asian options 94
null 93
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 91
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 89
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 85
Un Modello Trinomiale per la Valutazione di Opzioni Lookback 82
Fair valuation of equity-linked policies under default risk 80
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 77
Extending the Cox-Ross-Rubinstein algorithm for pricing options with exponential boundaries 73
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 71
Combining lattice and regression methods for the evaluation of convertible bonds with soft call/put provisions 48
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 30
Pricing a guaranteed annuity option under a stochastic correlation setting 25
Efficient pricing of interest rate derivatives under a sticky diffusion 13
Totale 7.858
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Categoria #
all - tutte 38.731
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 38.731
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021199 0 0 0 0 0 0 0 0 0 122 17 60
2021/2022717 6 114 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
2025/20263.233 407 183 296 324 662 276 421 168 234 262 0 0
Totale 7.858