IRIS
COSTABILE, Massimo
 Distribuzione geografica
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Continente #
NA - Nord America 2.295
AS - Asia 1.970
EU - Europa 1.540
SA - Sud America 483
AF - Africa 166
OC - Oceania 11
Continente sconosciuto - Info sul continente non disponibili 7
Totale 6.472
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Nazione #
US - Stati Uniti d'America 2.204
SG - Singapore 845
UA - Ucraina 431
CN - Cina 383
IT - Italia 372
BR - Brasile 365
DE - Germania 304
VN - Vietnam 197
HK - Hong Kong 158
TR - Turchia 139
SE - Svezia 117
SN - Senegal 106
FI - Finlandia 101
KR - Corea 61
FR - Francia 54
CA - Canada 51
AR - Argentina 40
IN - India 37
GB - Regno Unito 31
EC - Ecuador 27
RU - Federazione Russa 26
BD - Bangladesh 24
MX - Messico 22
ZA - Sudafrica 21
JO - Giordania 18
BE - Belgio 17
ES - Italia 17
IQ - Iraq 17
NL - Olanda 17
CO - Colombia 16
AT - Austria 15
PL - Polonia 15
ID - Indonesia 14
JP - Giappone 12
AU - Australia 11
PK - Pakistan 11
UZ - Uzbekistan 11
MA - Marocco 10
PE - Perù 8
PY - Paraguay 8
VE - Venezuela 8
EG - Egitto 7
CL - Cile 6
IE - Irlanda 6
DO - Repubblica Dominicana 5
EU - Europa 5
KE - Kenya 5
NP - Nepal 5
TN - Tunisia 5
JM - Giamaica 4
KZ - Kazakistan 4
PH - Filippine 4
AZ - Azerbaigian 3
DZ - Algeria 3
HN - Honduras 3
MT - Malta 3
NG - Nigeria 3
RO - Romania 3
SA - Arabia Saudita 3
TT - Trinidad e Tobago 3
UY - Uruguay 3
BO - Bolivia 2
CR - Costa Rica 2
ET - Etiopia 2
GA - Gabon 2
IL - Israele 2
KG - Kirghizistan 2
LB - Libano 2
LK - Sri Lanka 2
MD - Moldavia 2
MY - Malesia 2
OM - Oman 2
PT - Portogallo 2
XK - ???statistics.table.value.countryCode.XK??? 2
AE - Emirati Arabi Uniti 1
AM - Armenia 1
AO - Angola 1
BA - Bosnia-Erzegovina 1
BH - Bahrain 1
BN - Brunei Darussalam 1
CI - Costa d'Avorio 1
CZ - Repubblica Ceca 1
EE - Estonia 1
HR - Croazia 1
KH - Cambogia 1
KW - Kuwait 1
LT - Lituania 1
LU - Lussemburgo 1
MN - Mongolia 1
NI - Nicaragua 1
QA - Qatar 1
RS - Serbia 1
SY - Repubblica araba siriana 1
TJ - Tagikistan 1
TL - Timor Orientale 1
TW - Taiwan 1
Totale 6.472
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Città #
Chandler 353
Singapore 353
Jacksonville 249
Dallas 157
Hong Kong 149
Boardman 131
Ashburn 118
Dearborn 117
Dakar 106
San Mateo 106
Beijing 101
Ho Chi Minh City 77
Izmir 77
Helsinki 75
Rende 68
Seoul 59
Bremen 57
Kocaeli 57
Lawrence 57
Roxbury 56
Ann Arbor 54
Shanghai 51
Hanoi 48
Hefei 41
Cosenza 37
Des Moines 35
Brooklyn 30
Los Angeles 28
Falkenstein 27
São Paulo 27
Florence 26
Munich 25
Ottawa 25
Turku 24
The Dalles 23
Redwood City 22
Cambridge 21
New York 21
Strasbourg 21
Wilmington 20
Seattle 19
Rome 18
Brussels 16
Montalto Uffugo 16
Columbus 15
London 15
Ogden 15
Pune 15
San Francisco 14
Guangzhou 13
Inglewood 13
Frankfurt am Main 11
Milan 11
Quito 11
Tianjin 11
Vienna 11
Dhaka 10
Rio de Janeiro 10
Tashkent 10
Tokyo 10
Toronto 10
Warsaw 10
Baghdad 9
Council Bluffs 9
Johannesburg 9
Naples 9
Phoenix 9
Brasília 8
Curitiba 8
Guayaquil 8
Madrid 8
Porto Alegre 8
Atlanta 7
Belo Horizonte 7
Biên Hòa 7
Boston 7
Charlotte 7
Chennai 7
Da Nang 7
Lamezia Terme 7
Padova 7
Pizzo 7
Cape Town 6
Catania 6
Chicago 6
Crotone 6
Fortaleza 6
Haiphong 6
Lima 6
Margherita di Savoia 6
Quattro Castella 6
Ribeirão Preto 6
Santa Clara 6
Woodbridge 6
Amman 5
Canberra 5
Canoas 5
Dublin 5
Grafing 5
Maceió 5
Totale 3.670
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Nome #
A lattice approach to evaluate participating policies in a stochastic interest rate framework 161
A binomial approximation for two-state Markovian HJM models 147
A binomial model for pricing US-style average options with reset features 146
A multinomial approach for option pricing under regime-switching jump-diffusion models 144
A reduced lattice model for option pricing under regime-switching 141
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 140
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options 139
A bivariate lattice model to compute risk measures in life insurance policies 139
A lattice approach to evaluate participating policies in a stochastic interest rate framework 138
A Binomial Model for Valuing Equity-Linked Policies embedding Surrender Options 134
A forward shooting grid method for option pricing with stochastic volatility 132
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 130
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 124
A multistage stochastic programming approach for capital budgeting problems under uncertainty 124
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 121
A fast and accurate lattice model to evaluate options under the variance gamma process 120
Computing finite-time survival probabilities using multinomial approximations of risk models 120
Fair evaluation of life insurance policies with periodic rebalancing between asset portfolios and interest rate guarantee 118
A discrete-time algorithm for pricing double barrier options 116
A combinatorial approach for pricing Parisian options 114
A Lattice-Based Model to Evaluate Variable Annuities with Guaranteed Minimum Withdrawal Benefits under a Regime-Switching Model 114
Computationally simple lattice methods for option and bond pricing 114
“A binomial model for valuing equity-linked policies embedding surrender options” 110
Modeling the Future Value Distribution of a Life Insurance Portfolio 110
A Lattice based model for pricing equity-linked policies with embedded surrender options 109
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 109
A lattice-based approach for life insurance pricing in a stochastic correlation framework 108
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 108
A forward shooting grid method for option pricing with stochastic volatility 106
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 106
Fair valuation of equity-linked policies under insurer default risk 104
A lattice-based approach for life insurance pricing in a stochastic correlation framework 102
Computing Risk Measures of Life Insurance Policies through the Cox -Ross-Rubinstein Model 102
A Path-Independent Humped Volatility Model for Option Pricing 99
A lattice model for pricing interest-sensitive claims in a HJM framework 99
Equity-linked endowment policies with or without embedded surrender options 98
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 97
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 96
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 95
An adjusted binomial model for pricing Asian options 95
Option pricing under regime-switching jump-diffusion models 95
On pricing lookback options under the CEV process 92
On pricing contingent claims under the double Heston model 92
Testing the least-squares Monte Carlo method for the evaluation of capital requirements in life insurance 92
A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance 91
On pricing arithmetic reset options with multiple reset dates in a lattice framework 91
“A lattice model for pricing equity linked policies with embedded surrender options” 90
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee 89
La valutazione di opzioni implicite nei mutui bancari 88
An adjusted binomial model for pricing European Asian options 88
Pricing barrier options with exponential stopping times 88
null 84
An adjusted binomial model for pricing Asian options 83
A reduced lattice model for option pricing under regime-switching 81
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 76
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 74
Un Modello Trinomiale per la Valutazione di Opzioni Lookback 73
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 71
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 69
Fair valuation of equity-linked policies under default risk 67
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 64
Extending the Cox-Ross-Rubinstein algorithm for pricing options with exponential boundaries 61
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 52
Combining lattice and regression methods for the evaluation of convertible bonds with soft call/put provisions 13
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 9
Totale 6.602
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Categoria #
all - tutte 36.386
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 36.386
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021365 0 0 0 0 0 72 18 67 9 122 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
2025/20261.977 407 183 296 324 662 105 0 0 0 0 0 0
Totale 6.602