IRIS
COSTABILE, Massimo
 Distribuzione geografica
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Continente #
NA - Nord America 2.807
AS - Asia 2.543
EU - Europa 1.783
SA - Sud America 648
AF - Africa 204
OC - Oceania 11
Continente sconosciuto - Info sul continente non disponibili 10
Totale 8.006
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Nazione #
US - Stati Uniti d'America 2.685
SG - Singapore 934
IT - Italia 479
BR - Brasile 466
CN - Cina 446
UA - Ucraina 437
VN - Vietnam 405
DE - Germania 317
HK - Hong Kong 173
TR - Turchia 151
FR - Francia 121
SE - Svezia 117
SN - Senegal 107
FI - Finlandia 105
BD - Bangladesh 72
IN - India 66
KR - Corea 61
CA - Canada 59
AR - Argentina 55
GB - Regno Unito 47
IQ - Iraq 36
EC - Ecuador 35
MX - Messico 34
ZA - Sudafrica 34
RU - Federazione Russa 32
CO - Colombia 30
ID - Indonesia 29
PK - Pakistan 24
NL - Olanda 23
PL - Polonia 20
JO - Giordania 19
ES - Italia 18
BE - Belgio 17
JP - Giappone 17
UZ - Uzbekistan 17
AT - Austria 16
MY - Malesia 16
VE - Venezuela 15
MA - Marocco 14
PY - Paraguay 14
SA - Arabia Saudita 12
AU - Australia 11
EG - Egitto 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
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
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 7.997
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Città #
Singapore 408
Chandler 353
Jacksonville 250
San Jose 233
Ashburn 186
Hong Kong 163
Dallas 161
Ho Chi Minh City 149
Boardman 132
Dearborn 117
Beijing 107
Dakar 107
San Mateo 106
Hanoi 95
Izmir 78
Helsinki 77
Rende 75
Council Bluffs 72
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 32
Florence 29
Columbus 27
Falkenstein 27
New York 27
Rome 27
Munich 25
Ottawa 25
Turku 24
The Dalles 23
Da Nang 22
Redwood City 22
Santa Clara 22
Cambridge 21
Guangzhou 21
Strasbourg 21
Wilmington 20
Seattle 19
Frankfurt am Main 17
Milan 17
Baghdad 16
Brussels 16
London 16
Montalto Uffugo 16
San Francisco 16
Haiphong 15
Johannesburg 15
Ogden 15
Pune 15
Quito 15
Tashkent 15
Rio de Janeiro 14
Warsaw 14
Dhaka 13
Inglewood 13
Tokyo 13
Bologna 12
Phoenix 12
Tianjin 12
Toronto 11
Vienna 11
Chennai 10
Kuala Lumpur 10
Lamezia Terme 10
Naples 10
Porto Alegre 10
Brasília 9
Curitiba 9
Guayaquil 9
Hillsboro 9
Amsterdam 8
Biên Hòa 8
Catania 8
Charlotte 8
Chicago 8
Madrid 8
Ribeirão Preto 8
Ankara 7
Atlanta 7
Belo Horizonte 7
Boston 7
Cape Town 7
Hải Dương 7
Manchester 7
Medellín 7
Nairobi 7
Padova 7
Pizzo 7
Cairo 6
Totale 4.490
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Nome #
A lattice approach to evaluate participating policies in a stochastic interest rate framework 184
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 180
A binomial model for pricing US-style average options with reset features 179
A multistage stochastic programming approach for capital budgeting problems under uncertainty 179
A binomial approximation for two-state Markovian HJM models 174
A multinomial approach for option pricing under regime-switching jump-diffusion models 169
A forward shooting grid method for option pricing with stochastic volatility 168
A Binomial Model for Valuing Equity-Linked Policies embedding Surrender Options 168
A reduced lattice model for option pricing under regime-switching 166
A lattice approach to evaluate participating policies in a stochastic interest rate framework 164
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options 163
A bivariate lattice model to compute risk measures in life insurance policies 160
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 151
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends 150
Computationally simple lattice methods for option and bond pricing 143
A fast and accurate lattice model to evaluate options under the variance gamma process 141
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 140
A lattice-based approach for life insurance pricing in a stochastic correlation framework 138
A combinatorial approach for pricing Parisian options 137
Computing finite-time survival probabilities using multinomial approximations of risk models 137
A Lattice-Based Model to Evaluate Variable Annuities with Guaranteed Minimum Withdrawal Benefits under a Regime-Switching Model 136
Modeling the Future Value Distribution of a Life Insurance Portfolio 136
Fair evaluation of life insurance policies with periodic rebalancing between asset portfolios and interest rate guarantee 135
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals 133
A discrete-time algorithm for pricing double barrier options 130
A forward shooting grid method for option pricing with stochastic volatility 129
A lattice-based approach for life insurance pricing in a stochastic correlation framework 128
“A binomial model for valuing equity-linked policies embedding surrender options” 127
A Lattice based model for pricing equity-linked policies with embedded surrender options 127
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 127
Fair valuation of equity-linked policies under insurer default risk 126
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals 126
A Path-Independent Humped Volatility Model for Option Pricing 125
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 124
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 123
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 120
A lattice model for pricing interest-sensitive claims in a HJM framework 120
Testing the least-squares Monte Carlo method for the evaluation of capital requirements in life insurance 120
Equity-linked endowment policies with or without embedded surrender options 119
On pricing arithmetic reset options with multiple reset dates in a lattice framework 117
“A lattice model for pricing equity linked policies with embedded surrender options” 116
Computing Risk Measures of Life Insurance Policies through the Cox -Ross-Rubinstein Model 114
Option pricing under regime-switching jump-diffusion models 113
A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance 112
A reduced lattice model for option pricing under regime-switching 112
On pricing lookback options under the CEV process 111
An adjusted binomial model for pricing European Asian options 108
An adjusted binomial model for pricing Asian options 107
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 105
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee 103
On pricing contingent claims under the double Heston model 102
null 99
La valutazione di opzioni implicite nei mutui bancari 99
Pricing barrier options with exponential stopping times 97
An adjusted binomial model for pricing Asian options 95
On pricing arithmetic average reset options with multiple reset dates in a lattice framework 94
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 92
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 85
Fair valuation of equity-linked policies under default risk 85
Un Modello Trinomiale per la Valutazione di Opzioni Lookback 84
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 82
Extending the Cox-Ross-Rubinstein algorithm for pricing options with exponential boundaries 77
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 63
A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework 53
Pricing a guaranteed annuity option under a stochastic correlation setting 31
Efficient pricing of interest rate derivatives under a sticky diffusion 15
Totale 8.144
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Categoria #
all - tutte 40.523
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 40.523
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202160 0 0 0 0 0 0 0 0 0 0 0 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
2025/20263.519 407 183 296 324 662 276 421 168 234 279 93 176
Totale 8.144