RE.PUBLIC@POLIMI pubblicazioni di ricerca del Politecnico di Milano

SGARRA, CARLO
 Distribuzione geografica
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Continente #
NA - Nord America 3.467
EU - Europa 2.924
AS - Asia 1.174
SA - Sud America 211
Continente sconosciuto - Info sul continente non disponibili 83
AF - Africa 37
OC - Oceania 3
Totale 7.899
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Nazione #
US - Stati Uniti d'America 3.383
IT - Italia 1.534
RU - Federazione Russa 583
SG - Singapore 383
CN - Cina 265
VN - Vietnam 201
BR - Brasile 177
FR - Francia 118
DE - Germania 109
GB - Regno Unito 105
UA - Ucraina 105
ES - Italia 81
HK - Hong Kong 59
CA - Canada 56
FI - Finlandia 54
KR - Corea 52
SE - Svezia 52
NL - Olanda 51
JP - Giappone 49
JO - Giordania 40
IE - Irlanda 30
IN - India 27
CH - Svizzera 22
AT - Austria 19
BE - Belgio 18
PL - Polonia 13
BD - Bangladesh 12
IQ - Iraq 12
PT - Portogallo 11
ID - Indonesia 10
MX - Messico 10
TR - Turchia 10
AR - Argentina 9
CR - Costa Rica 8
TW - Taiwan 8
MA - Marocco 7
PH - Filippine 6
SA - Arabia Saudita 6
VE - Venezuela 6
CL - Cile 5
DK - Danimarca 5
EC - Ecuador 5
JM - Giamaica 5
PK - Pakistan 5
AZ - Azerbaigian 4
CI - Costa d'Avorio 4
CZ - Repubblica Ceca 4
EG - Egitto 4
IL - Israele 4
NP - Nepal 4
UZ - Uzbekistan 4
ZA - Sudafrica 4
AU - Australia 3
BO - Bolivia 3
CO - Colombia 3
ET - Etiopia 3
KE - Kenya 3
PE - Perù 3
TN - Tunisia 3
A1 - Anonimo 2
AE - Emirati Arabi Uniti 2
BJ - Benin 2
DZ - Algeria 2
EU - Europa 2
IR - Iran 2
MU - Mauritius 2
RO - Romania 2
SK - Slovacchia (Repubblica Slovacca) 2
SN - Senegal 2
TH - Thailandia 2
AL - Albania 1
AO - Angola 1
BN - Brunei Darussalam 1
CY - Cipro 1
GE - Georgia 1
GR - Grecia 1
HN - Honduras 1
IS - Islanda 1
KG - Kirghizistan 1
LB - Libano 1
LK - Sri Lanka 1
MD - Moldavia 1
MQ - Martinica 1
PR - Porto Rico 1
QA - Qatar 1
RS - Serbia 1
SM - San Marino 1
SV - El Salvador 1
TT - Trinidad e Tobago 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 7.821
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Città #
Ashburn 396
Fairfield 357
Milan 247
Woodbridge 229
San Jose 228
Singapore 209
Ann Arbor 193
Chandler 186
Seattle 149
Wilmington 148
Houston 146
Cambridge 143
Moscow 97
Málaga 73
Council Bluffs 72
Jacksonville 66
Rome 65
The Dalles 58
Florence 56
Los Angeles 51
Boardman 48
Seoul 48
Kent 45
Ottawa 45
Dearborn 44
Santa Clara 43
Hong Kong 42
London 41
Tokyo 41
Amman 40
Dong Ket 39
Dallas 37
Beijing 34
Lawrence 34
Ho Chi Minh City 33
Lauterbourg 33
Dublin 30
Hefei 30
Amsterdam 29
New York 28
North Charleston 28
Medford 27
Hanoi 25
Frankfurt am Main 24
Guangzhou 24
Columbus 21
San Diego 21
Stockholm 20
Brescia 19
Helsinki 18
Buffalo 17
Vienna 15
Brussels 14
Turin 14
Palermo 12
São Paulo 12
Des Moines 11
Princeton 11
Monza 10
Mumbai 10
Shanghai 10
Naples 9
Redwood City 9
Torino 9
Warsaw 9
Bergamo 8
Bologna 8
Belo Horizonte 7
Denver 7
Jakarta 7
Padova 7
Salt Lake City 7
Taipei 7
Brooklyn 6
Las Vegas 6
Lisbon 6
Mascalucia 6
Napoli 6
Norwalk 6
Orem 6
San José 6
Trento 6
Valmadrera 6
Auburn Hills 5
Bari 5
Cagliari 5
Changsha 5
Chengdu 5
Mission Viejo 5
Modena 5
Newark 5
Paris 5
Pavia 5
Rio de Janeiro 5
Abidjan 4
Bolzano 4
Cantù 4
Catania 4
Chennai 4
Chicago 4
Totale 4.529
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Nome #
INGEGNERIA FINANZIARIA 845
MATHEMATICAL FINANCE: THEORY REVIEW AND EXERCISES 781
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis 282
American option valuation in a stochastic volatility model with transaction costs 260
A Finite Element Discretization Method for Option Pricing with the Bates Model 255
Acceptability indexes via g-expectations: an application to liquidity risk. 239
A branching process approach to power markets. 222
Geometric Asian option pricing in general affine stochastic volatility models with jumps 217
Asian options pricing in Hawkes-type jump-diffusion models. 206
A particle filtering approach to oil futures price calibration and forecasting 193
Correlation matrices for yields and total positivity 182
Half-Range Completeness for the Fokker-Planck Equation with an External Force 179
Comments on Extension of the Mott-Smith Method to denser gases 178
On the Relation between the Scattering Kernel and the Standard Formulation of the Boltzmann Equation 176
An Exact Analytical Solution for Discrete Barrier Options 172
Convex Ordering of Esscher and Minimal Entropy Martingale Measures in Discrete Time Models 171
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets 163
Mathematical finance: theory review and exercises 159
L2-Stability near Equilibrium of the Solution of the Homogeneous Boltzmann Equation in the case of Maxwellian Molecules 157
Directions of coaxiality between pure strain and stress in linear elasticity 156
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. 154
Optimal investment in markets with over and under-reaction to information. 153
ESERCIZI DI FINANZA MATEMATICA 152
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters 151
Half-Range Completeness of the Fokker-Planck Eqution with an External Force 150
Comparison Results for GARCH Processes 144
On the Explicit Evaluation of the Geometric Asian Options in Stochastic Volatility Models with Jumps 141
On the Esscher Transforms and Other Equivalent Martingale Measures for the Barndorff-Nielsen and Shephard Stochastic Volatility Models with Jumps 138
The Risk Premium and the Esscher Transform in Power Markets 138
Some Results on Correlation Matrices for Interest Rates 133
Rotations which make strain and stress coaxial 132
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 132
A self-exciting modeling framework for forward prices in power markets 132
Numerical Analysis of Two-Soliton Solutions on a Bianchi Type-II Background 126
Remarks about Higher-Order Poles in the Belinsky-Zakharov Method for Einstein Equations 124
Numerical Analysis of a Shock-Wave Solution of the Enskog Equation Obtained via a Monte Carlo Method 124
Quadratic Hedging for the Bates Model 113
Shift, slope and curvature for a class of yields correlation matrices 103
The Esscher Transforms and The Minimal Entropy Martingale Measure for Exponential Lévy Models 101
Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging 99
Interest Rates Term Structure Models Driven by Hawkes Processes 60
null 6
Totale 7.899
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Categoria #
all - tutte 20.951
article - articoli 16.948
book - libri 3.155
conference - conferenze 384
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 464
Totale 41.902
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022501 0 54 51 31 37 23 61 31 39 55 48 71
2022/2023604 48 57 45 52 57 57 21 38 103 88 34 4
2023/2024377 18 48 73 33 29 40 27 11 2 44 8 44
2024/2025733 27 17 50 59 112 35 37 66 149 27 88 66
2025/20262.624 489 439 125 189 111 170 453 137 130 170 61 150
2026/202769 49 20 0 0 0 0 0 0 0 0 0 0
Totale 7.899