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

SGARRA, CARLO
 Distribuzione geografica
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Continente #
NA - Nord America 2.352
EU - Europa 1.836
AS - Asia 230
SA - Sud America 6
AF - Africa 4
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 1
Totale 4.433
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Nazione #
US - Stati Uniti d'America 2.299
IT - Italia 1.225
UA - Ucraina 102
VN - Vietnam 78
DE - Germania 77
ES - Italia 77
FR - Francia 64
GB - Regno Unito 64
FI - Finlandia 51
CA - Canada 48
SE - Svezia 47
CN - Cina 42
SG - Singapore 42
JO - Giordania 39
NL - Olanda 26
IE - Irlanda 25
CH - Svizzera 21
BE - Belgio 17
AT - Austria 16
HK - Hong Kong 13
IN - India 7
PT - Portogallo 7
PL - Polonia 6
DK - Danimarca 5
BR - Brasile 4
CR - Costa Rica 4
A1 - Anonimo 2
CZ - Repubblica Ceca 2
EU - Europa 2
JP - Giappone 2
KR - Corea 2
MU - Mauritius 2
TR - Turchia 2
AE - Emirati Arabi Uniti 1
AU - Australia 1
BO - Bolivia 1
CI - Costa d'Avorio 1
EC - Ecuador 1
IR - Iran 1
IS - Islanda 1
MX - Messico 1
PK - Pakistan 1
RO - Romania 1
RS - Serbia 1
SM - San Marino 1
SN - Senegal 1
Totale 4.433
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Città #
Fairfield 357
Woodbridge 229
Ann Arbor 193
Chandler 186
Ashburn 167
Milan 158
Wilmington 148
Seattle 146
Houston 145
Cambridge 143
Málaga 73
Jacksonville 66
Ottawa 45
Dearborn 44
Rome 44
Amman 39
Dong Ket 39
Lawrence 34
Florence 31
Medford 27
Dublin 25
Singapore 24
Amsterdam 22
San Diego 21
Columbus 20
New York 19
Dallas 18
Helsinki 16
Stockholm 16
Guangzhou 15
Vienna 15
Beijing 14
Brussels 14
Des Moines 11
Princeton 11
Palermo 9
Redwood City 9
Torino 9
Brescia 8
London 8
Monza 8
Hong Kong 7
Turin 7
Bergamo 6
Lisbon 6
Napoli 6
Norwalk 6
Padova 6
Valmadrera 6
Auburn Hills 5
Mission Viejo 5
Mumbai 5
Pavia 5
Trento 5
Bari 4
Boardman 4
Chieti 4
Foiano della Chiana 4
Lake Forest 4
Mountain View 4
Naples 4
Parma 4
Pesaro 4
San José 4
Staranzano 4
Torre Annunziata 4
Agliana 3
Bovisio Masciago 3
Central 3
Cerea 3
Cernusco Sul Naviglio 3
Chiasso 3
Cisano Bergamasco 3
Citta 3
Como 3
Curinga 3
Curno 3
Ferrara di Monte Baldo 3
Gambolò 3
Gazzuolo 3
Genova 3
Imola 3
Los Angeles 3
Mascalucia 3
North Bergen 3
Osimo 3
Perugia 3
Portici 3
Pregassona 3
Rimini 3
San Gregorio di Catania 3
Scafati 3
Sesto San Giovanni 3
Shanghai 3
Verona 3
Zibido San Giacomo 3
Anzio 2
Aosta 2
Benevento 2
Berlin 2
Totale 2.847
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Nome #
INGEGNERIA FINANZIARIA 769
MATHEMATICAL FINANCE: THEORY REVIEW AND EXERCISES 522
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis 173
A Finite Element Discretization Method for Option Pricing with the Bates Model 133
A branching process approach to power markets. 131
American option valuation in a stochastic volatility model with transaction costs 130
Geometric Asian option pricing in general affine stochastic volatility models with jumps 129
Acceptability indexes via g-expectations: an application to liquidity risk. 123
A particle filtering approach to oil futures price calibration and forecasting 107
Half-Range Completeness for the Fokker-Planck Equation with an External Force 102
On the Relation between the Scattering Kernel and the Standard Formulation of the Boltzmann Equation 100
Optimal investment in markets with over and under-reaction to information. 100
On the Explicit Evaluation of the Geometric Asian Options in Stochastic Volatility Models with Jumps 99
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. 97
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets 94
Asian options pricing in Hawkes-type jump-diffusion models. 94
Some Results on Correlation Matrices for Interest Rates 92
An Exact Analytical Solution for Discrete Barrier Options 89
Correlation matrices for yields and total positivity 89
L2-Stability near Equilibrium of the Solution of the Homogeneous Boltzmann Equation in the case of Maxwellian Molecules 87
Rotations which make strain and stress coaxial 83
Convex Ordering of Esscher and Minimal Entropy Martingale Measures in Discrete Time Models 81
Numerical Analysis of a Shock-Wave Solution of the Enskog Equation Obtained via a Monte Carlo Method 81
On the Esscher Transforms and Other Equivalent Martingale Measures for the Barndorff-Nielsen and Shephard Stochastic Volatility Models with Jumps 80
Comparison Results for GARCH Processes 78
Remarks about Higher-Order Poles in the Belinsky-Zakharov Method for Einstein Equations 76
The Risk Premium and the Esscher Transform in Power Markets 75
ESERCIZI DI FINANZA MATEMATICA 75
Numerical Analysis of Two-Soliton Solutions on a Bianchi Type-II Background 71
Comments on Extension of the Mott-Smith Method to denser gases 68
Half-Range Completeness of the Fokker-Planck Eqution with an External Force 62
Quadratic Hedging for the Bates Model 61
Directions of coaxiality between pure strain and stress in linear elasticity 60
Shift, slope and curvature for a class of yields correlation matrices 54
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 49
Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging 46
A self-exciting modeling framework for forward prices in power markets 43
The Esscher Transforms and The Minimal Entropy Martingale Measure for Exponential Lévy Models 38
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters 30
Mathematical finance: theory review and exercises 28
null 6
Interest Rates Term Structure Models Driven by Hawkes Processes 6
Totale 4.511
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Categoria #
all - tutte 11.597
article - articoli 9.206
book - libri 1.974
conference - conferenze 166
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 251
Totale 23.194
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.140 0 63 70 97 125 130 158 102 133 61 126 75
2020/2021641 75 31 44 37 54 55 57 45 36 59 46 102
2021/2022557 56 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
2024/202538 27 11 0 0 0 0 0 0 0 0 0 0
Totale 4.511