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

SGARRA, CARLO
 Distribuzione geografica
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Continente #
NA - Nord America 2.416
EU - Europa 1.924
AS - Asia 275
SA - Sud America 7
AF - Africa 6
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 1
Totale 4.633
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Nazione #
US - Stati Uniti d'America 2.363
IT - Italia 1.291
UA - Ucraina 102
DE - Germania 91
VN - Vietnam 78
ES - Italia 77
CN - Cina 76
FR - Francia 64
GB - Regno Unito 64
FI - Finlandia 51
SG - Singapore 49
CA - Canada 48
SE - Svezia 47
JO - Giordania 39
NL - Olanda 28
IE - Irlanda 26
CH - Svizzera 21
AT - Austria 18
BE - Belgio 17
HK - Hong Kong 14
PT - Portogallo 9
IN - India 7
PL - Polonia 6
DK - Danimarca 5
BR - Brasile 4
CR - Costa Rica 4
JP - Giappone 4
TR - Turchia 3
A1 - Anonimo 2
BJ - Benin 2
CZ - Repubblica Ceca 2
EU - Europa 2
KR - Corea 2
MU - Mauritius 2
AE - Emirati Arabi Uniti 1
AR - Argentina 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
RU - Federazione Russa 1
SM - San Marino 1
SN - Senegal 1
Totale 4.633
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Città #
Fairfield 357
Woodbridge 229
Ann Arbor 193
Milan 193
Chandler 186
Ashburn 167
Wilmington 148
Seattle 146
Houston 145
Cambridge 143
Málaga 73
Jacksonville 66
Rome 46
Boardman 45
Ottawa 45
Dearborn 44
Florence 43
Amman 39
Dong Ket 39
Lawrence 34
Singapore 28
Medford 27
Dublin 26
Amsterdam 23
Columbus 21
San Diego 21
New York 19
Dallas 18
Santa Clara 18
Helsinki 16
Stockholm 16
Guangzhou 15
Vienna 15
Beijing 14
Brussels 14
Frankfurt am Main 14
Brescia 12
Des Moines 11
Princeton 11
Palermo 9
Redwood City 9
Torino 9
Hong Kong 8
London 8
Monza 8
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
Chieti 4
Foiano della Chiana 4
Lake Forest 4
Mountain View 4
Naples 4
Parma 4
Pesaro 4
San José 4
Shanghai 4
Staranzano 4
Torre Annunziata 4
Agliana 3
Aversa 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
Verona 3
Zibido San Giacomo 3
Anzio 2
Totale 2.979
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Nome #
INGEGNERIA FINANZIARIA 772
MATHEMATICAL FINANCE: THEORY REVIEW AND EXERCISES 598
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis 180
American option valuation in a stochastic volatility model with transaction costs 137
A Finite Element Discretization Method for Option Pricing with the Bates Model 136
A branching process approach to power markets. 133
Geometric Asian option pricing in general affine stochastic volatility models with jumps 132
Acceptability indexes via g-expectations: an application to liquidity risk. 128
A particle filtering approach to oil futures price calibration and forecasting 109
Half-Range Completeness for the Fokker-Planck Equation with an External Force 108
On the Relation between the Scattering Kernel and the Standard Formulation of the Boltzmann Equation 104
Asian options pricing in Hawkes-type jump-diffusion models. 102
On the Explicit Evaluation of the Geometric Asian Options in Stochastic Volatility Models with Jumps 101
Optimal investment in markets with over and under-reaction to information. 101
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. 98
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets 97
Some Results on Correlation Matrices for Interest Rates 94
Correlation matrices for yields and total positivity 92
An Exact Analytical Solution for Discrete Barrier Options 91
L2-Stability near Equilibrium of the Solution of the Homogeneous Boltzmann Equation in the case of Maxwellian Molecules 91
Rotations which make strain and stress coaxial 85
Convex Ordering of Esscher and Minimal Entropy Martingale Measures in Discrete Time Models 84
Numerical Analysis of a Shock-Wave Solution of the Enskog Equation Obtained via a Monte Carlo Method 83
On the Esscher Transforms and Other Equivalent Martingale Measures for the Barndorff-Nielsen and Shephard Stochastic Volatility Models with Jumps 81
Comparison Results for GARCH Processes 81
ESERCIZI DI FINANZA MATEMATICA 78
Remarks about Higher-Order Poles in the Belinsky-Zakharov Method for Einstein Equations 77
The Risk Premium and the Esscher Transform in Power Markets 76
Comments on Extension of the Mott-Smith Method to denser gases 75
Numerical Analysis of Two-Soliton Solutions on a Bianchi Type-II Background 72
Half-Range Completeness of the Fokker-Planck Eqution with an External Force 68
Directions of coaxiality between pure strain and stress in linear elasticity 63
Quadratic Hedging for the Bates Model 62
Shift, slope and curvature for a class of yields correlation matrices 55
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 52
Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging 47
A self-exciting modeling framework for forward prices in power markets 45
The Esscher Transforms and The Minimal Entropy Martingale Measure for Exponential Lévy Models 39
Mathematical finance: theory review and exercises 34
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters 32
Interest Rates Term Structure Models Driven by Hawkes Processes 12
null 6
Totale 4.711
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Categoria #
all - tutte 12.836
article - articoli 10.193
book - libri 2.171
conference - conferenze 197
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 275
Totale 25.672
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020910 0 0 0 0 125 130 158 102 133 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
2024/2025238 27 17 50 59 85 0 0 0 0 0 0 0
Totale 4.711