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

SGARRA, CARLO
 Distribuzione geografica
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Continente #
NA - Nord America 3.319
EU - Europa 2.818
AS - Asia 1.139
SA - Sud America 210
AF - Africa 37
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 3
Totale 7.531
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Nazione #
US - Stati Uniti d'America 3.248
IT - Italia 1.432
RU - Federazione Russa 582
SG - Singapore 380
CN - Cina 258
VN - Vietnam 185
BR - Brasile 177
FR - Francia 118
DE - Germania 107
GB - Regno Unito 105
UA - Ucraina 105
ES - Italia 81
HK - Hong Kong 57
CA - Canada 54
FI - Finlandia 54
KR - Corea 52
SE - Svezia 52
NL - Olanda 51
JP - Giappone 42
JO - Giordania 40
IE - Irlanda 30
IN - India 27
CH - Svizzera 22
AT - Austria 19
BE - Belgio 18
BD - Bangladesh 12
IQ - Iraq 12
PL - Polonia 12
PT - Portogallo 11
ID - Indonesia 10
MX - Messico 10
TR - Turchia 10
AR - Argentina 9
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
PK - Pakistan 5
AZ - Azerbaigian 4
CI - Costa d'Avorio 4
CR - Costa Rica 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
TN - Tunisia 3
A1 - Anonimo 2
AE - Emirati Arabi Uniti 2
BJ - Benin 2
DZ - Algeria 2
EU - Europa 2
IR - Iran 2
JM - Giamaica 2
MU - Mauritius 2
PE - Perù 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
IS - Islanda 1
KG - Kirghizistan 1
LB - Libano 1
LK - Sri Lanka 1
MD - Moldavia 1
QA - Qatar 1
RS - Serbia 1
SM - San Marino 1
TT - Trinidad e Tobago 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 7.531
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Città #
Ashburn 387
Fairfield 357
Milan 229
Woodbridge 229
San Jose 208
Singapore 206
Ann Arbor 193
Chandler 186
Seattle 148
Wilmington 148
Houston 146
Cambridge 143
Moscow 96
Málaga 73
Council Bluffs 68
Jacksonville 66
The Dalles 58
Rome 55
Florence 54
Seoul 48
Boardman 45
Kent 45
Ottawa 45
Dearborn 44
Los Angeles 44
Amman 40
Hong Kong 40
London 40
Santa Clara 40
Dong Ket 39
Lawrence 34
Tokyo 34
Dallas 33
Ho Chi Minh City 33
Lauterbourg 33
Dublin 30
Hefei 30
Amsterdam 29
North Charleston 28
Beijing 27
Medford 27
New York 26
Guangzhou 24
Frankfurt am Main 22
Columbus 21
San Diego 21
Stockholm 20
Hanoi 19
Helsinki 18
Buffalo 16
Vienna 15
Brescia 14
Brussels 14
São Paulo 12
Des Moines 11
Princeton 11
Mumbai 10
Shanghai 10
Turin 10
Palermo 9
Redwood City 9
Torino 9
Monza 8
Warsaw 8
Belo Horizonte 7
Denver 7
Jakarta 7
Padova 7
Salt Lake City 7
Taipei 7
Bergamo 6
Las Vegas 6
Lisbon 6
Mascalucia 6
Napoli 6
Norwalk 6
Orem 6
Valmadrera 6
Auburn Hills 5
Bologna 5
Cagliari 5
Changsha 5
Chengdu 5
Mission Viejo 5
Paris 5
Pavia 5
Rio de Janeiro 5
Trento 5
Abidjan 4
Bari 4
Brooklyn 4
Catania 4
Chennai 4
Chicago 4
Chieti 4
Curitiba 4
Foiano della Chiana 4
Fuzhou 4
Haiphong 4
Juiz de Fora 4
Totale 4.383
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Nome #
INGEGNERIA FINANZIARIA 841
MATHEMATICAL FINANCE: THEORY REVIEW AND EXERCISES 765
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis 272
A Finite Element Discretization Method for Option Pricing with the Bates Model 252
American option valuation in a stochastic volatility model with transaction costs 249
Acceptability indexes via g-expectations: an application to liquidity risk. 225
A branching process approach to power markets. 217
Geometric Asian option pricing in general affine stochastic volatility models with jumps 212
Asian options pricing in Hawkes-type jump-diffusion models. 196
A particle filtering approach to oil futures price calibration and forecasting 187
Correlation matrices for yields and total positivity 174
Half-Range Completeness for the Fokker-Planck Equation with an External Force 173
On the Relation between the Scattering Kernel and the Standard Formulation of the Boltzmann Equation 172
Convex Ordering of Esscher and Minimal Entropy Martingale Measures in Discrete Time Models 168
Comments on Extension of the Mott-Smith Method to denser gases 165
An Exact Analytical Solution for Discrete Barrier Options 162
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets 156
L2-Stability near Equilibrium of the Solution of the Homogeneous Boltzmann Equation in the case of Maxwellian Molecules 148
Mathematical finance: theory review and exercises 147
Optimal investment in markets with over and under-reaction to information. 147
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters 146
Directions of coaxiality between pure strain and stress in linear elasticity 145
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. 143
Half-Range Completeness of the Fokker-Planck Eqution with an External Force 142
ESERCIZI DI FINANZA MATEMATICA 140
Comparison Results for GARCH Processes 139
On the Explicit Evaluation of the Geometric Asian Options in Stochastic Volatility Models with Jumps 135
On the Esscher Transforms and Other Equivalent Martingale Measures for the Barndorff-Nielsen and Shephard Stochastic Volatility Models with Jumps 131
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 131
Some Results on Correlation Matrices for Interest Rates 129
The Risk Premium and the Esscher Transform in Power Markets 129
Rotations which make strain and stress coaxial 125
A self-exciting modeling framework for forward prices in power markets 125
Numerical Analysis of a Shock-Wave Solution of the Enskog Equation Obtained via a Monte Carlo Method 122
Remarks about Higher-Order Poles in the Belinsky-Zakharov Method for Einstein Equations 121
Numerical Analysis of Two-Soliton Solutions on a Bianchi Type-II Background 121
Quadratic Hedging for the Bates Model 109
Shift, slope and curvature for a class of yields correlation matrices 97
Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging 95
The Esscher Transforms and The Minimal Entropy Martingale Measure for Exponential Lévy Models 93
Interest Rates Term Structure Models Driven by Hawkes Processes 57
null 6
Totale 7.609
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Categoria #
all - tutte 19.643
article - articoli 15.836
book - libri 3.009
conference - conferenze 357
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 441
Totale 39.286
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021207 0 0 0 0 0 0 0 0 0 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
2024/2025733 27 17 50 59 112 35 37 66 149 27 88 66
2025/20262.403 489 439 125 189 111 170 453 137 130 160 0 0
Totale 7.609