statistiche ricercatore

Continente	#
EU - Europa	1.546
NA - Nord America	287
AS - Asia	236
Continente sconosciuto - Info sul continente non disponibili	87
SA - Sud America	54
AF - Africa	8
OC - Oceania	1
Totale	2.219

Nazione	#
RU - Federazione Russa	1.350
US - Stati Uniti d'America	261
IT - Italia	119
SG - Singapore	102
BR - Brasile	41
HK - Hong Kong	40
CN - Cina	34
DE - Germania	25
CA - Canada	12
BD - Bangladesh	11
GB - Regno Unito	10
NL - Olanda	10
FR - Francia	9
AR - Argentina	8
ID - Indonesia	5
VN - Vietnam	5
AT - Austria	4
IN - India	4
IR - Iran	4
JP - Giappone	4
MX - Messico	4
PK - Pakistan	4
PR - Porto Rico	4
UZ - Uzbekistan	4
CH - Svizzera	3
CW - ???statistics.table.value.countryCode.CW???	3
ES - Italia	3
CO - Colombia	2
FI - Finlandia	2
GR - Grecia	2
IL - Israele	2
IQ - Iraq	2
JO - Giordania	2
PH - Filippine	2
PY - Paraguay	2
RS - Serbia	2
SA - Arabia Saudita	2
TH - Thailandia	2
TR - Turchia	2
ZA - Sudafrica	2
AU - Australia	1
AZ - Azerbaigian	1
BB - Barbados	1
BF - Burkina Faso	1
BH - Bahrain	1
DK - Danimarca	1
GP - Guadalupe	1
GT - Guatemala	1
HR - Croazia	1
KE - Kenya	1
LT - Lituania	1
LV - Lettonia	1
MA - Marocco	1
MZ - Mozambico	1
NG - Nigeria	1
NI - Nicaragua	1
PA - Panama	1
PE - Perù	1
PL - Polonia	1
QA - Qatar	1
SE - Svezia	1
TJ - Tagikistan	1
TN - Tunisia	1
TT - Trinidad e Tobago	1
TW - Taiwan	1
UA - Ucraina	1
Totale	2.135

Nome	#
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters	738
Optimal reinsurance via BSDEs in a partially observable model with jump clusters	733
Hawkes Processes in Energy Markets: Modelling, Estimation and Derivatives Pricing	96
Interest Rates Term Structure Models Driven by Hawkes Processes	90
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets	86
Guaranteed Minimum Maturity Benefits in a Self-Exciting Stochastic Mortality Model: Pricing, Estimation and Calibration	67
Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging	65
Asian options pricing in Hawkes-type jump-diffusion models	63
A self-exciting modeling framework for forward prices in power markets	60
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process	52
Mathematical Finance	48
Foreword to the Special Issue on Energy Finance and Climate Change	45
Semistatic Variance-Optimal Hedging with Self-Exciting Jumps	27
Full calibration, fast simulation, and exotic options pricing under the Ornstein–Uhlenbeck driven stochastic volatility model	25
OPTIMAL SELF-PROTECTION VIA BSDEs FOR RISK MODELS WITH JUMP CLUSTERS	24
Totale	2.219

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2023/2024	11	0	0	0	0	0	0	0	0	4	7	0	0
2024/2025	226	0	6	1	7	10	35	13	34	25	5	32	58
2025/2026	1.776	44	13	21	23	22	31	48	11	1.399	84	10	70
2026/2027	206	29	26	44	104	3	0	0	0	0	0	0	0
Totale													2.219