FATONE, Lorella
 Distribuzione geografica
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Continente #
NA - Nord America 5.497
EU - Europa 1.553
AS - Asia 804
Continente sconosciuto - Info sul continente non disponibili 6
SA - Sud America 3
OC - Oceania 1
Totale 7.864
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Nazione #
US - Stati Uniti d'America 5.310
CN - Cina 691
IT - Italia 384
UA - Ucraina 215
DE - Germania 207
GB - Regno Unito 202
CA - Canada 185
PL - Polonia 155
SE - Svezia 140
FI - Finlandia 104
SG - Singapore 69
FR - Francia 57
IE - Irlanda 44
BE - Belgio 12
CZ - Repubblica Ceca 11
VN - Vietnam 10
HK - Hong Kong 9
ES - Italia 7
EU - Europa 6
IN - India 6
KR - Corea 6
AT - Austria 5
IR - Iran 3
BO - Bolivia 2
NL - Olanda 2
RU - Federazione Russa 2
TR - Turchia 2
TW - Taiwan 2
AE - Emirati Arabi Uniti 1
AL - Albania 1
AU - Australia 1
BG - Bulgaria 1
BR - Brasile 1
CH - Svizzera 1
HN - Honduras 1
HR - Croazia 1
ID - Indonesia 1
IS - Islanda 1
JP - Giappone 1
MY - Malesia 1
PK - Pakistan 1
PR - Porto Rico 1
PT - Portogallo 1
TH - Thailandia 1
Totale 7.864
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Città #
Fairfield 682
Woodbridge 631
Jacksonville 560
Houston 442
Ashburn 341
Seattle 322
Chandler 313
Wilmington 302
Ann Arbor 283
Cambridge 261
Nanjing 163
Toronto 126
Warsaw 123
San Mateo 82
Boardman 75
Dearborn 73
Lawrence 73
Princeton 73
Columbus 68
Ogden 63
Beijing 55
Lachine 54
Nanchang 49
Singapore 49
London 47
Camerino 46
Dublin 44
Shanghai 41
Helsinki 39
Kunming 35
San Diego 32
Kraków 31
Guangzhou 28
Hebei 25
Shenyang 25
Jiaxing 22
Milan 22
Bremen 21
Centro 19
Los Angeles 17
Tianjin 17
Wuhan 16
Philadelphia 14
Changsha 13
Lanzhou 13
Brussels 12
Chicago 12
New York 12
Verona 12
Auburn Hills 10
Dong Ket 10
Manchester 10
Washington 10
Orange 9
Santa Clara 9
Indiana 8
Norwalk 8
Changchun 7
Redwood City 7
Simi Valley 7
Brno 6
Hangzhou 6
Jinhua 6
Ningbo 6
Pune 6
Reggio Emilia 6
Rome 6
Yiwu 6
Alghero 5
Fano 5
Hanover 5
Heze 5
Hong Kong 5
Phoenix 5
Prescot 5
Acton 4
Barcelona 4
Castelraimondo 4
Düsseldorf 4
Hefei 4
Jinan 4
Munich 4
Quanzhou 4
Sejong 4
Shaoxing 4
Shenzhen 4
Strasbourg 4
Zhengzhou 4
Ancona 3
Boulder 3
Buti 3
Edinburgh 3
Falls Church 3
Filottrano 3
Genova 3
Kilburn 3
Macerata 3
Olomouc 3
Pesaro 3
Pleasant Grove 3
Totale 6.144
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Nome #
The Barone-Adesi Whaley Formula to Price American Options Revisited 319
Data fusion and filtering via calculus of variations 182
Systemic risk governance in a dynamical model of a banking system 163
Optimal Collocation Nodes for Fractional Derivative Operators 162
Time harmonic electromagnetic scattering from a bounded obstacle: an existence theorem and a computational method 161
Furtivity and masking problems in time dependent electromagnetic obstacle scattering 155
Direct and inverse acoustic scattering problems involving smart obstacles 150
A convergence analysis for the superconsistent Chebyshev method 150
Isospectral Domains for Discrete Elliptic Operators 143
A perturbative formula to price barrier options with time dependent parameters in the Black and Scholes world 140
Finite-difference preconditioners for superconsistent pseudospectral approximations 139
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 137
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 136
A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles 135
Acoustic scattering cross sections of smart obstacles: a case study 135
A masking problem in time dependent acoustic obstacle scattering 134
Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds 134
The use of statistical tests to calibrate the normal SABR model 133
Parallel option pricing on GPU: barrier options and realized variance options 132
Arbitrary-Order Time-Accurate Semi-Lagrangian Spectral Approximations of the Vlasov-Poisson System 131
A Semi-Lagrangian Spectral Method for the Vlasov-Poisson System based on Fourier, Legendre and Hermite Polynomials 131
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 129
Multimodels for incompressible flows: iterative solutions for the Navier-Stokes/Oseen coupling 127
A parallel code for time dependent acoustic scattering involving passive or smart obstacles 126
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 124
Some control problems for the Maxwell equations related to furtivity and masking problems in electromagnetic obstacle scattering. 123
Fusion of SAR/Optical images to detect urban areas. 123
Finite-difference schemes for transport-dominated equations using special collocation nodes 122
A method to solve an acoustic inverse scattering problem involving smart obstacles 122
A Trading Execution Model Based on Mean Field Games and Optimal Control 122
An inverse problem for the two dimensional wave equation in a stratified medium. 122
Multimodels for incompressible flows 118
The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices 117
A numerical method for time dependent acoustic scattering problems involving smart obstacles and incoming waves of small wavelengths. 117
Furtivity and masking problems in time dependent acoustic obstacle scattering. 116
An image fusion approach to the numerical inversion of multifrequency electromagnetic scattering data 113
The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility 113
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 113
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 103
Wavelet bases made of piecewise polynomial functions: theory and applications 98
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 95
Data fusion and nonlinear optimization 91
Un metodo di decomposizione dei domini eterogeneo per le equazioni di Navier-Stokes incomprimibili 87
Mathematical models of 'active' obstacles in acoustic scattering. 86
A New Remez-Type Algorithm for Best Polynomial Approximation 85
Filtering and maximum likelihood methods in the calibration of some stochastic volatility models of mathematical finance. 84
The use of grossone in elastic net regularization and sparse support vector machines 82
A parallel numerical method to solve high frequency ghost obstacle acoustic scattering problems 81
A multiscale stochastic volatility model in mathematical finance 79
A method to compute the transition probability density associated to a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term 78
Some anisotropic furtivity problems in time dependent acoustic obstacle scattering. 78
Some control problems in electromagnetics and fluid dynamics. 77
Data fusion and quality assessment of fusion products: methods and examples. 76
Calculus of variations and data fusion. Methods and examples. 76
Le opzioni reali come strumento di valutazione di piccole imprese e di progetti innovativi 75
Calibration of a stochastic dynamical system used to model spiky prices: an application to electric power prices 74
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems 71
Iterative solutions of multimodels for incompressible flows 71
Modelli omogenei ed eterogenei per fluidi incomprimibili 71
Calibration of a multiscale stochastic volatility model using European option prices 70
Mathematical models and numerical methods to solve some problems in time dependent acoustic obstacle scattering. 70
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 70
COMunicare la Matematica - Festa per i primi 50 anni del corso di laurea in Matematica all'Università di Camerino 69
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities 69
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods. 68
Numerical solution of vascular flows by heterogeneous domain decomposition methods 67
Mathematical models of smart obstacles. 64
Some mathematical models of furtivity and masking problems in time dependent acoustic obstacle scattering. 62
High performance algorithms based on a new wavelet expansion for time dependent acoustic obstacle scattering 62
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices 62
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration 61
New scattering problems and numerical methods in acoustics. 50
Impact of a probiotic diet on well-being of healthy senior: THE PROBIOSENIOR PROJECT 49
On the use of Hermite functions for the Vlasov–Poisson system 42
The Use of Infinities and Infinitesimals for Sparse Classification Problems 26
A Decision-Making Machine Learning Approach in Hermite Spectral Approximations of Partial Differential Equations 20
A hybrid model based on stochastic volatility and machine learning to forecast log returns of a risky asset 18
Electromagnetic fields simulating a rotating sphere and its exterior with implications to the modeling of the heliosphere 16
High-order discretization of backward anisotropic diffusion and application to image processing 13
Optimal solution of the liquidation problem under execution and price impact risks 12
Calibration in the "real world" of a partially specified stochastic volatility model 7
Electromagnetic Displacements Rotating Inside an Annular Region 6
Totale 8.020
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Categoria #
all - tutte 33.187
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 33.187
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.741 0 79 254 439 109 157 128 186 130 118 48 93
2020/20211.275 56 117 54 121 92 87 187 36 117 42 226 140
2021/2022703 75 201 6 29 30 50 34 54 41 64 30 89
2022/2023964 151 0 38 142 118 139 5 68 167 38 72 26
2023/2024740 112 42 54 19 42 57 42 39 89 29 24 191
2024/2025209 136 73 0 0 0 0 0 0 0 0 0 0
Totale 8.020