Access Statistics for Stefano Galluccio

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Implied Calibration of Stochastic Volatility Jump Diffusion Models 0 0 1 1,104 1 1 5 2,208
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 0 1 4 127
Rational decisions, random matrices and spin glasses 0 0 0 225 0 0 2 582
Shape factors and cross-sectional risk 0 1 1 3 0 1 1 31
Theory and Calibration of Swap Market Models 0 1 1 1,597 0 1 1 3,515
Total Working Papers 0 2 3 2,948 1 4 13 6,463


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new measure of cross-sectional risk and its empirical implications for portfolio risk management 0 0 0 73 1 1 3 160
American option pricing in Gauss–Markov interest rate models 0 1 1 2 0 1 3 20
Rational decisions, random matrices and spin glasses 0 0 1 26 1 1 2 80
Scaling in currency exchange 0 0 2 20 0 0 4 68
Shape factors and cross-sectional risk 0 0 0 17 0 2 3 124
Stretching of material lines and surfaces in systems with Lagrangian chaos 0 0 0 0 0 0 2 11
THEORY AND CALIBRATION OF SWAP MARKET MODELS 0 1 3 57 0 2 6 159
Total Journal Articles 0 2 7 195 2 7 23 622


Statistics updated 2025-10-06