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 | 0 | 0 | 4 | 2,207 |
| Rational Decisions, Random Matrices and Spin Glasses | 0 | 0 | 0 | 19 | 0 | 1 | 3 | 126 |
| Rational decisions, random matrices and spin glasses | 0 | 0 | 0 | 225 | 0 | 1 | 2 | 582 |
| Shape factors and cross-sectional risk | 1 | 1 | 1 | 3 | 1 | 1 | 1 | 31 |
| Theory and Calibration of Swap Market Models | 1 | 1 | 1 | 1,597 | 1 | 1 | 2 | 3,515 |
| Total Working Papers | 2 | 2 | 3 | 2,948 | 2 | 4 | 12 | 6,461 |
| 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 | 0 | 0 | 2 | 159 |
| American option pricing in Gauss–Markov interest rate models | 1 | 1 | 1 | 2 | 1 | 1 | 4 | 20 |
| Rational decisions, random matrices and spin glasses | 0 | 0 | 1 | 26 | 0 | 0 | 1 | 79 |
| Scaling in currency exchange | 0 | 0 | 2 | 20 | 0 | 0 | 6 | 68 |
| Shape factors and cross-sectional risk | 0 | 0 | 0 | 17 | 1 | 1 | 3 | 123 |
| 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 | 1 | 1 | 3 | 57 | 2 | 2 | 6 | 159 |
| Total Journal Articles | 2 | 2 | 7 | 195 | 4 | 4 | 24 | 619 |
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