Access Statistics for Yuri F. Saporito
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 | |
| First-Order Asymptotics of Path-Dependent Derivatives in Multiscale Stochastic Volatility Environment | 0 | 0 | 0 | 10 | 1 | 4 | 5 | 16 |
| Functional Ito Calculus, Path-dependence and the Computation of Greeks | 1 | 1 | 1 | 19 | 1 | 5 | 5 | 79 |
| Heston Stochastic Vol-of-Vol Model for Joint Calibration of VIX and S&P 500 Options | 1 | 1 | 2 | 53 | 2 | 7 | 16 | 78 |
| The Calibration of Stochastic-Local Volatility Models - An Inverse Problem Perspective | 0 | 1 | 6 | 17 | 1 | 6 | 18 | 48 |
| Total Working Papers | 2 | 3 | 9 | 99 | 5 | 22 | 44 | 221 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options | 0 | 0 | 1 | 8 | 1 | 5 | 15 | 51 |
| MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES | 0 | 0 | 0 | 5 | 0 | 4 | 5 | 21 |
| Total Journal Articles | 0 | 0 | 1 | 13 | 1 | 9 | 20 | 72 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.