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 2 3 1,107 0 6 26 2,233
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 0 3 18 144
Rational decisions, random matrices and spin glasses 0 0 0 225 0 1 15 597
Shape factors and cross-sectional risk 0 0 1 3 0 2 10 40
Theory and Calibration of Swap Market Models 0 0 2 1,598 1 4 26 3,540
Total Working Papers 0 2 6 2,952 1 16 95 6,554


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 3 10 169
American option pricing in Gauss–Markov interest rate models 0 0 1 2 0 0 4 23
Rational decisions, random matrices and spin glasses 0 0 0 26 0 0 4 83
Scaling in currency exchange 0 0 0 20 0 4 7 75
Shape factors and cross-sectional risk 0 0 1 18 1 5 18 140
Stretching of material lines and surfaces in systems with Lagrangian chaos 0 0 0 0 0 0 2 13
THEORY AND CALIBRATION OF SWAP MARKET MODELS 0 0 1 57 0 1 9 166
Total Journal Articles 0 0 3 196 1 13 54 669


Statistics updated 2026-07-10