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 2 1,104 0 0 7 2,207
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 1 1 2 124
Rational decisions, random matrices and spin glasses 0 0 0 225 1 1 3 581
Shape factors and cross-sectional risk 0 0 0 2 0 0 1 30
Theory and Calibration of Swap Market Models 0 0 0 1,596 0 0 2 3,514
Total Working Papers 0 0 2 2,946 2 2 15 6,456


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 1 73 0 1 4 159
American option pricing in Gauss–Markov interest rate models 0 0 0 1 1 2 3 19
Rational decisions, random matrices and spin glasses 0 0 0 25 0 0 0 78
Scaling in currency exchange 0 0 3 20 1 1 8 68
Shape factors and cross-sectional risk 0 0 0 17 0 1 3 122
Stretching of material lines and surfaces in systems with Lagrangian chaos 0 0 0 0 0 0 0 9
THEORY AND CALIBRATION OF SWAP MARKET MODELS 1 1 2 56 1 1 4 157
Total Journal Articles 1 1 6 192 3 6 22 612


Statistics updated 2025-03-03