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 0 1,104 9 10 11 2,217
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 2 2 4 584
Shape factors and cross-sectional risk 0 0 1 3 1 1 2 32
Theory and Calibration of Swap Market Models 0 0 1 1,597 0 0 1 3,515
Total Working Papers 0 0 2 2,948 12 14 22 6,475


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 2 3 5 162
American option pricing in Gauss–Markov interest rate models 0 0 1 2 0 0 3 20
Rational decisions, random matrices and spin glasses 0 0 1 26 1 2 3 81
Scaling in currency exchange 0 0 0 20 1 1 3 69
Shape factors and cross-sectional risk 1 1 1 18 3 4 6 127
Stretching of material lines and surfaces in systems with Lagrangian chaos 0 0 0 0 2 2 4 13
THEORY AND CALIBRATION OF SWAP MARKET MODELS 0 0 2 57 1 1 5 160
Total Journal Articles 1 1 5 196 10 13 29 632


Statistics updated 2025-11-08