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 1 1 1 1,105 1 12 13 2,220
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 1 4 8 131
Rational decisions, random matrices and spin glasses 0 0 0 225 1 4 6 586
Shape factors and cross-sectional risk 0 0 1 3 0 2 3 33
Theory and Calibration of Swap Market Models 1 1 2 1,598 11 13 14 3,528
Total Working Papers 2 2 4 2,950 14 35 44 6,498


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 2 4 162
American option pricing in Gauss–Markov interest rate models 0 0 1 2 0 1 4 21
Rational decisions, random matrices and spin glasses 0 0 1 26 0 1 3 81
Scaling in currency exchange 0 0 0 20 0 1 2 69
Shape factors and cross-sectional risk 0 1 1 18 1 5 7 129
Stretching of material lines and surfaces in systems with Lagrangian chaos 0 0 0 0 0 2 4 13
THEORY AND CALIBRATION OF SWAP MARKET MODELS 0 0 2 57 4 5 8 164
Total Journal Articles 0 1 5 196 5 17 32 639


Statistics updated 2026-01-09