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 1 4 27 2,234
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 0 0 18 144
Rational decisions, random matrices and spin glasses 0 0 0 225 0 0 15 597
Shape factors and cross-sectional risk 0 0 0 3 1 1 10 41
Theory and Calibration of Swap Market Models 0 0 1 1,598 0 2 25 3,540
Total Working Papers 0 2 4 2,952 2 7 95 6,556


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 0 10 169
American option pricing in Gauss–Markov interest rate models 0 0 0 2 0 0 3 23
Rational decisions, random matrices and spin glasses 0 0 0 26 1 1 5 84
Scaling in currency exchange 0 0 0 20 0 2 7 75
Shape factors and cross-sectional risk 0 0 1 18 0 1 17 140
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 0 57 0 0 7 166
Total Journal Articles 0 0 1 196 1 4 51 670


Statistics updated 2026-08-07