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 1 1 1,105 0 7 19 2,226
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 3 10 16 140
Rational decisions, random matrices and spin glasses 0 0 0 225 4 9 13 594
Shape factors and cross-sectional risk 0 0 1 3 1 5 8 38
Theory and Calibration of Swap Market Models 0 1 2 1,598 1 18 21 3,535
Total Working Papers 0 2 4 2,950 9 49 77 6,533


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 1 3 6 165
American option pricing in Gauss–Markov interest rate models 0 0 1 2 1 2 4 23
Rational decisions, random matrices and spin glasses 0 0 1 26 1 2 5 83
Scaling in currency exchange 0 0 0 20 0 2 3 71
Shape factors and cross-sectional risk 0 0 1 18 0 6 12 134
Stretching of material lines and surfaces in systems with Lagrangian chaos 0 0 0 0 0 0 4 13
THEORY AND CALIBRATION OF SWAP MARKET MODELS 0 0 1 57 0 5 8 165
Total Journal Articles 0 0 4 196 3 20 42 654


Statistics updated 2026-03-04