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 1 1,105 3 4 23 2,230
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 3 7 19 144
Rational decisions, random matrices and spin glasses 0 0 0 225 1 7 16 597
Shape factors and cross-sectional risk 0 0 1 3 2 3 10 40
Theory and Calibration of Swap Market Models 0 0 2 1,598 2 4 24 3,538
Total Working Papers 0 0 4 2,950 11 25 92 6,549


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 3 5 10 169
American option pricing in Gauss–Markov interest rate models 0 0 1 2 0 1 4 23
Rational decisions, random matrices and spin glasses 0 0 0 26 0 1 4 83
Scaling in currency exchange 0 0 0 20 2 2 5 73
Shape factors and cross-sectional risk 0 0 1 18 4 5 17 139
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 1 57 1 1 9 166
Total Journal Articles 0 0 3 196 10 15 51 666


Statistics updated 2026-05-06