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 1,104 0 0 5 2,207
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 1 2 2 125
Rational decisions, random matrices and spin glasses 0 0 0 225 0 1 1 581
Shape factors and cross-sectional risk 0 0 0 2 0 0 1 30
Theory and Calibration of Swap Market Models 0 0 0 1,596 0 0 1 3,514
Total Working Papers 0 0 1 2,946 1 3 10 6,457


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 1 73 0 0 3 159
American option pricing in Gauss–Markov interest rate models 0 0 0 1 0 1 3 19
Rational decisions, random matrices and spin glasses 1 1 1 26 1 1 1 79
Scaling in currency exchange 0 0 3 20 0 1 8 68
Shape factors and cross-sectional risk 0 0 0 17 0 0 2 122
Stretching of material lines and surfaces in systems with Lagrangian chaos 0 0 0 0 1 2 2 11
THEORY AND CALIBRATION OF SWAP MARKET MODELS 0 1 2 56 0 1 4 157
Total Journal Articles 1 2 7 193 2 6 23 615


Statistics updated 2025-05-12