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 3 1,107 2 5 30 2,238
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 19 0 1 18 145
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 0 1 10 41
Theory and Calibration of Swap Market Models 1 1 2 1,599 2 2 27 3,542
Total Working Papers 1 1 5 2,953 4 9 100 6,563


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 1 10 170
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 0 2 5 85
Scaling in currency exchange 0 0 0 20 0 3 10 78
Shape factors and cross-sectional risk 0 0 1 18 0 0 16 140
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 2 2 9 168
Total Journal Articles 0 0 1 196 3 8 55 677


Statistics updated 2026-10-11