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 0 2 3 126
Rational decisions, random matrices and spin glasses 0 0 0 225 0 1 2 582
Shape factors and cross-sectional risk 0 0 0 2 0 0 0 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 0 3 11 6,459


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 2 159
American option pricing in Gauss–Markov interest rate models 0 0 0 1 0 0 3 19
Rational decisions, random matrices and spin glasses 0 1 1 26 0 1 1 79
Scaling in currency exchange 0 0 2 20 0 0 6 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 0 1 2 11
THEORY AND CALIBRATION OF SWAP MARKET MODELS 0 0 2 56 0 0 4 157
Total Journal Articles 0 1 5 193 0 2 20 615


Statistics updated 2025-07-04