Access Statistics for Guido Germano

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
An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default 0 0 0 29 0 0 1 34
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 0 0 1 29
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 57 0 0 1 59
Fluctuation identities with continuous monitoring and their application to price barrier options 0 0 0 9 0 0 2 22
Full and fast calibration of the Heston stochastic volatility model 0 0 1 8 0 0 2 27
Full and fast calibration of the Heston stochastic volatility model 0 0 0 38 0 0 1 73
Hilbert transform, spectral filters and option pricing 0 0 0 7 0 0 1 30
Influence of saving propensity on the power law tail of wealth distribution 0 0 0 11 0 1 2 51
Kinetic theory models for the distribution of wealth: power law from overlap of exponentials 0 0 1 27 0 3 5 114
Large scale simulation of synthetic markets 0 0 0 13 0 1 2 39
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 0 1 1 236
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 1 10 0 0 1 24
Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities 0 0 1 1 0 0 2 5
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 6 0 0 0 18
Relaxation in statistical many-agent economy models 0 0 0 3 0 1 1 29
Sentiment trading with large language models 1 1 16 17 1 2 17 19
Sentiment trading with large language models 1 2 8 8 4 9 25 25
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 0 1 1 91
Speculative option valuation: A supercomputing approach 0 0 0 0 0 0 1 458
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 5 0 0 1 31
Stability of calibration procedures: fractals in the Black-Scholes model 0 0 0 2 0 0 1 12
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 0 1 1 93
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 0 0 141
Total Working Papers 2 3 28 452 5 20 70 1,660

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default 0 0 0 1 0 1 4 13
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 0 0 3 61
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 1 10 1 2 7 61
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 0 0 0 1 0 0 2 11
Full and fast calibration of the Heston stochastic volatility model 0 0 2 25 2 4 17 173
Hilbert transform, spectral filters and option pricing 0 0 2 5 0 0 4 28
Influence of saving propensity on the power-law tail of the wealth distribution 0 0 0 2 0 0 1 39
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 2 8 0 1 3 57
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 4 0 0 0 13
Relaxation in statistical many-agent economy models 0 0 0 0 0 0 2 16
Sentiment trading with large language models 0 0 11 11 0 4 37 37
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 0 0 9
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 9 1 1 2 57
Total Journal Articles 0 0 18 91 4 13 82 575

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Statistics updated 2025-05-12