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 4 6 6 40
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 2 7 9 38
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 57 2 4 7 66
Fluctuation identities with continuous monitoring and their application to price barrier options 0 0 0 9 6 9 11 33
Full and fast calibration of the Heston stochastic volatility model 0 0 1 9 2 3 7 34
Full and fast calibration of the Heston stochastic volatility model 0 0 0 38 4 11 21 94
Hilbert transform, spectral filters and option pricing 0 0 0 7 4 6 9 39
Influence of saving propensity on the power law tail of wealth distribution 0 0 0 11 4 5 8 58
Kinetic theory models for the distribution of wealth: power law from overlap of exponentials 0 0 0 27 2 3 10 121
Large scale simulation of synthetic markets 0 0 0 13 1 5 7 45
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 2 8 10 245
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 0 10 2 6 9 33
Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 1 4 4 6 11
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 6 6 10 13 31
Relaxation in statistical many-agent economy models 0 0 0 3 3 5 7 35
Sentiment trading with large language models 1 3 7 13 17 36 76 92
Sentiment trading with large language models 1 1 4 20 8 21 34 51
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 2 4 5 95
Speculative option valuation: A supercomputing approach 0 0 0 0 3 4 6 464
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 5 3 4 5 36
Stability of calibration procedures: fractals in the Black-Scholes model 0 0 0 2 1 2 3 15
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 2 5 7 99
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 6 8 10 151
Total Working Papers 2 4 12 461 90 176 286 1,926

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 2 5 6 18
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 2 5 7 68
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 10 1 5 9 68
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 0 0 0 1 5 10 17 28
Full and fast calibration of the Heston stochastic volatility model 0 0 0 25 6 11 19 188
Hilbert transform, spectral filters and option pricing 0 0 0 5 16 19 23 51
Influence of saving propensity on the power-law tail of the wealth distribution 0 0 0 2 0 1 1 40
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 8 5 7 15 71
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 4 2 4 4 17
Relaxation in statistical many-agent economy models 0 0 0 0 2 5 6 22
Sentiment trading with large language models 3 7 10 21 15 56 110 143
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 2 2 6 15
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 2 2 11 1 4 7 63
Total Journal Articles 3 9 12 103 59 134 230 792

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Statistics updated 2026-02-12