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 1 6 7 41
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 0 6 9 38
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 57 0 2 7 66
Fluctuation identities with continuous monitoring and their application to price barrier options 0 0 0 9 1 10 12 34
Full and fast calibration of the Heston stochastic volatility model 0 0 1 9 0 3 7 34
Full and fast calibration of the Heston stochastic volatility model 0 0 0 38 0 8 21 94
Hilbert transform, spectral filters and option pricing 0 0 0 7 1 6 10 40
Influence of saving propensity on the power law tail of wealth distribution 0 0 0 11 0 5 8 58
Kinetic theory models for the distribution of wealth: power law from overlap of exponentials 0 0 0 27 1 3 8 122
Large scale simulation of synthetic markets 0 0 0 13 0 4 7 45
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 1 8 10 246
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 0 10 3 8 12 36
Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 1 0 4 6 11
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 6 4 13 17 35
Relaxation in statistical many-agent economy models 0 0 0 3 1 6 8 36
Sentiment trading with large language models 0 1 6 13 9 37 83 101
Sentiment trading with large language models 0 1 4 20 5 22 39 56
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 0 3 5 95
Speculative option valuation: A supercomputing approach 0 0 0 0 1 5 7 465
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 5 0 4 5 36
Stability of calibration procedures: fractals in the Black-Scholes model 0 0 0 2 0 2 3 15
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 0 3 7 99
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 1 8 11 152
Total Working Papers 0 2 11 461 29 176 309 1,955

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 7 7 20
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 0 4 7 68
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 10 0 3 9 68
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 0 0 0 1 1 9 18 29
Full and fast calibration of the Heston stochastic volatility model 0 0 0 25 2 11 21 190
Hilbert transform, spectral filters and option pricing 0 0 0 5 0 16 23 51
Influence of saving propensity on the power-law tail of the wealth distribution 0 0 0 2 0 0 1 40
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 8 0 6 15 71
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 4 0 2 4 17
Relaxation in statistical many-agent economy models 0 0 0 0 0 5 6 22
Sentiment trading with large language models 0 5 10 21 10 53 118 153
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 2 6 15
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 2 2 11 0 4 7 63
Total Journal Articles 0 7 12 103 15 122 242 807

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Statistics updated 2026-03-04