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 1 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 0 9 38
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 57 4 5 12 71
Fluctuation identities with continuous monitoring and their application to price barrier options 0 0 0 9 4 5 16 38
Full and fast calibration of the Heston stochastic volatility model 1 1 1 39 9 10 31 104
Full and fast calibration of the Heston stochastic volatility model 0 0 1 9 2 3 10 37
Hilbert transform, spectral filters and option pricing 0 0 0 7 1 2 11 41
Influence of saving propensity on the power law tail of wealth distribution 0 0 0 11 4 5 12 63
Kinetic theory models for the distribution of wealth: power law from overlap of exponentials 0 0 0 27 1 3 10 124
Large scale simulation of synthetic markets 0 0 0 13 4 5 11 50
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 3 7 16 252
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 0 10 0 3 12 36
Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 1 0 0 6 11
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 6 2 8 21 39
Relaxation in statistical many-agent economy models 0 0 0 3 1 2 8 37
Sentiment trading with large language models 0 1 6 14 6 29 96 121
Sentiment trading with large language models 0 0 3 20 13 23 55 74
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 3 4 8 99
Speculative option valuation: A supercomputing approach 0 0 0 0 3 6 12 470
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 5 2 2 7 38
Stability of calibration procedures: fractals in the Black-Scholes model 0 0 0 2 1 1 4 16
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 1 2 8 101
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 1 2 12 153
Total Working Papers 1 2 11 463 65 128 394 2,054

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 1 1 1 2 2 4 9 22
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 1 1 8 69
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 10 1 3 10 71
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 0 0 0 1 0 2 19 30
Full and fast calibration of the Heston stochastic volatility model 0 0 0 25 6 14 29 202
Hilbert transform, spectral filters and option pricing 0 0 0 5 2 4 27 55
Influence of saving propensity on the power-law tail of the wealth distribution 0 0 0 2 2 3 4 43
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 8 2 5 19 76
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 4 0 0 4 17
Relaxation in statistical many-agent economy models 0 0 0 0 2 3 9 25
Sentiment trading with large language models 1 3 13 24 13 37 143 180
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 1 7 16
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 2 11 2 4 10 67
Total Journal Articles 2 4 16 107 33 81 298 873

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Statistics updated 2026-05-06