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 1 1 35
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 1 2 3 32
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 57 2 5 5 64
Fluctuation identities with continuous monitoring and their application to price barrier options 0 0 0 9 0 2 2 24
Full and fast calibration of the Heston stochastic volatility model 0 0 1 9 0 2 5 31
Full and fast calibration of the Heston stochastic volatility model 0 0 0 38 3 11 13 86
Hilbert transform, spectral filters and option pricing 0 0 0 7 1 4 4 34
Influence of saving propensity on the power law tail of wealth distribution 0 0 0 11 0 1 3 53
Kinetic theory models for the distribution of wealth: power law from overlap of exponentials 0 0 0 27 1 3 8 119
Large scale simulation of synthetic markets 0 0 0 13 1 2 4 41
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 1 2 3 238
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 1 10 1 3 5 28
Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 1 0 2 2 7
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 6 1 3 4 22
Relaxation in statistical many-agent economy models 0 0 0 3 0 1 2 30
Sentiment trading with large language models 2 3 12 12 8 16 64 64
Sentiment trading with large language models 0 1 3 19 4 10 20 34
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 1 1 2 92
Speculative option valuation: A supercomputing approach 0 0 0 0 0 1 3 460
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 5 0 0 1 32
Stability of calibration procedures: fractals in the Black-Scholes model 0 0 0 2 0 0 1 13
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 2 2 4 96
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 1 1 3 144
Total Working Papers 2 4 17 459 29 75 162 1,779

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 0 2 13
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 1 3 4 64
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 10 2 3 7 65
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 0 0 0 1 2 5 9 20
Full and fast calibration of the Heston stochastic volatility model 0 0 1 25 2 4 12 179
Hilbert transform, spectral filters and option pricing 0 0 0 5 3 4 8 35
Influence of saving propensity on the power-law tail of the wealth distribution 0 0 0 2 1 1 1 40
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 8 1 5 9 65
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 4 2 2 2 15
Relaxation in statistical many-agent economy models 0 0 0 0 0 1 2 17
Sentiment trading with large language models 2 4 8 16 13 27 76 100
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 4 4 13
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 9 0 2 3 59
Total Journal Articles 2 4 9 96 27 61 139 685

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Statistics updated 2025-12-06