Access Statistics for Graziella Pacelli

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
On characterization of a class of convex operators for pricing insurance risks 0 0 0 162 2 3 3 453
On the characterization of convex premium principles 0 0 0 78 1 2 2 219
Total Working Papers 0 0 0 240 3 5 5 672


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model 0 0 1 32 0 2 4 139
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 1 94 0 0 2 332
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 0 0 1 75 1 3 6 186
An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk 0 0 0 8 2 3 3 44
On a variational formulation used in credit risk modeling 0 0 1 21 1 1 3 87
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 1 1 1 152 1 1 2 380
Total Journal Articles 1 1 5 382 5 10 20 1,168


Statistics updated 2026-01-09