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 0 7 8 458
On the characterization of convex premium principles 0 0 0 78 2 5 6 223
Total Working Papers 0 0 0 240 2 12 14 681


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 3 7 142
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 1 94 1 6 8 338
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 0 0 1 75 0 5 8 190
An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk 0 0 0 8 0 4 5 46
On a variational formulation used in credit risk modeling 0 0 1 21 1 3 4 89
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 1 3 3 154 2 6 6 385
Total Journal Articles 1 3 7 384 4 27 38 1,190


Statistics updated 2026-03-04