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 0 1 450
On the characterization of convex premium principles 0 0 0 78 0 0 0 217
Total Working Papers 0 0 0 240 0 0 1 667


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 0 31 0 0 1 135
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 0 93 0 0 0 330
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 0 0 1 74 1 2 5 182
An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk 0 0 0 8 0 0 1 41
On a variational formulation used in credit risk modeling 0 0 0 20 1 1 1 85
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 0 0 0 151 1 1 1 379
Total Journal Articles 0 0 1 377 3 4 9 1,152


Statistics updated 2025-03-03