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 1 2 13 463
On the characterization of convex premium principles 0 0 0 78 0 0 8 225
Total Working Papers 0 0 0 240 1 2 21 688


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 32 1 1 7 144
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 0 94 2 2 10 342
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 0 0 0 75 0 0 7 190
An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk 0 0 0 8 1 1 10 51
On a variational formulation used in credit risk modeling 0 0 0 21 0 0 6 92
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 0 1 4 155 2 5 15 394
Total Journal Articles 0 1 4 385 6 9 55 1,213


Statistics updated 2026-09-10