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 2 158 0 2 15 435
On the characterization of convex premium principles 0 0 2 78 0 0 4 208
Total Working Papers 0 0 4 236 0 2 19 643


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 30 0 0 3 122
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 0 92 0 0 1 325
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 0 1 2 72 0 1 2 170
An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk 0 0 0 7 0 0 1 36
On a variational formulation used in credit risk modeling 0 0 0 18 0 0 0 78
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 1 3 4 110 1 5 11 269
Total Journal Articles 1 4 6 329 1 6 18 1,000


Statistics updated 2019-07-03