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 11 461
On the characterization of convex premium principles 0 0 0 78 2 4 8 225
Total Working Papers 0 0 0 240 4 7 19 686


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 0 0 6 142
A hybrid method for pricing European options based on multiple assets with transaction costs 0 0 1 94 1 2 8 339
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 3 3 8 49
On a variational formulation used in credit risk modeling 0 0 0 21 2 3 5 91
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 0 1 3 154 1 6 10 389
Total Journal Articles 0 1 4 384 7 14 44 1,200


Statistics updated 2026-05-06