Skip to contents Roncoroni, Andrea [Author] ; Galluccio, Stefano [Other] A New Measure of Cross-Sectional Risk and its Empirical Implications for Portfolio Risk Management Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Di Graziano, Giuseppe [Author] ; Galluccio, Stefano [Other] Dynamic Mis-Specification in Local-Stochastic Volatility Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Galluccio, Stefano [Author] ; Lecam, Yann [Other] Implied Calibration and Moments Asymptotics in Stochastic Volatility Jump Diffusion Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Galluccio, Stefano [Author] ; Scaillet, O. [Other]; Huang, Zhijiang [Other]; Ly, Jean-Michel [Other] Theory and Calibration of Swap Market Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Galluccio, Stefano [Author] ; Hunter, Christopher [Other] The Co-Initial Swap Market Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2005] Roncoroni, Andrea [Author] ; Galluccio, Stefano [Other]; Guiotto, Paolo [Other] Shape Factors and Cross-Sectional Risk Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Cosma, Antonio [Author] ; Galluccio, Stefano [Other]; Pederzoli, Paola [Other]; Scaillet, O. [Other] Valuing American Options Using Fast Recursive Projections Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Cosma, Antonio [Author]; Galluccio, Stefano [Author]; Pederzoli, Paola [Author]; Scaillet, Olivier [Author] Early exercise decision in American options with dividends, stochastic volatility and jumps Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, December 9, 2016 Published in: Swiss Finance Institute: Research paper series ; 2016,73 Cosma, Antonio [Author]; Galluccio, Stefano [Author]; Pederzoli, Paola [Author]; Scaillet, Olivier [Author] Valuing American options using fast recursive projections Books View online Schließen > Access ... to E-book (Volltext ; PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Luxembourg: Center for Research in Economics and Management, University of Luxembourg, Faculty of Law, Economics and Finance, December, 2015 Published in: Centre for Research in Economics and Management: CREA discussion paper ; 20150020 Galluccio, Stefano American option pricing in Gauss–Markov interest rate models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 1999 Published in: Physica A: Statistical Mechanics and its Applications, 269 (1999) 1, Seite 61-71 Galluccio, Stefano Exact solution of the quasispecies model in a sharply peaked fitness landscape Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Physical Society (APS), 1997 Published in: Physical Review E, 56 (1997) 4, Seite 4526-4539 Galluccio, Stefano; Lecam, Yann Implied Calibration and Moments Asymptotics in Stochastic Volatility Jump Diffusion Models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2008 Published in: SSRN Electronic Journal (2008) Galluccio, Stefano; Roncoroni, Andrea A new measure of cross-sectional risk and its empirical implications for portfolio risk management Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2006 Published in: Journal of Banking & Finance, 30 (2006) 8, Seite 2387-2408 Roncoroni, Andrea; Galluccio, Stefano A New Measure of Cross-Sectional Risk and its Empirical Implications for Portfolio Risk Management Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2005 Published in: SSRN Electronic Journal (2005) Galluccio, Stefano; Hunter, Christopher The Co‐initial Swap Market Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2004 Published in: Economic Notes, 33 (2004) 2, Seite 209-232 Galluccio, Stefano; Hunter, Christopher The Co-Initial Swap Market Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2003 Published in: SSRN Electronic Journal (2003) Di Graziano, Giuseppe; Galluccio, Stefano Dynamic Mis-Specification in Local-Stochastic Volatility Models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2009 Published in: SSRN Electronic Journal (2009) Galluccio, Stefano; Zhang, Yi-Cheng Ground State Wave Function of a Schrödinger-Like Equation in a Time Periodic Potential Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Physical Society (APS), 1996 Published in: Physical Review Letters, 77 (1996) 20, Seite 4118-4121 Galluccio, Stefano; Zhang, Yi-Cheng Products of random matrices and investment strategies Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Physical Society (APS), 1996 Published in: Physical Review E, 54 (1996) 5, Seite R4516-R4519 Cosma, Antonio; Galluccio, Stefano; Scaillet, O. Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2016 Published in: SSRN Electronic Journal (2016)
Roncoroni, Andrea [Author] ; Galluccio, Stefano [Other] A New Measure of Cross-Sectional Risk and its Empirical Implications for Portfolio Risk Management Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Di Graziano, Giuseppe [Author] ; Galluccio, Stefano [Other] Dynamic Mis-Specification in Local-Stochastic Volatility Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Galluccio, Stefano [Author] ; Lecam, Yann [Other] Implied Calibration and Moments Asymptotics in Stochastic Volatility Jump Diffusion Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Galluccio, Stefano [Author] ; Scaillet, O. [Other]; Huang, Zhijiang [Other]; Ly, Jean-Michel [Other] Theory and Calibration of Swap Market Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Galluccio, Stefano [Author] ; Hunter, Christopher [Other] The Co-Initial Swap Market Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2005]
Roncoroni, Andrea [Author] ; Galluccio, Stefano [Other]; Guiotto, Paolo [Other] Shape Factors and Cross-Sectional Risk Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Cosma, Antonio [Author] ; Galluccio, Stefano [Other]; Pederzoli, Paola [Other]; Scaillet, O. [Other] Valuing American Options Using Fast Recursive Projections Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Cosma, Antonio [Author]; Galluccio, Stefano [Author]; Pederzoli, Paola [Author]; Scaillet, Olivier [Author] Early exercise decision in American options with dividends, stochastic volatility and jumps Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, December 9, 2016 Published in: Swiss Finance Institute: Research paper series ; 2016,73
Cosma, Antonio [Author]; Galluccio, Stefano [Author]; Pederzoli, Paola [Author]; Scaillet, Olivier [Author] Valuing American options using fast recursive projections Books View online Schließen > Access ... to E-book (Volltext ; PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Luxembourg: Center for Research in Economics and Management, University of Luxembourg, Faculty of Law, Economics and Finance, December, 2015 Published in: Centre for Research in Economics and Management: CREA discussion paper ; 20150020
Galluccio, Stefano American option pricing in Gauss–Markov interest rate models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 1999 Published in: Physica A: Statistical Mechanics and its Applications, 269 (1999) 1, Seite 61-71
Galluccio, Stefano Exact solution of the quasispecies model in a sharply peaked fitness landscape Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Physical Society (APS), 1997 Published in: Physical Review E, 56 (1997) 4, Seite 4526-4539
Galluccio, Stefano; Lecam, Yann Implied Calibration and Moments Asymptotics in Stochastic Volatility Jump Diffusion Models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2008 Published in: SSRN Electronic Journal (2008)
Galluccio, Stefano; Roncoroni, Andrea A new measure of cross-sectional risk and its empirical implications for portfolio risk management Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2006 Published in: Journal of Banking & Finance, 30 (2006) 8, Seite 2387-2408
Roncoroni, Andrea; Galluccio, Stefano A New Measure of Cross-Sectional Risk and its Empirical Implications for Portfolio Risk Management Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2005 Published in: SSRN Electronic Journal (2005)
Galluccio, Stefano; Hunter, Christopher The Co‐initial Swap Market Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2004 Published in: Economic Notes, 33 (2004) 2, Seite 209-232
Galluccio, Stefano; Hunter, Christopher The Co-Initial Swap Market Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2003 Published in: SSRN Electronic Journal (2003)
Di Graziano, Giuseppe; Galluccio, Stefano Dynamic Mis-Specification in Local-Stochastic Volatility Models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2009 Published in: SSRN Electronic Journal (2009)
Galluccio, Stefano; Zhang, Yi-Cheng Ground State Wave Function of a Schrödinger-Like Equation in a Time Periodic Potential Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Physical Society (APS), 1996 Published in: Physical Review Letters, 77 (1996) 20, Seite 4118-4121
Galluccio, Stefano; Zhang, Yi-Cheng Products of random matrices and investment strategies Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. American Physical Society (APS), 1996 Published in: Physical Review E, 54 (1996) 5, Seite R4516-R4519
Cosma, Antonio; Galluccio, Stefano; Scaillet, O. Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2016 Published in: SSRN Electronic Journal (2016)
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