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Information about:
Graziella Pacelli

Personal Details | Affiliation | Works
This is information that was supplied by Graziella Pacelli in registering through RePEc. If you are Graziella Pacelli , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Graziella
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Last Name: Pacelli
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RePEc Short-ID: ppa200

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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Marta Cardin & Graziella Pacelli, 2006. "On the characterization of convex premium principles," Working Papers 142, Department of Applied Mathematics, University of Venice. [Downloadable!]

  2. Marta Cardin & Graziella Pacelli, 2005. "On characterization of a class of convex operators for pricing insurance risks," Game Theory and Information 0511011, EconWPA. [Downloadable!]

Articles

  1. Luca Vincenzo Ballestra & Graziella Pacelli, 2009. "A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model," Applied Mathematical Finance, Taylor and Francis Journals, vol. 16(1), pages 17-36. [Downloadable!] (restricted)

  2. Ballestra, Luca Vincenzo & Pacelli, Graziella & Zirilli, Francesco, 2007. "A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3420-3437, November. [Downloadable!] (restricted)

  3. Graziella Pacelli, Maria Cristina Recchioni, Francesco Zirilli, 1999. "A hybrid method for pricing European options based on multiple assets with transaction costs," Applied Mathematical Finance, Taylor and Francis Journals, vol. 6(2), pages 61-85, June. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IAS: Insurance Economics (2) 2005-12-09 2006-11-18 Author is listed
  2. NEP-RMG: Risk Management (1) 2005-12-09 Author is listed
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This page was last updated on 2009-12-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.