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Graziella Pacelli

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

Personal Details

First Name:Graziella
Middle Name:
Last Name:Pacelli
RePEc Short-ID:ppa200
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  1. Marta Cardin & Graziella Pacelli, 2006. "On the characterization of convex premium principles," Working Papers 142, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  2. Marta Cardin & Graziella Pacelli, 2005. "On characterization of a class of convex operators for pricing insurance risks," Game Theory and Information 0511011, EconWPA.
  1. Ballestra, Luca Vincenzo & Ottaviani, Massimiliano & Pacelli, Graziella, 2012. "An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 442-448.
  2. Luca Vincenzo Ballestra & Graziella Pacelli, 2011. "The constant elasticity of variance model: calibration, test and evidence from the Italian equity market," Applied Financial Economics, Taylor & Francis Journals, vol. 21(20), pages 1479-1487.
  3. Pacelli, Graziella & Ballestra, Luca Vincenzo, 2010. "On a variational formulation used in credit risk modeling," Finance Research Letters, Elsevier, vol. 7(2), pages 110-118, June.
  4. 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 & Francis Journals, vol. 16(1), pages 17-36.
  5. 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.
  6. 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 & Francis Journals, vol. 6(2), pages 61-85.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (2) 2005-12-09 2006-11-18
  2. NEP-RMG: Risk Management (1) 2005-12-09

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