111 citations · 113 across the 3 of their papers we have counts for
4 papers
Early exercise decision in American options with dividends, stochastic volatility and jumps
Antonio Cosma, Stefano Galluccio, Paola Pederzoli +1
Using a fast numerical technique, we investigate a large database of investor suboptimal non-exercise of short maturity American call options on dividend-paying stocks listed on th…
Rational Decisions, Random Matrices and Spin Glasses
Stefano Galluccio, Jean-Philippe Bouchaud, Marc Potters
We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the port…
An exactly solved model of biological evolution
Stefano Galluccio
We reconsider the Eigen's quasi-species model for competing self-reproductive macromolecules in populations characterized by a single-peaked fitness landscape. The use of ideas and…
Diffusion on a hypercubic lattice with pinning potential: exact results for the error-catastrophe problem in biological evolution
S. Galluccio, R. Graber, Y. -C. Zhang
In the theoretical biology framework one fundamental problem is the so-called error catastrophe in Darwinian evolution models. We reexamine Eigen's fundamental equations by mapping…