Martino Grasselli

49 papers and 624 indexed citations i.

Martino Grasselli has authored 49 papers that have received a total of 624 indexed citations. This includes 44 papers in Finance, 13 papers in Economics and Econometrics and 7 papers in Demography. The topics of these papers are Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (33 papers) and Complex Systems and Time Series Analysis (11 papers). Martino Grasselli is often cited by papers focused on Stochastic processes and financial applications (44 papers), Financial Risk and Volatility Modeling (33 papers) and Complex Systems and Time Series Analysis (11 papers) and collaborates with scholars based in Italy, France and New Zealand. Martino Grasselli's co-authors include Alessandro Gnoatto, José Da Fonseca, Florian Ielpo, Eckhard Platen and Mark Craddock and has published in prestigious journals such as Journal of Banking & Finance, Applied Mathematics and Computation and Annals of Operations Research