Access Statistics for Claudio Albanese

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices 0 0 3 67 0 1 6 207
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 0 1 93 1 2 12 359
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 1 109 0 1 6 409
Dynamic Conditioning and Credit Correlation Baskets 0 0 2 14 0 0 11 127
Moment Methods for Exotic Volatility Derivatives 0 0 1 7 0 0 6 48
Moment Methods for Exotic Volatility Derivatives 0 0 0 41 0 1 5 150
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 2 25 0 0 4 127
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 0 41 0 0 2 145
Spectral methods for volatility derivatives 0 0 0 19 0 1 2 68
Total Working Papers 0 0 10 416 1 6 54 1,640


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE 0 0 1 15 0 0 5 98
AFFINE LATTICE MODELS 0 0 0 14 0 0 7 92
Implied migration rates from credit barrier models 0 0 1 26 0 0 5 108
Small transaction cost asymptotics and dynamic hedging 0 0 1 14 0 1 5 55
Spectral methods for volatility derivatives 0 0 0 8 0 0 10 51
Total Journal Articles 0 0 3 77 0 1 32 404


Statistics updated 2017-03-07