Access Statistics for Claudio Albanese

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Darwinian Theory of Model Risk	0	0	0	0	0	0	0	1
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices	0	0	0	75	1	1	1	232
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs	0	0	0	96	0	0	3	378
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES	0	0	0	113	0	0	2	433
Capital Valuation Adjustment and Funding Valuation Adjustment	0	0	0	4	0	0	1	23
Capital Valuation Adjustment and Funding Valuation Adjustment	0	1	1	10	0	3	5	52
Capital and Funding	0	0	0	17	0	0	0	38
Capital and collateral simulation for reverse stress testing	0	0	0	2	0	0	1	3
Dynamic Conditioning and Credit Correlation Baskets	0	0	0	22	0	3	8	158
Handling model risk with XVAs	0	0	0	13	2	2	5	14
Moment Methods for Exotic Volatility Derivatives	0	0	0	9	0	0	1	55
Moment Methods for Exotic Volatility Derivatives	0	0	0	44	0	0	1	166
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING	0	0	0	26	0	0	0	133
Quantitative Reverse Stress Testing, Bottom Up	0	0	1	31	1	2	10	53
Restructuring Counterparty Credit Risk	0	0	0	31	0	0	2	122
Restructuring counterparty credit risk	0	0	1	77	0	0	7	164
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES	0	0	0	42	0	1	2	162
Spectral methods for volatility derivatives	0	0	0	24	1	1	3	86
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes	0	0	0	0	0	0	2	3
XVA Analysis From the Balance Sheet	0	1	1	12	1	3	3	26
XVA Analysis From the Balance Sheet	0	0	0	0	1	1	2	7
XVA Metrics for CCP Optimisation	0	0	0	1	0	0	3	5
Total Working Papers	0	2	4	649	7	17	62	2,314

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	0	0	2	8
A new Fourier transform algorithm for value-at-risk	0	1	2	17	1	2	5	63
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices	0	0	0	7	0	0	3	44
A two-state jump model	0	0	1	7	0	0	4	37
AFFINE LATTICE MODELS	0	1	1	3	0	1	3	10
Coherent global market simulations and securitization measures for counterparty credit risk	0	0	1	42	1	2	7	128
Dimension Reduction in the Computation of Value‐at‐Risk	0	0	0	0	0	0	1	1
Discrete credit barrier models	0	0	0	4	0	0	1	25
Implied migration rates from credit barrier models	0	0	0	32	0	1	3	132
KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS	0	0	0	0	0	0	1	6
Quantitative reverse stress testing, bottom up	0	0	1	4	0	0	5	10
RESTRUCTURING COUNTERPARTY CREDIT RISK	0	0	0	3	0	1	1	45
Small transaction cost asymptotics and dynamic hedging	0	0	0	15	1	1	3	73
Spectral methods for volatility derivatives	0	0	0	10	0	0	2	71
XVA analysis from the balance sheet	0	0	2	5	1	2	7	22
XVA metrics for CCP optimization	0	0	2	13	1	1	8	54
Total Journal Articles	0	2	10	163	5	11	56	729

Book	File Downloads				Abstract Views
Book	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Advanced Derivatives Pricing and Risk Management	0	0	0	13	0	0	5	70
Total Books	0	0	0	13	0	0	5	70

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Stochastic Monetary Policy Interest Rate Model	0	0	0	0	0	0	3	9
Total Chapters	0	0	0	0	0	0	3	9

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Statistics updated 2025-08-05