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 1 67 0 0 4 207
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 1 1 2 94 1 2 11 360
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 1 109 0 1 5 409
Dynamic Conditioning and Credit Correlation Baskets 0 0 2 14 0 0 10 127
Moment Methods for Exotic Volatility Derivatives 0 0 0 41 0 0 4 150
Moment Methods for Exotic Volatility Derivatives 0 0 1 7 0 0 6 48
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 2 25 0 0 3 127
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 0 41 0 0 2 145
Spectral methods for volatility derivatives 0 0 0 19 0 0 2 68
Total Working Papers 1 1 9 417 1 3 47 1,641


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 1 1 1 15 1 1 8 93
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 1 1 6 56
Spectral methods for volatility derivatives 0 0 0 8 0 0 9 51
Total Journal Articles 1 1 4 78 2 2 33 406


Statistics updated 2017-04-03