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 1 2 68 1 2 5 209
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 0 1 94 1 1 7 361
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 2 110 1 1 7 411
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 14 1 1 5 129
Moment Methods for Exotic Volatility Derivatives 0 0 0 7 1 1 4 49
Moment Methods for Exotic Volatility Derivatives 0 0 1 42 1 1 5 152
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 1 25 0 0 2 127
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 0 41 1 1 2 146
Spectral methods for volatility derivatives 0 0 0 19 1 1 2 69
Total Working Papers 0 1 7 420 8 9 39 1,653


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Implied migration rates from credit barrier models 0 0 0 26 1 2 3 110
Small transaction cost asymptotics and dynamic hedging 0 0 0 14 1 1 4 57
Spectral methods for volatility derivatives 0 0 0 8 1 1 6 52
Total Journal Articles 0 0 0 48 3 4 13 219
2 registered items for which data could not be found


Statistics updated 2017-08-03