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 68 0 1 4 209
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 0 1 94 1 2 7 362
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 1 110 0 1 6 411
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 14 0 1 3 129
Moment Methods for Exotic Volatility Derivatives 0 0 0 7 0 1 3 49
Moment Methods for Exotic Volatility Derivatives 0 0 1 42 1 3 7 154
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 1 25 0 0 2 127
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 0 41 0 1 1 146
Spectral methods for volatility derivatives 0 0 0 19 0 1 2 69
Total Working Papers 0 0 5 420 2 11 35 1,656


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 0 1 2 110
Small transaction cost asymptotics and dynamic hedging 0 0 0 14 0 1 3 57
Spectral methods for volatility derivatives 0 0 0 8 0 1 5 52
Total Journal Articles 0 0 0 48 0 3 10 219
2 registered items for which data could not be found


Statistics updated 2017-10-05