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 1 1 2 68 1 1 5 208
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 1 1 94 0 1 6 360
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 1 2 110 0 1 6 410
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 14 0 1 6 128
Moment Methods for Exotic Volatility Derivatives 0 1 1 42 0 1 5 151
Moment Methods for Exotic Volatility Derivatives 0 0 1 7 0 0 5 48
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 0 1 145
Spectral methods for volatility derivatives 0 0 0 19 0 0 1 68
Total Working Papers 1 4 8 420 1 5 37 1,645


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 1 26 1 1 4 109
Small transaction cost asymptotics and dynamic hedging 0 0 0 14 0 1 5 56
Spectral methods for volatility derivatives 0 0 0 8 0 0 6 51
Total Journal Articles 0 0 1 48 1 2 15 216
2 registered items for which data could not be found


Statistics updated 2017-06-02