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	0	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	1	1	2	24
Capital Valuation Adjustment and Funding Valuation Adjustment	0	0	1	10	2	4	7	54
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	0	8	158
Handling model risk with XVAs	0	0	0	13	1	3	6	15
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	54
Restructuring Counterparty Credit Risk	0	0	0	31	1	1	3	123
Restructuring counterparty credit risk	0	0	1	77	1	1	8	165
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES	1	1	1	43	2	2	4	164
Spectral methods for volatility derivatives	0	0	0	24	0	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	0	3	3	26
XVA Analysis From the Balance Sheet	0	0	0	0	0	1	2	7
XVA Metrics for CCP Optimisation	0	0	0	1	0	0	2	5
Total Working Papers	1	2	5	650	9	20	69	2,323

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	0	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	0	1	3	0	0	3	10
Coherent global market simulations and securitization measures for counterparty credit risk	2	2	2	44	3	4	9	131
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	1	1	2	26
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	0	1	45
Small transaction cost asymptotics and dynamic hedging	0	0	0	15	0	1	3	73
Spectral methods for volatility derivatives	0	0	0	10	0	0	2	71
XVA analysis from the balance sheet	0	0	1	5	0	2	6	22
XVA metrics for CCP optimization	0	0	2	13	1	2	8	55
Total Journal Articles	2	3	10	165	5	13	58	734

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	4	70
Total Books	0	0	0	13	0	0	4	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	1	1	4	10
Total Chapters	0	0	0	0	1	1	4	10

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05