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	2	4	5	6
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices	0	0	0	75	2	7	9	240
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs	0	0	0	96	3	4	5	382
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES	0	0	0	113	3	5	7	440
Capital Valuation Adjustment and Funding Valuation Adjustment	0	0	0	4	4	6	8	31
Capital Valuation Adjustment and Funding Valuation Adjustment	0	0	1	10	0	1	9	56
Capital and Funding	0	0	0	17	1	5	8	46
Capital and collateral simulation for reverse stress testing	0	0	0	2	2	3	3	6
Dynamic Conditioning and Credit Correlation Baskets	0	0	0	22	7	9	12	167
Handling model risk with XVAs	0	0	0	13	1	10	18	29
Moment Methods for Exotic Volatility Derivatives	0	0	0	44	2	3	4	169
Moment Methods for Exotic Volatility Derivatives	0	0	0	9	1	2	5	59
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING	0	0	0	26	3	6	8	141
Quantitative Reverse Stress Testing, Bottom Up	0	0	0	31	4	8	15	65
Restructuring Counterparty Credit Risk	0	0	0	31	4	6	9	130
Restructuring counterparty credit risk	0	0	1	77	7	7	14	173
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES	0	0	1	43	5	5	11	172
Spectral methods for volatility derivatives	0	0	0	24	1	5	6	91
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes	0	0	0	0	3	3	4	7
XVA Analysis From the Balance Sheet	0	0	1	12	1	5	8	31
XVA Analysis From the Balance Sheet	0	0	0	0	1	4	6	12
XVA Metrics for CCP Optimisation	0	0	0	1	2	3	4	8
Total Working Papers	0	0	4	650	59	111	178	2,461

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	1	2	10
A new Fourier transform algorithm for value-at-risk	0	0	1	17	4	5	9	69
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices	0	0	1	8	4	4	9	51
A two-state jump model	0	0	0	7	3	5	7	42
AFFINE LATTICE MODELS	0	0	1	3	4	4	6	15
Coherent global market simulations and securitization measures for counterparty credit risk	0	0	2	44	3	5	12	138
Dimension Reduction in the Computation of Value‐at‐Risk	0	0	0	0	3	3	4	5
Discrete credit barrier models	0	0	0	4	2	2	5	30
Implied migration rates from credit barrier models	0	1	1	33	2	6	9	140
KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS	0	0	0	0	5	5	5	11
Quantitative reverse stress testing, bottom up	0	0	0	4	3	6	11	18
RESTRUCTURING COUNTERPARTY CREDIT RISK	0	0	0	3	2	6	11	55
Small transaction cost asymptotics and dynamic hedging	0	0	0	15	5	6	9	81
Spectral methods for volatility derivatives	0	0	0	10	3	6	11	80
XVA analysis from the balance sheet	0	0	1	5	6	7	12	30
XVA metrics for CCP optimization	0	0	1	13	5	5	15	64
Total Journal Articles	0	1	8	167	54	76	137	839

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	1	14	2	7	11	80
Total Books	0	0	1	14	2	7	11	80

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	3	6	8	17
Total Chapters	0	0	0	0	3	6	8	17

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Statistics updated 2026-02-12