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	1	1	2
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices	0	0	0	75	0	1	2	233
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs	0	0	0	96	1	1	3	379
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES	0	0	0	113	1	3	4	436
Capital Valuation Adjustment and Funding Valuation Adjustment	0	0	0	4	1	2	4	26
Capital Valuation Adjustment and Funding Valuation Adjustment	0	0	1	10	1	2	9	56
Capital and Funding	0	0	0	17	2	5	5	43
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	2	6	12	21
Moment Methods for Exotic Volatility Derivatives	0	0	0	44	1	1	2	167
Moment Methods for Exotic Volatility Derivatives	0	0	0	9	0	2	3	57
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING	0	0	0	26	0	2	2	135
Quantitative Reverse Stress Testing, Bottom Up	0	0	0	31	2	5	9	59
Restructuring Counterparty Credit Risk	0	0	0	31	1	2	5	125
Restructuring counterparty credit risk	0	0	1	77	0	1	8	166
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES	0	0	1	43	0	3	7	167
Spectral methods for volatility derivatives	0	0	0	24	2	2	5	88
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes	0	0	0	0	0	1	2	4
XVA Analysis From the Balance Sheet	0	0	1	12	3	3	6	29
XVA Analysis From the Balance Sheet	0	0	0	0	1	2	4	9
XVA Metrics for CCP Optimisation	0	0	0	1	1	1	3	6
Total Working Papers	0	0	4	650	19	46	105	2,369

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	1	2	3	10
A new Fourier transform algorithm for value-at-risk	0	0	1	17	0	1	5	64
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices	0	1	1	8	0	3	6	47
A two-state jump model	0	0	1	7	1	1	5	38
AFFINE LATTICE MODELS	0	0	1	3	0	1	4	11
Coherent global market simulations and securitization measures for counterparty credit risk	0	0	2	44	2	4	10	135
Dimension Reduction in the Computation of Value‐at‐Risk	0	0	0	0	0	1	2	2
Discrete credit barrier models	0	0	0	4	0	2	4	28
Implied migration rates from credit barrier models	1	1	1	33	1	3	5	135
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	2	6	12
RESTRUCTURING COUNTERPARTY CREDIT RISK	0	0	0	3	2	6	7	51
Small transaction cost asymptotics and dynamic hedging	0	0	0	15	0	2	4	75
Spectral methods for volatility derivatives	0	0	0	10	2	5	7	76
XVA analysis from the balance sheet	0	0	1	5	0	1	6	23
XVA metrics for CCP optimization	0	0	1	13	0	4	11	59
Total Journal Articles	1	2	10	167	9	38	86	772

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	1	1	14	2	5	8	75
Total Books	0	1	1	14	2	5	8	75

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	0	1	5	11
Total Chapters	0	0	0	0	0	1	5	11

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Statistics updated 2025-12-06