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	2	3	4
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices	0	0	0	75	5	6	7	238
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs	0	0	0	96	0	1	3	379
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES	0	0	0	113	1	3	5	437
Capital Valuation Adjustment and Funding Valuation Adjustment	0	0	1	10	0	1	9	56
Capital Valuation Adjustment and Funding Valuation Adjustment	0	0	0	4	1	2	5	27
Capital and Funding	0	0	0	17	2	6	7	45
Capital and collateral simulation for reverse stress testing	0	0	0	2	1	1	2	4
Dynamic Conditioning and Credit Correlation Baskets	0	0	0	22	2	2	8	160
Handling model risk with XVAs	0	0	0	13	7	10	18	28
Moment Methods for Exotic Volatility Derivatives	0	0	0	44	0	1	2	167
Moment Methods for Exotic Volatility Derivatives	0	0	0	9	1	2	4	58
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING	0	0	0	26	3	4	5	138
Quantitative Reverse Stress Testing, Bottom Up	0	0	0	31	2	6	11	61
Restructuring Counterparty Credit Risk	0	0	0	31	1	2	6	126
Restructuring counterparty credit risk	0	0	1	77	0	1	8	166
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES	0	0	1	43	0	2	7	167
Spectral methods for volatility derivatives	0	0	0	24	2	4	7	90
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes	0	0	0	0	0	0	2	4
XVA Analysis From the Balance Sheet	0	0	1	12	1	4	7	30
XVA Analysis From the Balance Sheet	0	0	0	0	2	3	5	11
XVA Metrics for CCP Optimisation	0	0	0	1	0	1	3	6
Total Working Papers	0	0	4	650	33	64	134	2,402

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	3	10
A new Fourier transform algorithm for value-at-risk	0	0	1	17	1	2	6	65
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices	0	1	1	8	0	2	6	47
A two-state jump model	0	0	1	7	1	2	6	39
AFFINE LATTICE MODELS	0	0	1	3	0	0	3	11
Coherent global market simulations and securitization measures for counterparty credit risk	0	0	2	44	0	2	10	135
Dimension Reduction in the Computation of Value‐at‐Risk	0	0	0	0	0	0	2	2
Discrete credit barrier models	0	0	0	4	0	1	4	28
Implied migration rates from credit barrier models	0	1	1	33	3	5	8	138
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	3	5	9	15
RESTRUCTURING COUNTERPARTY CREDIT RISK	0	0	0	3	2	6	9	53
Small transaction cost asymptotics and dynamic hedging	0	0	0	15	1	2	5	76
Spectral methods for volatility derivatives	0	0	0	10	1	5	8	77
XVA analysis from the balance sheet	0	0	1	5	1	1	7	24
XVA metrics for CCP optimization	0	0	1	13	0	2	11	59
Total Journal Articles	0	2	10	167	13	36	98	785

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	3	8	11	78
Total Books	0	1	1	14	3	8	11	78

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	3	7	14
Total Chapters	0	0	0	0	3	3	7	14

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Statistics updated 2026-01-09