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 Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices	0	0	0	68	0	0	0	211
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs	0	0	1	95	0	0	3	367
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES	0	0	1	111	0	1	3	416
Dynamic Conditioning and Credit Correlation Baskets	0	0	0	14	0	1	2	131
Moment Methods for Exotic Volatility Derivatives	0	0	0	42	0	0	2	156
Moment Methods for Exotic Volatility Derivatives	0	0	0	8	0	0	0	50
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING	0	0	0	25	0	0	1	128
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES	0	0	0	41	0	0	2	149
Spectral methods for volatility derivatives	0	1	1	20	0	1	1	70
Total Working Papers	0	1	3	424	0	3	14	1,678

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Implied migration rates from credit barrier models	0	0	0	26	0	0	2	113
Small transaction cost asymptotics and dynamic hedging	0	0	0	14	0	0	0	57
Spectral methods for volatility derivatives	0	0	0	8	0	0	1	54
Total Journal Articles	0	0	0	48	0	0	3	224

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2019-06-03