Access Statistics for Claudio Albanese

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 1 212
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 0 1 95 0 1 3 368
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 1 111 0 0 3 416
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 14 0 1 3 132
Moment Methods for Exotic Volatility Derivatives 0 0 0 8 0 0 0 50
Moment Methods for Exotic Volatility Derivatives 0 0 0 42 0 0 2 156
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 0 25 0 0 0 128
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 0 41 0 0 2 149
Spectral methods for volatility derivatives 0 0 1 20 0 0 1 70
Total Working Papers 0 0 3 424 0 3 15 1,681


Journal Article File Downloads Abstract Views
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


Statistics updated 2019-09-09