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 Darwinian Theory of Model Risk 0 0 0 0 1 1 8 9
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices 0 0 0 75 0 0 12 244
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 0 0 96 0 1 7 385
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 0 113 0 0 10 443
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 10 0 1 7 59
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 4 1 1 11 34
Capital and Funding 0 0 0 17 0 0 14 52
Capital and collateral simulation for reverse stress testing 0 0 0 2 0 0 5 8
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 22 0 0 14 172
Handling model risk with XVAs 0 0 0 13 0 1 18 32
Moment Methods for Exotic Volatility Derivatives 0 0 0 9 0 0 4 59
Moment Methods for Exotic Volatility Derivatives 0 0 0 44 0 0 5 171
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 0 26 0 1 14 147
Quantitative Reverse Stress Testing, Bottom Up 0 0 1 32 0 4 23 76
Restructuring Counterparty Credit Risk 0 0 0 31 0 0 15 137
Restructuring counterparty credit risk 0 0 0 77 0 0 13 177
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 1 43 1 2 22 184
Spectral methods for volatility derivatives 0 0 0 24 0 0 11 97
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes 0 0 0 0 0 1 8 11
XVA Analysis From the Balance Sheet 0 0 0 12 0 1 10 36
XVA Analysis From the Balance Sheet 0 0 0 0 0 1 6 13
XVA Metrics for CCP Optimisation 0 0 0 1 0 0 9 14
Total Working Papers 0 0 2 651 3 15 246 2,560
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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 1 4 12
A new Fourier transform algorithm for value-at-risk 0 0 0 17 2 2 10 73
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices 0 1 2 9 0 1 11 55
A two-state jump model 0 0 0 7 0 0 7 44
AFFINE LATTICE MODELS 0 0 0 3 0 2 11 21
Coherent global market simulations and securitization measures for counterparty credit risk 0 0 2 44 0 1 17 145
Dimension Reduction in the Computation of Value‐at‐Risk 0 0 0 0 1 1 6 7
Discrete credit barrier models 0 0 1 5 1 1 8 33
Implied migration rates from credit barrier models 0 0 5 37 0 0 15 147
KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS 0 0 0 0 1 1 17 23
Quantitative reverse stress testing, bottom up 0 0 2 6 0 0 15 25
RESTRUCTURING COUNTERPARTY CREDIT RISK 0 0 0 3 0 1 15 60
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 0 13 86
Spectral methods for volatility derivatives 0 0 0 10 1 1 14 85
XVA analysis from the balance sheet 0 0 0 5 0 0 14 36
XVA metrics for CCP optimization 0 0 1 14 1 2 19 73
Total Journal Articles 0 1 13 176 8 14 196 925

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advanced Derivatives Pricing and Risk Management 0 0 2 15 0 2 22 92
Total Books 0 0 2 15 0 2 22 92

Chapter File Downloads Abstract Views
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 0 15 24
Total Chapters 0 0 0 0 0 0 15 24

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07