Claudio Albanese

According to our database, Claudio Albanese authored at least 3 papers between 2006 and 2012.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2012

A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices.

Claudio Albanese, Harry Lo, Stathis Tompaidis

Eur. J. Oper. Res., 2012

2008

Small transaction cost asymptotics and dynamic hedging.

Claudio Albanese, Stathis Tompaidis

Eur. J. Oper. Res., 2008

2006

Poisson Kernels as Expansions in q-Racah Polynomials.

Claudio Albanese, Stephan Lawi

SIAM J. Math. Anal., 2006