Claudio Albanese

Publication Activity (10 Years)

Years Active: 2006-2012
Publications (10 Years): 0

Top Topics

Expectation Maximization

Top Venues

Eur. J. Oper. Res.

Publications

Claudio Albanese, Harry Lo, Stathis Tompaidis
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices. Eur. J. Oper. Res. 222 (2) (2012)
Claudio Albanese, Stathis Tompaidis
Small transaction cost asymptotics and dynamic hedging. Eur. J. Oper. Res. 185 (3) (2008)
Claudio Albanese, Stephan Lawi
Poisson Kernels as Expansions in q-Racah Polynomials. SIAM J. Math. Anal. 38 (3) (2006)