Claudio Albanese

61 papers and 619 indexed citations i.

About

Claudio Albanese has authored 61 papers that have received a total of 619 indexed citations. This includes 40 papers in Finance, 11 papers in Economics and Econometrics and 10 papers in Mathematical Physics. The topics of these papers are Stochastic processes and financial applications (29 papers), Credit Risk and Financial Regulations (20 papers) and Financial Risk and Volatility Modeling (13 papers). Claudio Albanese is often cited by papers focused on Stochastic processes and financial applications (29 papers), Credit Risk and Financial Regulations (20 papers) and Financial Risk and Volatility Modeling (13 papers) and collaborates with scholars based in United Kingdom, United States and Switzerland. Claudio Albanese's co-authors include Stéphane Crépey, Aleksandar Mijatović, Stathis Tompaidis, Damiano Brigo and Leif B. G. Andersen and has published in prestigious journals such as Physical Review Letters, European Journal of Operational Research and Communications in Mathematical Physics

In The Last Decade

Rankless by CCL
2025