Mirror inversion of quantum states in linear registers von ALBANESE, Claudio, CHRISTANDL, Matthias, DATTA, Nilanjana, EKERT, Artur

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Quantitative reverse stress testing, bottom up von Albanese, Claudio, Crépey, Stéphane, Iabichino, Stefano

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XVA analysis from the balance sheet von Albanese, Claudio, Crépey, Stéphane, Hoskinson, Rodney, Saadeddine, Bouazza

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A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices von Albanese, Claudio, Lo, Harry, Tompaidis, Stathis

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XVA metrics for CCP optimization von Albanese, Claudio, Armenti, Yannick, Crépey, Stéphane

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KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS von ALBANESE, CLAUDIO

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Small transaction cost asymptotics and dynamic hedging von Albanese, Claudio, Tompaidis, Stathis

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Small transaction cost asymptotics and dynamic hedging : Operational research for risk management von ALBANESE, Claudio, TOMPAIDIS, Stathis

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Credit, funding, margin, and capital valuation adjustments for bilateral portfolios von Albanese, Claudio, Caenazzo, Simone, Crépey, Stéphane

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RESTRUCTURING COUNTERPARTY CREDIT RISK von Albanese, Claudio, Brigo, Damiano, Oertel, Frank

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Poisson kernels as expansions in q-racah polynomials von ALBANESE, Claudio, LAWI, Stephan

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Coherent global market simulations and securitization measures for counterparty credit risk von Albanese, Claudio, Bellaj, Toufik, Gimonet, Guillaume, Pietronero, Giacomo

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RESTRUCTURING COUNTERPARTY CREDIT RISK von ALBANESE, CLAUDIO, BRIGO, DAMIANO, OERTEL, FRANK

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Poisson Kernels as Expansions in $\lowercase{q}$‐Racah Polynomials von Albanese, Claudio, Lawi, Stephan

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Spectral methods for volatility derivatives von Albanese, Claudio, Lo, Harry, Mijatović, Aleksandar

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In The Margins von Albanese, Claudio, D'Ippoliti, Fernanda, Pietronero, Giacomo

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Implied migration rates from credit barrier models von Albanese, Claudio, Chen, Oliver X.

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A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE von ALBANESE, CLAUDIO, MIJATOVIĆ, ALEKSANDAR

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XVA Analysis From the Balance Sheet von Albanese, Claudio, Crepey, Stephane, Hoskinson, Rodney, Bouazza Saadeddine

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A new Fourier transform algorithm for value-at-risk von Albanese, Claudio, Jackson, Ken, Wiberg, Petter

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