Poisson Kernels as Expansions in q-Racah Polynomials. - Claudio Albanese; Stephan Lawi (SIAM J. Math. Anal., 2006)

Small transaction cost asymptotics and dynamic hedging. - Claudio Albanese; Stathis Tompaidis (Eur. J. Oper. Res., 2008)

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)