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Lo, Harry; Mijatovi´c, Aleksandar - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1159-1193

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Albanese, Claudio; Mijatovi´c, Aleksandar - In: International journal of theoretical and applied finance 12 (2009) 6, pp. 877-899

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Albanese, Claudio; Brigo, Damiano; Oertel, Frank - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29

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Albanese, Claudio; Chen, Oliver X. - In: Journal of banking & finance 30 (2006) 2, pp. 607-626

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Albanese, Claudio; Kuznetsov, Alexey - In: International journal of theoretical and applied finance 8 (2005) 2, pp. 223-238

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Albanese, Claudio; Crépey, Stéphane; Hoskinson, Rodney; … - In: Quantitative finance 21 (2021) 1, pp. 99-123

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