Flavia Barsotti : Citation Profile


Are you Flavia Barsotti?

Università degli Studi di Firenze

1

H index

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i10 index

13

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 1
   Journals where Flavia Barsotti has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (7.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba819
   Updated: 2024-12-03    RAS profile: 2024-02-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Flavia Barsotti.

Is cited by:

Gründl, Helmut (1)

Kubitza, Christian (1)

Hilpert, Christian (1)

Cites to:

Hansen, Peter (11)

Shephard, Neil (11)

Leland, Hayne (10)

Lunde, Asger (9)

merton, robert (8)

de Vries, Casper (5)

Hartmann, Philipp (4)

Loisel, Stéphane (4)

Straetmans, Stefan (4)

Boyarchenko, Svetlana (3)

Chen, Zhiwu (3)

Main data


Where Flavia Barsotti has published?


Working Papers Series with more than one paper published# docs
Working Papers - Mathematical Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa4
Papers / arXiv.org2

Recent works citing Flavia Barsotti (2024 and 2023)


YearTitle of citing document
2024Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference. (2024). Chakraborty, Tanujit ; Bandyopadhyay, Gautam ; Rakshit, Agni. In: Papers. RePEc:arx:papers:2405.02919.

Full description at Econpapers || Download paper

2023Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

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2023The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem. (2023). Abid, Ilyes ; Naoui, Kamel ; Hamdi, Haykel ; Mrad, Fatma. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005062.

Full description at Econpapers || Download paper

Works by Flavia Barsotti:


YearTitleTypeCited
2017The Value of Timing Risk In: Papers.
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2018Asymptotic Static Hedge via Symmetrization In: Papers.
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2012The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model In: Economic Notes.
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article1
2016Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors In: Insurance: Mathematics and Economics.
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article9
2016Lapse risk in life insurance: correlation and contagion effects among policyholders behaviors.(2016) In: Post-Print.
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This paper has nother version. Agregated cites: 9
paper
2015Performance and determinants of the Merton structural model: Evidence from hedging coefficients In: Journal of Banking & Finance.
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article1
2014Estimating the transition matrix of a Markov chain observed at random times In: Statistics & Probability Letters.
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article0
2010Debt Value and Capital Structure with Firms Net Cash Payouts In: Working Papers - Mathematical Economics.
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2011Corporate Debt Value with Switching Tax Benefits and Payouts In: Working Papers - Mathematical Economics.
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2012Optimal Capital Structure with Endogenous Default and Volatility Risk In: Working Papers - Mathematical Economics.
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paper1
2012Microstructure effect on firm’s volatility risk In: Working Papers - Mathematical Economics.
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paper0
2016Market Microstructure Effects on Firm Default Risk Evaluation In: Econometrics.
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2023Hedging error as generalized timing risk In: Quantitative Finance.
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article1

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