Citation profile for Marco Bianchetti

Marco Bianchetti : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 5
   Journals where Marco Bianchetti has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (1.92 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi153
   Updated: 2024-04-18    RAS profile: 2023-04-10
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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 Marco Bianchetti.

Is cited by:

Witzany, Jiří (3)

Pallavicini, Andrea (3)

Baran, Jaroslav (3)

Jondeau, Eric (2)

Mojon, Benoit (2)

Dec, Marcin (2)

Albanese, Claudio (2)

Sahuc, Jean-Guillaume (2)

Hördahl, Peter (1)

Leippold, Markus (1)

Durré, Alain (1)

Cites to:

Pallavicini, Andrea (5)

Brigo, Damiano (4)

Zhou, Wei-Xing (2)

Fries, Christian (2)

Yan, Wanfeng (2)

Gaspar, Raquel (2)

Scandolo, Giacomo (1)

Acerbi, Carlo (1)

Henrard, Marc (1)

Upper, Christian (1)

Fantazzini, Dean (1)

Main data

Where Marco Bianchetti has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	8

Recent works citing Marco Bianchetti (2024 and 2023)

Year	Title of citing document
2023	Hedging Valuation Adjustment and Model Risk. (2022). Cr, St'Ephane ; Albanese, Claudio. In: Papers. RePEc:arx:papers:2205.11834. Full description at Econpapers \|\| Download paper
2023	The importance of being scrambled: supercharged Quasi Monte Carlo. (2022). Kucherenko, S ; Hok, J. In: Papers. RePEc:arx:papers:2210.16548. Full description at Econpapers \|\| Download paper

Works by Marco Bianchetti:

Year	Title	Type	Cited
2012	Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves In: Papers. [Full Text][Citation analysis]	paper	21
2012	Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR In: Papers. [Full Text][Citation analysis]	paper	15
2012	The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management In: Papers. [Full Text][Citation analysis]	paper	2
2012	The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2013	Markets Evolution After the Credit Crunch In: Papers. [Full Text][Citation analysis]	paper	2
2015	Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis In: Papers. [Full Text][Citation analysis]	paper	7
2016	Brexit or Bremain ? Evidence from bubble analysis In: Papers. [Full Text][Citation analysis]	paper	1
2021	Learning Bermudans In: Papers. [Full Text][Citation analysis]	paper	0
2021	Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask In: Papers. [Full Text][Citation analysis]	paper	2
2011	Interest Rates After the Credit Crunch: Markets and Models Evolution In: Journal of Financial Transformation. [Citation analysis]	article	1