Marco Bianchetti : Citation Profile


Are you Marco Bianchetti?

3

H index

2

i10 index

44

Citations

RESEARCH PRODUCTION:

1

Articles

7

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 8
   Journals where Marco Bianchetti has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi153
   Updated: 2021-10-16    RAS profile: 2017-09-08    
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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 Marco Bianchetti.

Is cited by:

Witzany, Jiří (3)

Baran, Jaroslav (3)

Pallavicini, Andrea (3)

Dec, Marcin (2)

Durré, Alain (1)

Hördahl, Peter (1)

Gola, Carlo (1)

Brigo, Damiano (1)

Gyntelberg, Jacob (1)

Mojon, Benoit (1)

Sahuc, Jean-Guillaume (1)

Cites to:

Yan, Wanfeng (2)

Zhou, Wei-Xing (2)

Fries, Christian (2)

Scandolo, Giacomo (1)

Fantazzini, Dean (1)

Brigo, Damiano (1)

Acerbi, Carlo (1)

Pallavicini, Andrea (1)

Main data


Where Marco Bianchetti has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Marco Bianchetti (2021 and 2020)


YearTitle of citing document
2021Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo. (2021). Kucherenko, Sergei ; Hok, Julien. In: Papers. RePEc:arx:papers:2106.08421.

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2021Chebyshev Greeks: Smoothing Gamma without Bias. (2021). Scoleri, Stefano ; Pallavicini, Andrea ; Maran, Andrea. In: Papers. RePEc:arx:papers:2106.12431.

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2020A New Indicator of Bank Funding Cost. (2020). Sahuc, Jean-Guillaume ; Mojon, Benoit ; Jondeau, Eric. In: BIS Working Papers. RePEc:bis:biswps:854.

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2021An Integrated Quasi-Monte Carlo Method for Handling High Dimensional Problems with Discontinuities in Financial Engineering. (2021). Wang, Xiaoqun ; He, Zhijian. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09976-2.

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2021Fair prices under a unified lattice approach for interest rate derivatives. (2021). Morelli, Giacomo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03209-y.

Full description at Econpapers || Download paper

Works by Marco Bianchetti:


YearTitleTypeCited
2012Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves In: Papers.
[Full Text][Citation analysis]
paper21
2012Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR In: Papers.
[Full Text][Citation analysis]
paper13
2012The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management In: Papers.
[Full Text][Citation analysis]
paper2
2012The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Markets Evolution After the Credit Crunch In: Papers.
[Full Text][Citation analysis]
paper1
2015Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis In: Papers.
[Full Text][Citation analysis]
paper5
2016Brexit or Bremain ? Evidence from bubble analysis In: Papers.
[Full Text][Citation analysis]
paper1
2011Interest Rates After the Credit Crunch: Markets and Models Evolution In: Journal of Financial Transformation.
[Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team