Marco Bianchetti : Citation Profile


Are you Marco Bianchetti?

2

H index

2

i10 index

38

Citations

RESEARCH PRODUCTION:

1

Articles

7

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 7
   Journals where Marco Bianchetti has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (2.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi153
   Updated: 2020-09-22    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)

Hördahl, Peter (2)

Gyntelberg, Jacob (2)

Dec, Marcin (2)

Pallavicini, Andrea (2)

Durré, Alain (1)

Leippold, Markus (1)

Gola, Carlo (1)

Gnoatto, Alessandro (1)

Pan, Wei-Fong (1)

Cites to:

Yan, Wanfeng (2)

Fries, Christian (2)

Zhou, Wei-Xing (2)

Acerbi, Carlo (1)

Scandolo, Giacomo (1)

Brigo, Damiano (1)

Fantazzini, Dean (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 (2020 and 2019)


YearTitle of citing document
2019Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure. (2019). Ziegler, Philipp ; Sobotka, Tom'Avs ; Posp, Jan. In: Papers. RePEc:arx:papers:1912.06709.

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2019Optimální způsob sjednání derivátu za přítomnosti rizika protistrany. (2019). ediv, Jan . In: Politická ekonomie. RePEc:prg:jnlpol:v:2019:y:2019:i:1:id:1217:p:65-81.

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2019Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure. (2019). Ziegler, Philipp ; Sobotka, Toma ; Pospiil, Jan. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1535-3.

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2019Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias. In: PhD Thesis. RePEc:uts:finphd:1-2019.

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2019Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias. In: PhD Thesis. RePEc:uts:finphd:41.

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]
paper20
2012Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR In: Papers.
[Full Text][Citation analysis]
paper11
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]
paper2
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

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