Nicola Bruti-Liberati : Citation Profile


Deceased: 2007-08-28

4

H index

1

i10 index

39

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   3 years (2004 - 2007). See details.
   Cites by year: 13
   Journals where Nicola Bruti-Liberati has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (11.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr185
   Updated: 2020-01-18    RAS profile:    
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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 Nicola Bruti-Liberati.

Is cited by:

Platen, Eckhard (12)

Shin, Yongseok (2)

Alexeev, Alexander (2)

Nikitopoulos-Sklibosios, Christina (2)

Kristensen, Dennis (2)

Schlogl, Erik (2)

Gnoatto, Alessandro (1)

Sokolov, Mikhail (1)

Shi, Lei (1)

Chiarella, Carl (1)

Baruník, Jozef (1)

Cites to:

Platen, Eckhard (48)

Nikitopoulos-Sklibosios, Christina (7)

Кабанов, Юрий (4)

merton, robert (4)

Jorion, Philippe (3)

Jarrow, Robert (3)

Duffie, Darrell (3)

Sanders, Anthony (2)

Chiarella, Carl (2)

Karolyi, G. (2)

Das, Sanjiv (2)

Main data


Where Nicola Bruti-Liberati has published?


Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney9

Recent works citing Nicola Bruti-Liberati (2018 and 2017)


YearTitle of citing document
2017Affine multiple yield curve models. (2017). Gnoatto, Alessandro ; Cuchiero, Christa ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1603.00527.

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2019Term structure modeling for multiple curves with stochastic discontinuities. (2019). Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1810.09882.

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2019Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists. (2019). Baruník, Jozef ; Vecer, Jan ; Chen, Cathy Yi-Hsuan ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1906.00059.

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2019Real-world forward rate dynamics with affine realizations. (2019). Platen, Eckhard ; Tappe, Stefan. In: Papers. RePEc:arx:papers:1907.05072.

Full description at Econpapers || Download paper

2019Affine multiple yield curve models. (2019). Gnoatto, Alessandro ; Fontana, Claudio ; Cuchiero, Christa. In: Mathematical Finance. RePEc:bla:mathfi:v:29:y:2019:i:2:p:568-611.

Full description at Econpapers || Download paper

Works by Nicola Bruti-Liberati:


YearTitleTypeCited
2006First Order Strong Approximations of Jump Diffusions In: Monte Carlo Methods and Applications.
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article3
2008A hardware generator of multi-point distributed random numbers for Monte Carlo simulation In: Mathematics and Computers in Simulation (MATCOM).
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article3
2005A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation.(2005) In: Research Paper Series.
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This paper has another version. Agregated cites: 3
paper
2009Alternative Defaultable Term Structure Models In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
article0
2009Alternative Defaultable Term Structure Models.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Approximation of jump diffusions in finance and economics In: Computational Economics.
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article6
2006Approximation of Jump Diffusions in Finance and Economics.(2006) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2010Real-world jump-diffusion term structure models In: Quantitative Finance.
[Full Text][Citation analysis]
article10
2004On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance In: Research Paper Series.
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paper3
2005On the Strong Approximation of Jump-Diffusion Processes In: Research Paper Series.
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paper4
2005On the Strong Approximation of Pure Jump Processes In: Research Paper Series.
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paper0
2006On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance In: Research Paper Series.
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paper2
2007Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models In: Research Paper Series.
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paper3
2008Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations In: Research Paper Series.
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paper5

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