Nadima El-Hassan : Citation Profile


Are you Nadima El-Hassan?

University of Technology Sydney
University of Technology Sydney

5

H index

2

i10 index

64

Citations

RESEARCH PRODUCTION:

4

Articles

14

Papers

RESEARCH ACTIVITY:

   17 years (1996 - 2013). See details.
   Cites by year: 3
   Journals where Nadima El-Hassan has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 5 (7.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel32
   Updated: 2018-12-15    RAS profile: 2014-05-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nadima El-Hassan.

Is cited by:

Chiarella, Carl (10)

Goovaerts, Marc (4)

Decamps, Marc (4)

Riccetti, Luca (4)

Scaillet, Olivier (2)

De Schepper, Ann (2)

Palomba, Giulio (2)

Nikitopoulos-Sklibosios, Christina (2)

Tebaldi, Claudio (2)

Ibáñez, Alfredo (1)

Gradojevic, Nikola (1)

Cites to:

Chiarella, Carl (13)

Milne, Frank (2)

White, Alan (2)

Jarrow, Robert (2)

Brennan, Michael (2)

White, Alan (2)

Huang, Jingzhi (1)

Scholes, Myron (1)

Markowitz, Harry (1)

merton, robert (1)

Main data


Where Nadima El-Hassan has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney7
Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney3
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Nadima El-Hassan (2018 and 2017)


YearTitle of citing document
2017A unified framework for pricing credit and equity derivatives. (2017). de Martino, Andrea ; Stagni, Roberto ; Ruiz, Edward Manuel. In: Working Papers. RePEc:apc:wpaper:2017-116.

Full description at Econpapers || Download paper

2017Weighted average price in the Heston stochastic volatility model. (2017). Papi, M ; Donatucci, C ; Pontecorvi, L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0197-5.

Full description at Econpapers || Download paper

Works by Nadima El-Hassan:


YearTitleTypeCited
1999Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article23
2007Hedging diffusion processes by local risk minimization with applications to index tracking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
2004Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2003An Implementation of Bouchouevs Method for a Short Time Calibration of Option Pricing Models In: Computational Economics.
[Full Text][Citation analysis]
article0
2003Tracking Error and Active Portfolio Management In: Australian Journal of Management.
[Full Text][Citation analysis]
article7
2003Tracking Error and Active Portfolio Management.(2003) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2000THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS In: Computing in Economics and Finance 2000.
[Citation analysis]
paper0
2002A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models. In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
2002The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions In: Computing in Economics and Finance 1997.
[Full Text][Citation analysis]
paper0
1999Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines In: Research Paper Series.
[Full Text][Citation analysis]
paper2
2004Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions In: Research Paper Series.
[Full Text][Citation analysis]
paper2
2013Self-funding Instalment Warrants In: Research Paper Series.
[Full Text][Citation analysis]
paper0
2000The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option In: Research Paper Series.
[Full Text][Citation analysis]
paper5
2000The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology In: Research Paper Series.
[Full Text][Citation analysis]
paper4
1996A Preference Free Partial Differential Equation for the Term Structure of Interest Rates In: Working Paper Series.
[Full Text][Citation analysis]
paper5
1997Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques In: Working Paper Series.
[Full Text][Citation analysis]
paper13
1997A Survey of Models for the Pricing of Interest Rate Derivatives In: Working Paper Series.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team