Citation profile for Agnieszka Janek

Agnieszka Janek : Citation Profile

Politechnika Wrocławska

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Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   1 years (2010 - 2011). See details.
   Cites by year: 29
   Journals where Agnieszka Janek has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (6.45 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja286
   Updated: 2023-05-27    RAS profile: 2013-12-07
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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 Agnieszka Janek.

Is cited by:

Gnoatto, Alessandro (3)

Misiorek, Adam (2)

Schienle, Melanie (2)

Weron, RafaÅ (2)

DaniÃ«ls, Tijmen (1)

Jacquier, Antoine (1)

Panov, Vladimir (1)

Mammen, Enno (1)

Rothe, Christoph (1)

Hautsch, Nikolaus (1)

Germano, Guido (1)

Cites to:

Weron, RafaÅ (1)

Main data

Where Agnieszka Janek has published?

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	2

Recent works citing Agnieszka Janek (2022 and 2021)

Year	Title of citing document
2021	SWIFT calibration of the Heston model. (2021). Ortiz-Gracia, Luis ; Romo, Eudald. In: Papers. RePEc:arx:papers:2103.01570. Full description at Econpapers \|\| Download paper
2022	CBI-time-changed L\evy processes for multi-currency modeling. (2021). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2112.02440. Full description at Econpapers \|\| Download paper
2021	The Alpha?Heston stochastic volatility model. (2021). Scotti, Simone ; Ma, Chunhua ; Jiao, Ying ; Zhou, Chao. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:943-978. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper

Works by Agnieszka Janek:

Year	Title	Type	Cited
2010	FX Smile in the Heston Model In: Papers. [Full Text][Citation analysis]	paper	29
2010	FX Smile in the Heston Model.(2010) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29	paper
2010	FX Smile in the Heston Model.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29	paper
2010	FX Smile in the Heston Model.(2010) In: HSC Research Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29	paper
2011	The vanna - volga method for derivatives pricing. In: MPRA Paper. [Full Text][Citation analysis]	paper	0