Agnieszka Janek : Citation Profile


Are you Agnieszka Janek?

Politechnika Wrocławska

1

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

5

Papers

RESEARCH ACTIVITY:

   1 years (2010 - 2011). See details.
   Cites by year: 23
   Journals where Agnieszka Janek has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 2 (8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja286
   Updated: 2020-05-23    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:

Misiorek, Adam (2)

Germano, Guido (2)

Gnoatto, Alessandro (2)

Weron, Rafał (2)

Schienle, Melanie (2)

Mammen, Enno (1)

Jacquier, Antoine (1)

Rothe, Christoph (1)

Daniëls, Tijmen (1)

Hautsch, Nikolaus (1)

Basteck, Christian (1)

Cites to:

Weron, Rafał (1)

Main data


Where Agnieszka Janek has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Agnieszka Janek (2018 and 2017)


YearTitle of citing document
2017Full and fast calibration of the Heston stochastic volatility model. (2017). Cui, Yiran ; Germano, Guido ; del Bao, Sebastian . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:625-638.

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2017COHERENT FOREIGN EXCHANGE MARKET MODELS. (2017). Gnoatto, Alessandro. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500078.

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Works by Agnieszka Janek:


YearTitleTypeCited
2010FX Smile in the Heston Model In: Papers.
[Full Text][Citation analysis]
paper23
2010FX Smile in the Heston Model.(2010) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 23
paper
2010FX Smile in the Heston Model.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2010FX Smile in the Heston Model.(2010) In: HSC Research Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2011The vanna - volga method for derivatives pricing. In: MPRA Paper.
[Full Text][Citation analysis]
paper0

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