6
H index
4
i10 index
78
Citations
City University | 6 H index 4 i10 index 78 Citations RESEARCH PRODUCTION: 9 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vladimir K. Kaishev. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Insurance: Mathematics and Economics | 5 |
Computational Statistics & Data Analysis | 2 |
Year | Title of citing document |
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2020 | American step options. (2020). De Temple, Jerome ; Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:363-385. Full description at Econpapers || Download paper |
2020 | Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. (2020). Germano, G ; Marazzina, D ; Phelan, C E. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103780. Full description at Econpapers || Download paper |
2020 | American Step Options. (2019). Moraux, Franck ; Abdou, Souleymane Laminou ; Detemple, Jerome ; De Temple, Jerome. In: Post-Print. RePEc:hal:journl:halshs-02283374. Full description at Econpapers || Download paper |
2020 | Dynamic programming for valuing American options under a varianceâ€gamma process. (2020). Remillard, Bruno ; Cherif, Rim ; ben Ameur, Hatem ; BenAmeur, Hatem . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1548-1561. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | GeD spline estimation of multivariate Archimedean copulas In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
1989 | Optimal experimental designs for the B-spline regression In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
2001 | An improved finite-time ruin probability formula and its Mathematica implementation In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 17 |
2006 | Excess of loss reinsurance under joint survival optimality In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 15 |
2007 | Modelling the joint distribution of competing risks survival times using copula functions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
2010 | Optimal joint survival reinsurance: An efficient frontier approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 10 |
2013 | Dependent competing risks: Cause elimination and its impact on survival In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
2009 | Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options In: Management Science. [Full Text][Citation analysis] | article | 7 |
2014 | Lookback option pricing using the Fourier transform B-spline method In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team