6
H index
4
i10 index
78
Citations
Vladimir K. Kaishev : Citation Profile
City University | RESEARCH PRODUCTION: 9 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1989 - 2014). Relations with other researchers
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:
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Main data
Where Vladimir K. Kaishev has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 5 |
| Computational Statistics & Data Analysis | 2 |
Recent works citing Vladimir K. Kaishev (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 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 |
Works by Vladimir K. Kaishev:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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