Philipp Schönbucher : Citation Profile


Are you Philipp Schönbucher?

Rheinische Friedrich-Wilhelms-Universität Bonn
Eidgenössische Technische Hochschule Zürich (ETHZ)

6

H index

3

i10 index

84

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

RESEARCH ACTIVITY:

   12 years (1997 - 2009). See details.
   Cites by year: 7
   Journals where Philipp Schönbucher has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (1.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc6
   Updated: 2018-05-26    RAS profile: 2009-08-19    
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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 Philipp Schönbucher.

Is cited by:

Basso, Antonella (3)

Barro, Diana (3)

Nikitopoulos-Sklibosios, Christina (3)

Rheinberger, Klaus (2)

Reveiz, Alejandro (2)

Eichberger, Jürgen (2)

Acharya, Viral (2)

Gagliardini, Patrick (2)

gourieroux, christian (2)

Platen, Eckhard (2)

Chiarella, Carl (2)

Cites to:

Jarrow, Robert (7)

Sandmann, Klaus (4)

White, Alan (3)

Scholes, Myron (3)

Pindyck, Robert (2)

Jamshidian, Farshid (2)

Mella-Barral, Pierre (2)

merton, robert (2)

Unal, Haluk (2)

Dixit, Avinash (2)

Schlogl, Erik (1)

Main data


Where Philipp Schönbucher has published?


Working Papers Series with more than one paper published# docs
OFRC Working Papers Series / Oxford Financial Research Centre3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Philipp Schönbucher (2018 and 2017)


YearTitle of citing document
2017Model Uncertainty, Recalibration, and the Emergence of Delta-Vega Hedging. (2017). Herrmann, Sebastian ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1704.04524.

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2017Dynamics of multivariate default system in random environment. (2017). el Karoui, Nicole ; Jeanblanc, Monique ; Jiao, Ying. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:12:p:3943-3965.

Full description at Econpapers || Download paper

2018Modeling Longevity Risk using Consistent Dynamics Affine Mortality Models. (2018). Bedoui, Rihab ; Kedidi, Islem. In: Working Papers. RePEc:hal:wpaper:hal-01678050.

Full description at Econpapers || Download paper

Works by Philipp Schönbucher:


YearTitleTypeCited
2004Applied Computational Economics and Finance. Mario J. Miranda and Paul L. Fackler. In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article0
2000A Libor Market Model with Default Risk In: Bonn Econ Discussion Papers.
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paper13
2000Factor Models for Portofolio Credit Risk In: Bonn Econ Discussion Papers.
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paper22
2000A Tree Implementation of a Credit Spread Model for Credit Derivatives In: Bonn Econ Discussion Papers.
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paper3
1999A Market Model for Stochastic Implied Volatility In: Discussion Paper Serie B.
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paper9
2006Background Filtrations andCanonical Loss Processes for Top-Down Models of Portfolio Credit Risk In: Swiss Finance Institute Research Paper Series.
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paper6
2009Background filtrations and canonical loss processes for top-down models of portfolio credit risk.(2009) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2006Pricing Interest Rate-SensitiveCredit Portfolio Derivatives In: Swiss Finance Institute Research Paper Series.
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paper1
1998The valuation of a firm advertising optimally In: The Quarterly Review of Economics and Finance.
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article8
1999The Valuation of a Firm Advertising Optimally.(1999) In: OFRC Working Papers Series.
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This paper has another version. Agregated cites: 8
paper
1997Team Structure Modelling of Defaultable Bonds In: FMG Discussion Papers.
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paper19
1999The Value of Market Research When a Firm is Learning: Real Option Pricing and Optimal Filtering In: OFRC Working Papers Series.
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paper3
1999An American in Paris In: OFRC Working Papers Series.
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paper0

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