Alan White : Citation Profile


Are you Alan White?

8

H index

8

i10 index

1407

Citations

RESEARCH PRODUCTION:

18

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1987 - 2017). See details.
   Cites by year: 46
   Journals where Alan White has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 1 (0.07 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwh61
   Updated: 2023-01-28    RAS profile: 2020-10-04    
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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 Alan White.

Is cited by:

Chiarella, Carl (15)

Schlogl, Erik (10)

Nikitopoulos-Sklibosios, Christina (10)

Mayordomo, Sergio (9)

LINTON, OLIVER (8)

Platen, Eckhard (8)

HASAN, IFTEKHAR (7)

Moreno, Manuel (7)

Bjork, Tomas (6)

luciano, elisa (6)

Regis, Luca (6)

Cites to:

Chen, Zhiwu (4)

White, Alan (4)

Cao, Charles (4)

Vorst, Ton (3)

Alexander, Carol (3)

Houweling, Patrick (3)

Bardsley, Peter (2)

Scholes, Myron (2)

Richardson, James (2)

merton, robert (2)

Campbell, John (2)

Main data


Where Alan White has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis3
Journal of Banking & Finance3
American Journal of Public Health3
AFBM Journal2

Working Papers Series with more than one paper published# docs
EB Series / Cornell University, Department of Applied Economics and Management2

Recent works citing Alan White (2022 and 2021)


YearTitle of citing document
2021Lévy interest rate models with a long memory. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021020.

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2021Asymmetric short-rate model without lower bound. (2021). Wang, Linqi ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021006.

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2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

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2022The Zero-Coupon Rate Model for Derivatives Pricing. (2016). Lin, Xiao. In: Papers. RePEc:arx:papers:1606.01343.

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2022Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2021The Hull-White Model under Knightian Uncertainty about the Volatility. (2019). Holzermann, Julian. In: Papers. RePEc:arx:papers:1808.03463.

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2021Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion. (2019). Lin, Qian ; Holzermann, Julian. In: Papers. RePEc:arx:papers:1904.02930.

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2021Total positivity and the classification of term structure shapes in the two-factor Vasicek model. (2019). Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:1908.04667.

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2021Hedging with Neural Networks. (2020). Wang, Weiguan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:2004.08891.

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2022Generalisation of Fractional-Cox-Ingersoll-Ross Process. (2020). Mulaudzi, Mmboniseni ; Mukeru, Safari ; Mpanda, Marc Mukendi. In: Papers. RePEc:arx:papers:2008.07798.

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2021Price Impact on Term Structure. (2020). Neuman, Eyal ; Graceffa, Federico ; Brigo, Damiano. In: Papers. RePEc:arx:papers:2011.10113.

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2021Short Rate Dynamics: A Fed Funds and SOFR perspective. (2021). Schlogl, Erik ; Gellert, Karol. In: Papers. RePEc:arx:papers:2101.04308.

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2021Three little arbitrage theorems. (2021). Contreras, Mauricio ; Ortiz, Roberto . In: Papers. RePEc:arx:papers:2104.10187.

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2021How to handle negative interest rates in a CIR framework. (2021). Kamm, Kevin ; di Francesco, Marco. In: Papers. RePEc:arx:papers:2106.03716.

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2021Options on Bonds: Implied Volatilities from Affine Short-Rate Dynamics. (2021). Suaysom, Natchanon ; Lorig, Matthew. In: Papers. RePEc:arx:papers:2106.04518.

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2022Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2022Correlation Estimation in Hybrid Systems. (2021). Law, Baron . In: Papers. RePEc:arx:papers:2111.06042.

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2022New volatility evolution model after extreme events. (2022). Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling ; Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong. In: Papers. RePEc:arx:papers:2201.03213.

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2022Are all Credit Default Swap Databases equal?. (2022). Mayordomo, Sergio ; Schwartz, Eduardo S ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02273.

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2022European Power Option Pricing with Extended Vasic\v{e}k Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions. (2022). Liu, Jingwei. In: Papers. RePEc:arx:papers:2205.10665.

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2022Hedging option books using neural-SDE market models. (2022). Wang, Sheng ; Reisinger, Christoph ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2205.15991.

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2022Bartletts Delta revisited: Variance-optimal hedging in the lognormal SABR and in the rough Bergomi model. (2022). Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2207.13573.

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2022Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2022Accelerated Computations of Sensitivities for xVA. (2022). Wolf, Felix ; Grzelak, Lech A ; Deelstra, Griselda. In: Papers. RePEc:arx:papers:2211.17026.

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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2021Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146.

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2021Relevance of the disposition effect on the options market: New evidence. (2021). Chou, Robin K ; Chiu, Hsinyu ; Chiang, Mihsiu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:75-106.

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2022The role of credit default swaps in determining corporate payout policy. (2022). Oh, Frederick Dongchuhl ; Lee, Hwang Hee. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:635-661.

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2021Contagion of fear: Is the impact of COVID?19 on sovereign risk really indiscriminate?. (2021). Cevik, Serhan ; Ozturkkal, Belma. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:134-154.

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2021Its the tone, stupid! Soft information in credit rating reports and financial markets. (2021). Kiesel, Florian. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:553-585.

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2021Efficient valuation of variable annuity portfolios with dynamic programming. (2021). Moenig, Thorsten. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:1023-1055.

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2022The Laplace transform of the integrated Volterra Wishart process. (2022). Jaber, Eduardo Abi. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:309-348.

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2021Valuación de Títulos de Deuda Indexados al Comportamiento de un Índice Accionario: Un Modelo con Riesgo de Crédito, Parte 2. (2021). Perillo, Marcelo F. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:790.

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2022The relevance of GAAP vs. non-GAAP net assets to creditors: An examination of the credit default swap market. (2022). Taylor, Gary K ; Hill, Mary S ; Brasel, Kelsey R. In: Advances in accounting. RePEc:eee:advacc:v:56:y:2022:i:c:s0882611021000687.

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2021Markov chain approximation and measure change for time-inhomogeneous stochastic processes. (2021). Ning, Ning ; Ding, Kailin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:392:y:2021:i:c:s0096300320306858.

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2021Deep learning for CVA computations of large portfolios of financial derivatives. (2021). Oosterlee, Cornelis W ; Andersson, Kristoffer. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:409:y:2021:i:c:s0096300321004884.

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2021Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence. (2021). Peters, Gareth W ; Dias, Fabio S. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:411:y:2021:i:c:s0096300321005737.

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2022Closed-form formula for conditional moments of generalized nonlinear drift CEV process. (2022). Rujivan, Sanae ; Mekchay, Khamron ; Sutthimat, Phiraphat. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:428:y:2022:i:c:s0096300322002879.

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2022The pricing of China stock index options based on monetary policy uncertainty. (2022). Wang, Haijie ; Chang, Chun-Ping ; Ma, Chao ; Niu, Jing. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000616.

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2021Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774.

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2022New volatility evolution model after extreme events. (2022). Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009620.

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2022Valuation of European-style vulnerable options under the non-affine stochastic volatility and double exponential jump. (2022). Guo, Xunxiang ; Huang, Shoude. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002132.

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2021Forecasting U.S. Yield Curve Using the Dynamic Nelson–Siegel Model with Random Level Shift Parameters. (2021). Xu, Jiawen ; Pang, Tao ; Luo, Deqing. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:340-350.

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2021Sample average approximation of CVaR-based hedging problem with a deep-learning solution. (2021). Bao, Ying ; Zhao, Yanlong ; Li, Shuang ; Peng, Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302102.

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2021Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model. (2021). Lin, Shih-Kuei ; Zheng, Wen-Jie ; Tang, Kin-Boon . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302242.

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2021The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431.

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2022Credit rating changes and debt structure. (2022). Kemper, Kristopher J ; Goebel, Joseph M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001662.

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2022Fiscal uncertainty and sovereign credit risk. (2022). Hantzsche, Arno. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001453.

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2021A distributionally robust optimization approach for stochastic elective surgery scheduling with limited intensive care unit capacity. (2021). Padman, Rema ; Shehadeh, Karmel S. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:901-913.

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2022Is normal backwardation normal? Valuing financial futures with a local index-rate covariance. (2022). ZIMMERMANN, Paul ; Raimbourg, Philippe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:351-367.

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2021Is convexity efficiently priced? Evidence from international swap markets. (2021). Ronzani, Riccardo ; Rebonato, Riccardo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:392-413.

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2021The impact of COVID-19 pandemic on transmission of monetary policy to financial markets. (2021). Han, Liyan ; Wei, Xiaoyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100048x.

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2021Fractal analysis of market (in)efficiency during the COVID-19. (2021). Bianchi, Sergio ; Frezza, Massimiliano ; Pianese, Augusto. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316652.

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2021Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis. (2021). Salvade, Federica ; Raimbourg, Philippe. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302695.

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2022Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries. (2022). Barokas, Lina ; Kutuk, Yasin. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100266x.

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2022The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing. (2022). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Belitsky, Vladimir ; Arismendi-Zambrano, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001261.

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2021Sovereign credit ratings: Discovering unorthodox factors and variables. (2021). Teo, Wing Leong ; Chit, Myint Moe ; Choy, Swee Yew. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300120.

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2021Measuring changes in credit risk: The case of CDS event studies. (2021). Betzer, Andre ; Andres, Christian ; Doumet, Markus. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000454.

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2021Alternatives to sharing COVID-19 data with law enforcement: Recommendations for stakeholders. (2021). Molldrem, Stephen ; McClelland, Alexander ; Hussain, Mustafa I. In: Health Policy. RePEc:eee:hepoli:v:125:y:2021:i:2:p:135-140.

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2021Prepayment risk in reverse mortgages: An intensity-governed surrender model. (2021). Lee, Yung-Tsung ; Shi, Tianxiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:68-82.

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2021A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020.

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2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Wu, Eliza ; Politsidis, Panagiotis ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000500.

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2021Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Gao, Feng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001232.

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2021Listing of classical options and the pricing of discount certificates. (2021). Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302727.

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2021Optimal collective investment: The impact of sharing rules, management fees and guarantees. (2021). Rach, Manuel ; Nguyen, Thai ; Chen, AN. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302739.

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2021To change or not to change? The CDS market response of firms on credit watch. (2021). Schiereck, Dirk ; Norden, Lars ; Kolaric, Sascha ; Kiesel, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s037842662100025x.

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2021Interest rate risk in the banking book: A closed-form solution for non-maturity deposits. (2021). Blochlinger, Andreas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000388.

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2021Under-reaction in the sovereign CDS market. (2021). Zhang, Jinfan ; Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503.

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2021What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Delpachitra, Sarath ; Yu, Xiao ; Cottrell, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564.

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2021Negative news and the stock market impact of tone in rating reports. (2021). Rieber, Alexander ; Norden, Lars ; Loffler, Gunter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002120.

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2021Learning sequential option hedging models from market data. (2021). Li, Yuying ; Coleman, Thomas F ; Nian, KE. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002338.

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2021Model risk and model choice in the case of barrier options and bonus certificates. (2021). Shkel, David ; Baule, Rainer. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002594.

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2022The CDS market reaction to loan renegotiation announcements. (2022). Sewaid, Ahmed ; Martin-Oliver, Alfredo ; Silaghi, Florina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000310.

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2021How do investors value corporate social responsibility? Market valuation and the firm specific contexts. (2021). Lu, Hao ; Chang, Young Kyun ; Kleffner, Anne ; Oh, Won-Yong. In: Journal of Business Research. RePEc:eee:jbrese:v:125:y:2021:i:c:p:14-25.

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2021Reconstructing the yield curve. (2021). Wu, Jing Cynthia ; Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1395-1425.

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2021The relative pricing of sovereign credit risk after the Eurozone crisis. (2021). Ruggiero, Francesco ; Corvino, Raffaele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s026156062030293x.

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2021Strategic credit sales to express retail under asymmetric default risk and stochastic market demand. (2021). Zhao, Ruiqing ; Ding, Peiqi ; Wang, Kai. In: Omega. RePEc:eee:jomega:v:101:y:2021:i:c:s0305048319302051.

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2021.

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2021Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Gonzalez-Urteaga, Ana ; Ballester, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663.

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2022Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis. (2022). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001872.

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2022Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117539.

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2022Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks. (2022). Terada, Ana T ; Takada, Hellinton H ; Kauffmann, Piero C ; Stern, Julio M. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:15-:d:780065.

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2022On the Deterministic-Shift Extended CIR Model in a Negative Interest Rate Framework. (2022). Kamm, Kevin ; di Francesco, Marco. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:2:p:38-:d:820074.

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2021How Much Do Negative Probabilities Matter in Option Pricing?: A Case of a Lattice-Based Approach for Stochastic Volatility Models. (2021). Chung, San-Lin ; Miao, Daniel Wei-Chung ; Tseng, Chung-Li ; Shih, Pai-Ta. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:241-:d:565725.

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2021Investigating the Determinants of Credit Spread Using a Markov Regime-Switching Model: Evidence from Banks in Taiwan. (2021). Lee, Kuo-Jung ; Lu, Su-Lien. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9535-:d:621039.

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2022From Short-Term Risk to Long-Term Strategic Challenges: Reviewing the Consequences of Geopolitics and COVID-19 on Economic Performance. (2022). Desalegn, Goshu ; Tangl, Anita ; Fekete-Farkas, Maria. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14455-:d:962712.

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2022The Laplace transform of the integrated Volterra Wishart process. (2020). Jaber, Eduardo Abi. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02367200.

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2022The Laplace transform of the integrated Volterra Wishart process. (2021). Jaber, Eduardo Abi. In: Post-Print. RePEc:hal:journl:hal-02367200.

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2022What Went Wrong? The Puerto Rican Debt Crisis, the Treasury Put, and the Failure of Market Discipline. (2022). Chirinko, Robert S. In: IMES Discussion Paper Series. RePEc:ime:imedps:22-e-03.

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2021Modelos de la estructura de plazos de las tasas de interés: Revisión, tendencias y perspectivas. (2021). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Vasicek, Oldrich Alfons. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:a:1.

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2021Models of the Term Structure of Interest Rates: Review, Trends, and Perspectives. (2021). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Vasicek, Oldrich Alfons. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:a:11.

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2021Modelos de la estructura de plazos de las tasas de interés: Revisión, tendencias y perspectivas. (2021). Venegas-Martínez, Francisco ; Vasicek, Oldrich Alfons ; Venegas-Martinez, Francisco. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:p:1-28.

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2021Ideal Investment Protection in Optimistic Perceptions: Evidence From the Indian Equity Options Market. (2021). Varghese, James ; Jose, Babu. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:2:p:327-340.

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2021Zero-Coupon Yield Curve Estimation with the Package termstrc. (2010). Ferstl, Robert ; Hayden, Josef . In: Journal of Statistical Software. RePEc:jss:jstsof:36:i01.

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More than 100 citations found, this list is not complete...

Works by Alan White:


YearTitleTypeCited
2010Sheep enterprises—what are the differences? In: AFBM Journal.
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2013Whole farm analysis versus activity gross margin analysis: a sheep farm example In: AFBM Journal.
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article1
1989Managing with Finance In: EB Series.
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1990Employee Recruitment and Selection: Teaching Manual In: EB Series.
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paper1
2012Ethical justification for conducting public health surveillance without patient consent In: American Journal of Public Health.
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article2
2014Breast cancer mortality among American Indian and Alaska native women, 1990û2009 In: American Journal of Public Health.
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2014Erratum: Breast cancer mortality among American Indian and Alaska Native women, 1990-2009 (Am J Public Health (2014) 104 (S432-S438) DOI: 10.2105/AJPH.2013.301720) In: American Journal of Public Health.
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article0
2009Office markets and space usage - Charting the future for workplaces In: ERES.
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paper0
1988The Use of the Control Variate Technique in Option Pricing In: Journal of Financial and Quantitative Analysis.
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article34
1990Valuing Derivative Securities Using the Explicit Finite Difference Method In: Journal of Financial and Quantitative Analysis.
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article82
1993One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities In: Journal of Financial and Quantitative Analysis.
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article128
2013Credit Derivatives In: Handbook of the Economics of Finance.
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chapter3
1995The impact of default risk on the prices of options and other derivative securities In: Journal of Banking & Finance.
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article98
2004The relationship between credit default swap spreads, bond yields, and credit rating announcements In: Journal of Banking & Finance.
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article406
2017Optimal delta hedging for options In: Journal of Banking & Finance.
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article19
1987Hedging the risks from writing foreign currency options In: Journal of International Money and Finance.
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article24
2016Barriers and facilitators to health screening in men: A systematic review In: Social Science & Medicine.
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article6
2004The impact of e-marketplaces on buyer–supplier relationships: a cross industry perspective of the "move to the middle" hypothesis In: International Journal of Information Technology and Management.
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article0
Current and Projected Workforce Requirements for Care of the Critically Ill and Patients with Pulmonary Disease In: Mathematica Policy Research Reports.
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paper5
1990Pricing Interest-Rate-Derivative Securities. In: Review of Financial Studies.
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article594
2009Development of a budget-impact model to quantify potential cost savings from prescription opioids designed to deter abuse or ease of extraction In: Applied Health Economics and Health Policy.
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article3
2011Guest Editors introduction In: Housing Policy Debate.
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article0
2015A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions In: Quantitative Finance.
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article1

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