Alan White : Citation Profile

8

H index

8

i10 index

1530

Citations

RESEARCH PRODUCTION:

18

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1987 - 2017). See details.
   Cites by year: 51
   Journals where Alan White has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 1 (0.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwh61
   Updated: 2025-03-22    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:

Schlogl, Erik (12)

Nikitopoulos-Sklibosios, Christina (10)

HASAN, IFTEKHAR (9)

Mayordomo, Sergio (9)

Norden, Lars (9)

Moreno, Manuel (8)

Platen, Eckhard (8)

LINTON, OLIVER (8)

Dionne, Georges (7)

luciano, elisa (6)

Diebold, Francis (6)

Cites to:

Cao, Charles (4)

Chen, Zhiwu (4)

White, Alan (4)

Houweling, Patrick (3)

Alexander, Carol (3)

Vorst, Ton (3)

Campbell, John (2)

Scholes, Myron (2)

merton, robert (2)

Richardson, James (2)

Bardsley, Peter (2)

Main data

Production by document typepaperarticlechapter1987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620170102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201702505007501,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:1911.07719.

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2024Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2024Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2023). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2024Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities. (2022). Grzelak, Lech A. In: Papers. RePEc:arx:papers:2211.05014.

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2024Accelerated Computations of Sensitivities for xVA. (2022). Wolf, Felix ; Grzelak, Lech A ; Deelstra, Griselda. In: Papers. RePEc:arx:papers:2211.17026.

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2024No-Arbitrage Deep Calibration for Volatility Smile and Skewness. (2023). Phelan, Carolyn E ; Hoshisashi, Kentaro ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2310.16703.

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2025A Unifying Approach for the Pricing of Debt Securities. (2024). MacKay, Anne ; Vachon, Marie-Claude. In: Papers. RePEc:arx:papers:2403.06303.

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2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

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2024Deep Joint Learning valuation of Bermudan Swaptions. (2024). 'Alvaro Leitao, ; Casanova, Francisco G'Omez ; de Lope, Fernando. In: Papers. RePEc:arx:papers:2404.11257.

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2025Perpetual Demand Lending Pools. (2025). Chitra, Tarun ; Yusubov, Kamil ; Sterle, Luke ; Sheng, Nathan ; Diamandis, Theo. In: Papers. RePEc:arx:papers:2502.06028.

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2024Target rate factors in short rate models. (2024). Harju, Antti J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001560.

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2024Pricing vulnerable spread options with liquidity risk under Lévy processes. (2024). Yu, Baimin ; Wang, Xingchun ; Cai, Chengyou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000494.

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2024Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model. (2024). Lee, Jin Young ; Kim, Jeongsim ; Yoon, Hyungkuk. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001645.

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2024Relationship between deep hedging and delta hedging: Leveraging a statistical arbitrage strategy. (2024). Nakagawa, Kei ; Horikawa, Hiroaki. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001314.

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2024Does the impact of credit rating downgrade on bond returns vary by region: Empirical evidence from China. (2024). Zhang, Lin ; Liu, Guanhua ; Shan, Junhui. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013941.

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2024Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates. (2024). Wu, Lan ; Jia, Zijian ; Zhao, Chaoyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:156-175.

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2024Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective. (2024). Panaretos, Victor M ; Santoro, Leonardo V ; Mohammadi, Neda. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002119.

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2024Portfolio Management Using the Complex Wishart Distribution. (2024). Bahadursingh, Roman. In: Thesis Commons. RePEc:osf:thesis:ma2hx_v1.

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2025Pricing Vulnerable Options With Variance Gamma Systematic and Idiosyncratic Factors by Laplace Transform Inversion. (2025). Guo, Fenglong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:47-76.

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Works by Alan White:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Sheep enterprises—what are the differences? In: AFBM Journal.
[Full Text][Citation analysis]		article1
2013Whole farm analysis versus activity gross margin analysis: a sheep farm example In: AFBM Journal.
[Full Text][Citation analysis]		article2
1989Managing with Finance In: EB Series.
[Full Text][Citation analysis]		paper0
1990Employee Recruitment and Selection: Teaching Manual In: EB Series.
[Full Text][Citation analysis]		paper1
2012Ethical justification for conducting public health surveillance without patient consent In: American Journal of Public Health.
[Full Text][Citation analysis]		article3
2014Breast cancer mortality among American Indian and Alaska native women, 1990û2009 In: American Journal of Public Health.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article0
2009Office markets and space usage - Charting the future for workplaces In: ERES.
[Full Text][Citation analysis]		paper0
1988The Use of the Control Variate Technique in Option Pricing In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article38
1990Valuing Derivative Securities Using the Explicit Finite Difference Method In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article86
1993One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article135
2013Credit Derivatives In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter3
1995The impact of default risk on the prices of options and other derivative securities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article106
2004The relationship between credit default swap spreads, bond yields, and credit rating announcements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article430
2017Optimal delta hedging for options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
1987Hedging the risks from writing foreign currency options In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article25
2016Barriers and facilitators to health screening in men: A systematic review In: Social Science & Medicine.
[Full Text][Citation analysis]		article7
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.
[Full Text][Citation analysis]		article0
Current and Projected Workforce Requirements for Care of the Critically Ill and Patients with Pulmonary Disease In: Mathematica Policy Research Reports.
[Full Text][Citation analysis]		paper5
1990Pricing Interest-Rate-Derivative Securities. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article650
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.
[Full Text][Citation analysis]		article3
2011Guest Editors introduction In: Housing Policy Debate.
[Full Text][Citation analysis]		article0
2015A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions In: Quantitative Finance.
[Full Text][Citation analysis]		article1

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