Alan White : Citation Profile

Are you Alan White?

7

H index

7

i10 index

1031

Citations

RESEARCH PRODUCTION:

18

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1987 - 2017). See details.
   Cites by year: 34
   Journals where Alan White has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 1 (0.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwh61
   Updated: 2020-01-18    RAS profile: 2019-03-13    
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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)

Nikitopoulos-Sklibosios, Christina (10)

Schlogl, Erik (9)

LINTON, OLIVER (8)

Platen, Eckhard (8)

Mayordomo, Sergio (7)

Bjork, Tomas (6)

Pelsser, Antoon (6)

Afonso, Antonio (5)

Bannier, Christina (5)

luciano, elisa (5)

Cites to:

White, Alan (4)

Cao, Charles (4)

Chen, Zhiwu (4)

Alexander, Carol (3)

Scholes, Myron (2)

Richardson, James (2)

merton, robert (2)

Vorst, Ton (2)

Campbell, John (2)

Bardsley, Peter (2)

Houweling, Patrick (2)

Main data

Where Alan White has published?

Journals with more than one article published# docs
American Journal of Public Health3
Journal of Banking & Finance3
Journal of Financial and Quantitative Analysis3
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 (2018 and 2017)

YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Riddell, Simon ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-27.

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2017A unified framework for pricing credit and equity derivatives. (2017). Stagni, Roberto ; Ruiz, Edward Manuel ; de Martino, Andrea. In: Working Papers. RePEc:apc:wpaper:2017-116.

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2017Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps. (2017). Itkin, Andrey. In: Papers. RePEc:arx:papers:1701.02821.

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2017Estimating the Counterparty Risk Exposure by using the Brownian Motion Local Time. (2017). Oliva, Immacolata ; Mammi, Luca ; di Persio, Luca ; Bonollo, Michele . In: Papers. RePEc:arx:papers:1704.03244.

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

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2018Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods. (2018). Shcherbakov, Victor ; Milovanovi, Slobodan. In: Papers. RePEc:arx:papers:1711.09852.

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2017Back-of-the-envelope swaptions in a very parsimonious multicurve interest rate model. (2017). Baviera, Roberto. In: Papers. RePEc:arx:papers:1712.06466.

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2018Rational Models for Inflation-Linked Derivatives. (2018). Sloth, David ; Skovmand, David ; Macrina, Andrea ; Dam, Henrik. In: Papers. RePEc:arx:papers:1801.08804.

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2018Seasonal Stochastic Volatility and the Samuelson Effect in Agricultural Futures Markets. (2018). Tavin, Bertrand ; Schneider, Lorenz. In: Papers. RePEc:arx:papers:1802.01393.

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2018Calibration of Local Volatility Model with Stochastic Interest Rates by Efficient Numerical PDE Method. (2018). Tan, Shih-Hau ; Hok, Julien. In: Papers. RePEc:arx:papers:1803.03941.

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2018Valuation of contingent convertible catastrophe bonds - the case for equity conversion. (2018). Burnecki, Krzysztof ; Palmowski, Zbigniew ; Nicol, Mario. In: Papers. RePEc:arx:papers:1804.07997.

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2018A Feynman-Kac type formula for a fixed delay CIR model. (2018). Nappo, Giovanna ; Flore, Federico. In: Papers. RePEc:arx:papers:1806.00997.

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2018On The Calibration of Short-Term Interest Rates Through a CIR Model. (2018). Bufalo, Michele ; Mininni, Rosa Maria ; Orlando, Giuseppe. In: Papers. RePEc:arx:papers:1806.03683.

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2018On smile properties of volatility derivatives and exotic products: understanding the VIX skew. (2018). Muguruza, Aitor ; Garc, David ; Alos, Elisa. In: Papers. RePEc:arx:papers:1808.03610.

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2018Geometric Local Variance Gamma model. (2018). Itkin, Andrey ; Carr, Peter. In: Papers. RePEc:arx:papers:1809.07727.

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2018Deep calibration of rough stochastic volatility models. (2018). Stemper, Benjamin ; Bayer, Christian. In: Papers. RePEc:arx:papers:1810.03399.

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2019Optimal hedging under fast-varying stochastic volatility. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1810.08337.

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2019Forecasting interest rates through Vasicek and CIR models: a partitioning approach. (2019). Bufalo, Michele ; Mininni, Rosa Maria ; Orlando, Giuseppe. In: Papers. RePEc:arx:papers:1901.02246.

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2019A closed formula for illiquid corporate bonds and an application to the European market. (2019). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Papers. RePEc:arx:papers:1901.06855.

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2019Revising SA-CCR. (2019). Kenyon, Chris ; Islah, Othmane ; Berrahoui, Mourad. In: Papers. RePEc:arx:papers:1902.08405.

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2019Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method. (2019). Itkin, Andrey ; Soleymani, Fazlollah. In: Papers. RePEc:arx:papers:1903.00937.

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2019Affine term structure models : a time-changed approach with perfect fit to market curves. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1903.04211.

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2019Option Pricing via Multi-path Autoregressive Monte Carlo Approach. (2019). Chung, Wei-Ho ; Chen, Wei-Cheng. In: Papers. RePEc:arx:papers:1906.06483.

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2019On deep calibration of (rough) stochastic volatility models. (2019). Tomas, Mehdi ; Stemper, Benjamin ; Muguruza, Aitor ; Horvath, Blanka ; Bayer, Christian. In: Papers. RePEc:arx:papers:1908.08806.

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2019Quantization-based Bermudan option pricing in the $FX$ world. (2019). Montes, Thibaut ; Lemaire, Vincent ; Fayolle, Jean-Michel ; Pages, Gilles. In: Papers. RePEc:arx:papers:1911.05462.

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2019Neural networks for option pricing and hedging: a literature review. (2019). Wang, Weiguan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:1911.05620.

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2018Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements. (2018). Miao, Evan Weicheng ; Binici, Mahir ; Hutchison, Michael M. In: BIS Working Papers. RePEc:bis:biswps:704.

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2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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2018The sensitivity of the credit default swap market to financial analysts’ forecast revisions. (2018). Alam, Pervaiz ; Hettler, Barry ; Pu, Xiaoling . In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:697-725.

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2017Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. (2017). Blickle, Kristian ; Ehmann, Christian ; Ammann, Manuel. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:127-152.

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2019Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?. (2019). Lawrence, Edward R ; Dandapani, Krishnan ; Rodriguez, Ivan M. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:229-256.

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2017Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk. (2017). luciano, elisa ; Vigna, Elena ; Regis, Luca. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:961-986.

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2018Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in Asia-Pacific Financial Markets. ). (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: CARF F-Series. RePEc:cfi:fseres:cf446.

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2017Credit Ratings and Market Information. (2017). Piccolo, Alessio ; Shapiro, Joel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11961.

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2018The term structure of redenomination risk. (2018). Kriwoluzky, Alexander ; Kim, Chi Hyun ; Bayer, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12965.

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2017Pricing Vulnerable Options with Constant Elasticity of Variance versus Stochastic Elasticity of Variance. (2017). Lee, Min-Ku ; Kim, Jeong-Hoon ; Yang, Phd Sung-Jin . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:1:p:.

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2018The Term Structure of Redenomination Risk. (2018). Kriwoluzky, Alexander ; Kim, Chi Hyun ; Bayer, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1740.

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2018Discretionary fiscal policy and sovereign risk. (2018). Montes, Gabriel ; Valpassos, Iven Silva. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00081.

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2017Pricing and simulating catastrophe risk bonds in a Markov-dependent environment. (2017). Shao, Jia ; Pantelous, Athanasios A ; Papaioannou, Apostolos D. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:309:y:2017:i:c:p:68-84.

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2018Numerical solution of generalized Black–Scholes model. (2018). Sekhara, Chandra S ; Manisha, . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:321:y:2018:i:c:p:401-421.

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2019Levelized income loss as a metric of the adaptation of wind and energy storage to variable prices. (2019). Gomez-Aleixandre, Javier ; Coto, Jose ; Diaz, Guzman. In: Applied Energy. RePEc:eee:appene:v:238:y:2019:i:c:p:1179-1191.

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2019It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269.

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2017A unified approach to Bermudan and barrier options under stochastic volatility models with jumps. (2017). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:75-100.

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2018Evaluation of counterparty risk for derivatives with early-exercise features. (2018). BRETON, Michel E ; Marzouk, Oussama. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:1-20.

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2018A term structure model under cyclical fluctuations in interest rates. (2018). Novales, Alfonso ; Platania, Federico ; Moreno, Manuel . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:140-150.

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2017Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks. (2017). Lin, Shih-Kuei ; Xu, Lian-Wen ; Chen, Carl R ; Wang, Shin-Yun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:359-373.

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2017Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:333-347.

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2019Integrated structural approach to Credit Value Adjustment. (2019). Ballotta, Laura ; Marazzina, Daniele ; Fusai, Gianluca. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1143-1157.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2017Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Yang, Hee Jin ; Ahn, Hee-Joon ; Kim, Maria H ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:38-51.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2018The reputational effects of analysts stock recommendations and credit ratings: Evidence from operational risk announcements in the financial industry. (2018). Barakat, Ahmed ; Fenn, Paul ; Ashby, Simon. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:1-22.

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2017What determines bank CDS spreads? Evidence from European and US banks. (2017). Thornton, John ; di Tommaso, Caterina ; Drago, Danilo. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:140-145.

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2018Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies. (2018). Patel, Jinal ; Fabozzi, Frank J ; Russo, Vincenzo. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:196-201.

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2018Debt market illiquidity and correlated default risk. (2018). Javadi, Siamak ; Mollagholamali, Mohsen. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:266-273.

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2019Do upgrades matter? Evidence from trading volume. (2019). Siegel, Andrew F ; Koski, Jennifer L ; Brogaard, Jonathan. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:54-77.

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2017Institutional investment horizon, the information environment, and firm credit risk. (2017). Switzer, Lorne ; Wang, Jun. In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:57-71.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2018Measuring the propagation of financial distress with Granger-causality tail risk networks. (2018). Trapin, Luca ; Pirino, Davide ; Lillo, Fabrizio ; Corsi, Fulvio. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:18-36.

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2018Pension risk management with funding and buyout options. (2018). Cox, Samuel H ; Shi, Tianxiang ; Lin, Yijia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:183-200.

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2018Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates. (2018). Kang, Boda ; Ziveyi, Jonathan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:43-56.

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2019Valuation of contingent convertible catastrophe bonds — The case for equity conversion. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo ; Palmowski, Zbigniew. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:238-254.

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2017Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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2017Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Topaloglou, Nikolas ; Tolikas, Konstantinos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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2018Do multiple credit ratings affect syndicated loan spreads?. (2018). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:1-16.

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2018What drives corporate CDS spreads? A comparison across US, UK and EU firms. (2018). Pereira, John ; Nurullah, Mohamed ; Sorwar, Ghulam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:188-200.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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2019Sovereign bond return prediction with realized higher moments. (2019). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:53-73.

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2017Information in CDS spreads. (2017). Norden, Lars. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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2017The impact of sovereign rating changes on the activity of European banks. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:99-112.

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2018Detecting abnormal changes in credit default swap spreads using matching-portfolio models. (2018). Lugo, Stefano ; Bertoni, Fabio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:146-158.

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2018Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?. (2018). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina ; Cheng, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:148-166.

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2018Price discovery in euro area sovereign credit markets and the ban on naked CDS. (2018). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:106-125.

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2019A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts. (2019). Hilliard, Jimmy E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:137-155.

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2019Country and industry effects in corporate bond spreads in emerging markets. (2019). Garay, Urbi ; Rosso, John ; Gonzalez, Maximiliano. In: Journal of Business Research. RePEc:eee:jbrese:v:102:y:2019:i:c:p:191-200.

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2018The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality. (2018). Elayan, Fayez A ; Pacharn, Parunchana ; Brown, Kareen ; Aktas, Rafet . In: Journal of Economics and Business. RePEc:eee:jebusi:v:96:y:2018:i:c:p:69-89.

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2017Large shareholders and credit ratings. (2017). Kedia, Simi ; Zhou, Xing ; Rajgopal, Shivaram. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:632-653.

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2018When do CDS spreads lead? Rating events, private entities, and firm-specific information flows. (2018). Lee, Jongsub ; Velioglu, Guner ; Naranjo, Andy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:556-578.

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2019An asset pricing approach to testing general term structure models. (2019). van der Wel, Michel ; Christensen, Bent Jesper. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:165-191.

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2017The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:213-231.

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2018Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?. (2018). Binici, Mahir ; Hutchison, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:58-75.

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2019Merger strategies in a supply chain with asymmetric capital-constrained retailers upon market power dependent trade credit. (2019). Lan, Yanfei ; Guo, Rui ; Ren, DA ; Yan, Haikuan. In: Omega. RePEc:eee:jomega:v:83:y:2019:i:c:p:299-318.

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2019Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals. (2019). Shahzad, Syed Jawad Hussain ; Kenourgios, Dimitris ; Hussain, Syed Jawad ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:9.

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2017Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Nor, Safwan Mohd ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363.

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2017Pricing real estate index options under stochastic interest rates. (2017). Gong, PU ; Dai, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:309-323.

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2018Pricing and simulation for real estate index options: Radial basis point interpolation. (2018). Gong, PU ; Wang, Jiayue ; Zou, Dong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:177-188.

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2018A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility. (2018). Ko, Bonggyun ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:398-412.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2018R&D investment and patent renewal decisions. (2018). Jou, Jyh-Bang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:144-154.

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2018The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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2018Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads. (2018). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:324-341.

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2017New challenges for verbal autopsy: Considering the ethical and social implications of verbal autopsy methods in routine health information systems. (2017). Gouda, Hebe N ; Lopez, Alan D ; Rampatige, Rasika ; Firth, Sonja ; Abouzahr, Carla ; Riley, Ian D ; Joshi, Rohina ; Brolan, Claire E ; Flaxman, Abraham D. In: Social Science & Medicine. RePEc:eee:socmed:v:184:y:2017:i:c:p:65-74.

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2018On the distribution of extended CIR model. (2018). Peng, Qidi ; Schellhorn, Henry. In: Statistics & Probability Letters. RePEc:eee:stapro:v:142:y:2018:i:c:p:23-29.

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2017A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk. (2017). Härdle, Wolfgang ; Osipenko, Maria ; Hardle, Wolfgang Karl. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:23-:d:115840.

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2017International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01652526.

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2019Quantization-based Bermudan option pricing in the FX world. (2019). Montes, Thibaut ; Lemaire, Vincent ; Fayolle, Jean-Michel ; Pages, Gilles. In: Working Papers. RePEc:hal:wpaper:hal-02361667.

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2017Dynamic Valuation of Weather Derivatives under Default Risk. (2017). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Osipenko, Cmaria . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-005.

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2018Examining the Efficiency of American Put Option Pricing by Monte Carlo Methods with Variance Reduction. (2018). Chang, George . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:2:p:10-13.

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2018American Option Valuation Methods. (2018). Zhao, Jinsha . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:5:p:1-13.

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2018On the Effect of Bank of Japan’s Outright Purchase on the JGB Yield Curve. (2018). Nakano, Masafumi ; Tokioka, Takami ; Takahashi, Soichiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9238-5.

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2019Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9.

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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.
[Full Text][Citation analysis]		article0
2013Whole farm analysis versus activity gross margin analysis: a sheep farm example In: AFBM Journal.
[Full Text][Citation analysis]		article1
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]		article1
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]		article30
1990Valuing Derivative Securities Using the Explicit Finite Difference Method In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article67
1993One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article115
2013Credit Derivatives In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter2
1995The impact of default risk on the prices of options and other derivative securities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article64
2004The relationship between credit default swap spreads, bond yields, and credit rating announcements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article271
2017Optimal delta hedging for options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
1987Hedging the risks from writing foreign currency options In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
2016Barriers and facilitators to health screening in men: A systematic review In: Social Science & Medicine.
[Full Text][Citation analysis]		article0
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]		paper0
1990Pricing Interest-Rate-Derivative Securities. In: Review of Financial Studies.
[Full Text][Citation analysis]		article450
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]		article2
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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