2
H index
0
i10 index
15
Citations
Tim Xiao : Citation Profile
| RESEARCH PRODUCTION: 8 Articles 76 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
11 years (2011 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tim Xiao. | Is cited by:
| Cites to:
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Main data
Where Tim Xiao has published?
| Journals with more than one article published | # docs |
|---|---|
| EconStor Open Access Articles and Book Chapters | 5 |
| Nature Communications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SocArXiv / Center for Open Science | 14 |
| MPRA Paper / University Library of Munich, Germany | 14 |
| arabixiv.org / Center for Open Science | 13 |
| FrenXiv / Center for Open Science | 13 |
| EconStor Preprints / ZBW - Leibniz Information Centre for Economics | 9 |
| Working Papers / HAL | 7 |
| Post-Print / HAL | 5 |
Recent works citing Tim Xiao (2024 and 2023)
| Year | Title of citing document |
|---|
Works by Tim Xiao:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | A New Model for Pricing Collateralized Financial Derivatives In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A New Model for Pricing Collateralized Financial Derivatives.(2017) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | A New Model for Pricing Collateralized Financial Derivatives.(2017) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | A New Model for Pricing Collateralized Financial Derivatives.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | An Accurate Solution for Credit Valuation Adjustment and Wrong Way Risk In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
| 2013 | A simple and precise method for pricing convertible bond with credit risk In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2015 | A Simple and Precise Method for Pricing Convertible Bond with Credit Risk.(2015) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | A Simple and Precise Method for Pricing Convertible Bond with Credit Risk.(2015) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | A Simple and Precise Method for Pricing Convertible Bond with Credit Risk.(2019) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | A Simple and Precise Method for Pricing Convertible Bond with Credit Risk.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | A Simple and Precise Method for Pricing Convertible Bond with Credit Risk.(2013) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2015 | Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bonds.(2015) In: International Journal of Financial Markets and Derivatives. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds.(2017) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds.(2017) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds.(2017) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds.(2015) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2011 | An Efficient Lattice Algorithm for the LIBOR Market Model In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2015 | AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL.(2015) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL.(2015) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL.(2015) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | An efficient lattice algorithm for the libor market model.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | An Efficient Lattice Algorithm for the LIBOR Market Model.(2011) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2019 | An Economic Examination of Collateralization in Different Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | An Economic Examination of Collateralization in Different Financial Markets.(2018) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | An Economic Examination of Collateralization in Different Financial Markets.(2018) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | An Economic Examination of Collateralization in Different Financial Markets.(2018) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | An Economic Examination of Collateralization in Different Financial Markets.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | An Economic Examination of Collateralization in Different Financial Markets.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | An Economic Examination of Collateralization in Different Financial Markets.(2019) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling.(2017) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling.(2017) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling.(2017) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling.(2019) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization.(2019) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization.(2019) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization.(2019) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Incremental Risk Charge Methodology In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Incremental Risk Charge Methodology.(2018) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Incremental Risk Charge Methodology.(2018) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Incremental Risk Charge Methodology.(2018) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Incremental Risk Charge Methodology.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Incremental Risk Charge Methodology.(2019) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment.(2018) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment.(2018) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment.(2018) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | The Valuation of Interest Rate Swap with Bilateral Counterparty Risk In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Valuation of Interest Rate Swap with Bilateral Counterparty Risk.(2019) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Valuation of Interest Rate Swap with Bilateral Counterparty Risk.(2019) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Valuation of Interest Rate Swap with Bilateral Counterparty Risk.(2019) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | The Valuation of Interest Rate Swap with Bilateral Counterparty Risk.(2017) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Valuation of Credit Default Swap with Counterparty Risk and Collateralization In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Valuation of Credit Default Swap with Counterparty Risk and Collateralization.(2019) In: arabixiv.org. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Valuation of Credit Default Swap with Counterparty Risk and Collateralization.(2019) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Valuation of Credit Default Swap with Counterparty Risk and Collateralization.(2019) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | The Valuation of Credit Default Swap with Counterparty Risk and Collateralization.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Solar wind entry into the high-latitude terrestrial magnetosphere during geomagnetically quiet times In: Nature Communications. [Full Text][Citation analysis] | article | 0 |
| 2017 | Microwaves effectively examine the extent and type of coking over acid zeolite catalysts In: Nature Communications. [Full Text][Citation analysis] | article | 0 |
| 2015 | An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk In: arabixiv.org. [Full Text][Citation analysis] | paper | 2 |
| 2015 | An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk.(2015) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk.(2015) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk.(2015) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | A New Model for Pricing Collateralized OTC Derivatives In: arabixiv.org. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A New Model for Pricing Collateralized OTC Derivatives.(2017) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | A New Model for Pricing Collateralized OTC Derivatives.(2017) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | A New Model for Pricing Collateralized OTC Derivatives.(2017) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment In: arabixiv.org. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.(2018) In: FrenXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.(2020) In: SocArXiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.(2019) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Generic Cancellable Note Analytics In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team