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H index
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i10 index
13
Citations
Flavia Barsotti : Citation Profile
Università degli Studi di Firenze | RESEARCH PRODUCTION: 6 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2010 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Flavia Barsotti. | Is cited by:
| Cites to:
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Main data
Where Flavia Barsotti has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers - Mathematical Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa | 4 |
| Papers / arXiv.org | 2 |
Recent works citing Flavia Barsotti (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference. (2024). Chakraborty, Tanujit ; Bandyopadhyay, Gautam ; Rakshit, Agni. In: Papers. RePEc:arx:papers:2405.02919. Full description at Econpapers || Download paper |
| 2023 | Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479. Full description at Econpapers || Download paper |
| 2023 | The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem. (2023). Abid, Ilyes ; Naoui, Kamel ; Hamdi, Haykel ; Mrad, Fatma. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005062. Full description at Econpapers || Download paper |
Works by Flavia Barsotti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | The Value of Timing Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymptotic Static Hedge via Symmetrization In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 2016 | Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Lapse risk in life insurance: correlation and contagion effects among policyholders behaviors.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | Performance and determinants of the Merton structural model: Evidence from hedging coefficients In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | Estimating the transition matrix of a Markov chain observed at random times In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Debt Value and Capital Structure with Firms Net Cash Payouts In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Corporate Debt Value with Switching Tax Benefits and Payouts In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Optimal Capital Structure with Endogenous Default and Volatility Risk In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Microstructure effect on firm’s volatility risk In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Market Microstructure Effects on Firm Default Risk Evaluation In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Hedging error as generalized timing risk In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team