3
H index
2
i10 index
52
Citations
Marco Bianchetti : Citation Profile
| RESEARCH PRODUCTION: 3 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2011 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Bianchetti. | Is cited by:
| Cites to:
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Main data
Where Marco Bianchetti has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 11 |
Recent works citing Marco Bianchetti (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Handling model risk with XVAs. (2024). Albanese, Claudio ; Cr, St'Ephane. In: Papers. RePEc:arx:papers:2205.11834. Full description at Econpapers || Download paper |
| 2024 | Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models. (2024). Xu, Ziqing ; Huang, Zhenzhen ; Kwok, Yue Kuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:132-150. Full description at Econpapers || Download paper |
| 2024 | Handling model risk with XVAs. (2024). Crpey, Stphane ; Bnzet, Cyril. In: Post-Print. RePEc:hal:journl:hal-03675291. Full description at Econpapers || Download paper |
Works by Marco Bianchetti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2012 | Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR In: Papers. [Full Text][Citation analysis] | paper | 14 |
| 2012 | The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | Markets Evolution After the Credit Crunch In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Brexit or Bremain ? Evidence from bubble analysis In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Learning Bermudans In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Learning Bermudans.(2024) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2025 | Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2025 | Risk-aware Trading Portfolio Optimization In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | No Fear of Discounting How to Manage the Transition from EONIA to ESTR In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Effective dimensionality reduction for Greeks computation using Randomized QMC In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Interest Rates After the Credit Crunch: Markets and Models Evolution In: Journal of Financial Transformation. [Citation analysis] | article | 1 |
| 2024 | XVA modelling: validation, performance and model risk management In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team