2
H index
0
i10 index
6
Citations
Rusudan Kevkhishvili : Citation Profile
Hokkaido University | RESEARCH PRODUCTION: 5 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2017 - 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 Rusudan Kevkhishvili. | Is cited by: | Cites to:
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Main data
Where Rusudan Kevkhishvili has published?
Recent works citing Rusudan Kevkhishvili (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Lp optimal prediction of the last zero of a spectrally negative Lévy process. (2024). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119468. Full description at Econpapers || Download paper |
Works by Rusudan Kevkhishvili:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2025 | Loss-Given-Default Modeling by Post-Last Passage Time Process In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A direct solution method for pricing options in regime‐switching models In: Mathematical Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | An analysis of simultaneous company defaults using a shot noise process In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2025 | On decomposition of the last passage time of diffusions In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
| A new approach to detecting change in credit quality In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
| 2020 | Time reversal and last passage time of diffusions with applications to credit risk management In: Finance and Stochastics. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team