Rusudan Kevkhishvili : Citation Profile

Are you Rusudan Kevkhishvili?

Kyoto University

2

H index

0

i10 index

6

Citations

RESEARCH PRODUCTION:

3

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 0
   Journals where Rusudan Kevkhishvili has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (14.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pke397
   Updated: 2024-07-05    RAS profile: 2022-08-25    
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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 Rusudan Kevkhishvili.

Is cited by:

Cites to:

merton, robert (4)

Lehar, Alfred (3)

Vrins, Frédéric (2)

Dalla Valle, Luciana (1)

Ait-Sahalia, Yacine (1)

Scholes, Myron (1)

Sironi, Andrea (1)

Acharya, Viral (1)

Laeven, Roger (1)

Williams, Ross (1)

Altman, Edward (1)

Main data

Where Rusudan Kevkhishvili has published?

Recent works citing Rusudan Kevkhishvili (2024 and 2023)

YearTitle of citing document
2023Bridging the first and last passage times for Lévy models. (2023). Wang, Zijia ; Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:157:y:2023:i:c:p:308-334.

Full description at Econpapers || Download paper

2024Lp 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:

YearTitleTypeCited
2024Post-Last Exit Time Process and its Application to Loss-Given-Default Distribution In: Papers.
[Full Text][Citation analysis]		paper0
2020A direct solution method for pricing options in regime?switching models In: Mathematical Finance.
[Full Text][Citation analysis]		article2
2017An analysis of simultaneous company defaults using a shot noise process In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2020Time reversal and last passage time of diffusions with applications to credit risk management In: Finance and Stochastics.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team