6
H index
3
i10 index
103
Citations
Philipp Schönbucher : Citation Profile
Rheinische Friedrich-Wilhelms-Universität Bonn (50% share) | RESEARCH PRODUCTION: 3 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1998 - 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 Philipp Schönbucher. | Is cited by:
| Cites to:
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Main data
Where Philipp Schönbucher has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE) | 3 |
| OFRC Working Papers Series / Oxford Financial Research Centre | 3 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
Recent works citing Philipp Schönbucher (2025 and 2024)
| Year | Title of citing document |
|---|
Works by Philipp Schönbucher:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Applied Computational Economics and Finance. Mario J. Miranda and Paul L. Fackler. In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
| 2006 | Pricing Interest Rate-SensitiveCredit Portfolio Derivatives In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Background Filtrations andCanonical Loss Processes for Top-Down Models of Portfolio Credit Risk In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Background filtrations and canonical loss processes for top-down models of portfolio credit risk.(2009) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 1998 | The valuation of a firm advertising optimally In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 1999 | The Valuation of a Firm Advertising Optimally.(1999) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| In: . [Full Text][Citation analysis] | paper | 22 | |
| 1999 | The Value of Market Research When a Firm is Learning: Real Option Pricing and Optimal Filtering In: OFRC Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
| 1999 | An American in Paris In: OFRC Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Making Data Pay In: Springer Books. [Citation analysis] | chapter | 0 |
| 2000 | A Libor Market Model with Default Risk In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2000 | Factor Models for Portofolio Credit Risk In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
| 2000 | A Tree Implementation of a Credit Spread Model for Credit Derivatives In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team