MODEL‐INDEPENDENT LOWER BOUND ON VARIANCE SWAPS

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Kahalé, Nabil. “MODEL‐INDEPENDENT LOWER BOUND ON VARIANCE SWAPS”. Mathematical Finance, vol. 26, no. 4, 2014, pp. 939-61, https://doi.org/10.1111/mafi.12083.
Kahalé, N. (2014). MODEL‐INDEPENDENT LOWER BOUND ON VARIANCE SWAPS. Mathematical Finance, 26(4), 939-961. https://doi.org/10.1111/mafi.12083
Kahalé, Nabil. “MODEL‐INDEPENDENT LOWER BOUND ON VARIANCE SWAPS”. Mathematical Finance 26, no. 4 (2014): 939-61. https://doi.org/10.1111/mafi.12083.
Kahalé N. MODEL‐INDEPENDENT LOWER BOUND ON VARIANCE SWAPS. Mathematical Finance. 2014;26(4):939-61.
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Volatility: New Estimation Techniques for Pricing Derivatives, R. Jarrow, ed. London: RISK Books 1998
Volatility: New Estimation Techniques for Pricing Derivatives, R. Jarrow, ed. London: RISK Books 2012
Volatility: New Estimation Techniques for Pricing Derivatives, R. Jarrow, ed. London: RISK Books 2008
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Model risk and model choice in the case of barrier options and bonus certificates Journal of Banking & Finance
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 2018
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Superreplication of Financial Derivatives via Convex Programming

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Citations Analysis
Category Category Repetition
Social Sciences: Commerce: Business5
Social Sciences: Economic theory. Demography: Economics as a science5
Social Sciences: Finance4
Social Sciences: Commerce: Business: Accounting. Bookkeeping2
Science: Mathematics2
Science: Mathematics: Probabilities. Mathematical statistics2
Social Sciences: Statistics2
Technology: Manufactures: Production management. Operations management1
Social Sciences: Commerce: Business: Personnel management. Employment management1
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
The category Social Sciences: Commerce: Business 5 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Super-Replication of Financial Derivatives Via Convex Programming and was published in 2012. The most recent citation comes from a 2021 study titled Model risk and model choice in the case of barrier options and bonus certificates. This article reached its peak citation in 2017, with 2 citations. It has been cited in 5 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 4 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year