Immediate Impact
1 by Nobel laureates 43 standout
Citing Papers
A systematic review for transformer-based long-term series forecasting
2025 Standout
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)
2023 Standout
Works of Jesper Andreasen being referenced
Volatility skews and extensions of the Libor market model
2000
Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
2000
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Jesper Andreasen | 738 | 168 | 134 | 17 | 767 | |
| Éric Fournié | 494 | 145 | 118 | 17 | 657 | |
| Alan Brace | 713 | 231 | 123 | 12 | 824 | |
| Damien Lamberton | 776 | 244 | 146 | 30 | 928 | |
| Jin Ma | 641 | 157 | 193 | 32 | 691 | |
| In Joon Kim | 816 | 238 | 75 | 28 | 924 | |
| Leunglung Chan | 637 | 218 | 206 | 26 | 764 | |
| Andreas Neuenkirch | 578 | 84 | 104 | 33 | 697 | |
| Gianluca Fusai | 727 | 222 | 164 | 59 | 978 | |
| Philippe Briand | 682 | 103 | 193 | 17 | 728 | |
| Vladimir Piterbarg | 728 | 159 | 154 | 35 | 852 |
All Works
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