Daniel Egloff

760 total citations
13 papers, 465 citations indexed

About

Daniel Egloff is a scholar working on Finance, Management Science and Operations Research and Statistics and Probability. According to data from OpenAlex, Daniel Egloff has authored 13 papers receiving a total of 465 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 4 papers in Management Science and Operations Research and 4 papers in Statistics and Probability. Recurrent topics in Daniel Egloff's work include Stochastic processes and financial applications (7 papers), Capital Investment and Risk Analysis (3 papers) and Credit Risk and Financial Regulations (3 papers). Daniel Egloff is often cited by papers focused on Stochastic processes and financial applications (7 papers), Capital Investment and Risk Analysis (3 papers) and Credit Risk and Financial Regulations (3 papers). Daniel Egloff collaborates with scholars based in Switzerland, United States and China. Daniel Egloff's co-authors include Markus Leippold, Liuren Wu, Paolo Vanini, Michael Köhler and Walter Farkas and has published in prestigious journals such as Journal of Banking & Finance, The Annals of Statistics and Journal of Financial and Quantitative Analysis.

In The Last Decade

Daniel Egloff

13 papers receiving 424 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Daniel Egloff Switzerland	9	393	140	63	42	42	13	465
A.C.F. Vorst Netherlands	9	400 1.0×	158 1.1×	69 1.1×	35 0.8×	36 0.9×	20	531
A. G. Z. Kemna Netherlands	5	663 1.7×	279 2.0×	57 0.9×	26 0.6×	77 1.8×	7	732
Rolf Poulsen Denmark	13	380 1.0×	167 1.2×	59 0.9×	35 0.8×	73 1.7×	43	465
Steven E. Posner United States	8	389 1.0×	190 1.4×	86 1.4×	53 1.3×	36 0.9×	19	612
Hiroshi Shirakawa Japan	9	309 0.8×	143 1.0×	210 3.3×	36 0.9×	23 0.5×	16	450
Idris Kharroubi France	13	283 0.7×	85 0.6×	89 1.4×	42 1.0×	13 0.3×	28	353
Stéphane Crépey France	19	891 2.3×	191 1.4×	185 2.9×	56 1.3×	51 1.2×	67	1.0k
H. Windcliff Canada	10	336 0.9×	142 1.0×	81 1.3×	9 0.2×	26 0.6×	12	396
András Fülöp France	10	234 0.6×	110 0.8×	33 0.5×	59 1.4×	43 1.0×	32	335
Craig A. Friedman United States	7	217 0.6×	71 0.5×	60 1.0×	33 0.8×	24 0.6×	38	277

Countries citing papers authored by Daniel Egloff

Since Specialization

Citations

This map shows the geographic impact of Daniel Egloff's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Daniel Egloff with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Egloff more than expected).

Fields of papers citing papers by Daniel Egloff

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Daniel Egloff. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Daniel Egloff. The network helps show where Daniel Egloff may publish in the future.

Co-authorship network of co-authors of Daniel Egloff

This figure shows the co-authorship network connecting the top 25 collaborators of Daniel Egloff. A scholar is included among the top collaborators of Daniel Egloff based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Daniel Egloff. Daniel Egloff is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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13 of 13 papers shown

1.

Egloff, Daniel. (2011). High performance finite difference PDE solvers on GPUs. 16 indexed citations

2.

Egloff, Daniel & Markus Leippold. (2010). Quantile estimation with adaptive importance sampling. The Annals of Statistics. 38(2). 21 indexed citations

3.

Egloff, Daniel, Markus Leippold, & Liuren Wu. (2010). The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments. Journal of Financial and Quantitative Analysis. 45(5). 1279–1310. 183 indexed citations

4.

Egloff, Daniel & Markus Leippold. (2009). The Valuation of American Options with Stochastic Stopping Time Constraints. Applied Mathematical Finance. 16(3). 287–305. 3 indexed citations

5.

Egloff, Daniel & Markus Leippold. (2007). Quantile Estimation with Adaptive Importance Sampling. SSRN Electronic Journal. 3 indexed citations

6.

Egloff, Daniel, et al.. (2007). A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options. The Annals of Applied Probability. 17(4). 39 indexed citations

7.

Leippold, Markus, Liuren Wu, & Daniel Egloff. (2007). Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments. SSRN Electronic Journal. 32 indexed citations

8.

Egloff, Daniel, Markus Leippold, & Paolo Vanini. (2007). A simple model of credit contagion. Journal of Banking & Finance. 31(8). 2475–2492. 61 indexed citations

9.

Egloff, Daniel. (2005). Monte Carlo algorithms for optimal stopping and statistical learning. The Annals of Applied Probability. 15(2). 63 indexed citations

10.

Egloff, Daniel, et al.. (2005). Optimal Importance Sampling for Credit Portfolios with Stochastic Approximation. SSRN Electronic Journal. 13 indexed citations

11.

Egloff, Daniel, Markus Leippold, & Walter Farkas. (2005). American Options with Stopping Time Constraints. SSRN Electronic Journal. 4 indexed citations

12.

Leippold, Markus, Daniel Egloff, & Paolo Vanini. (2004). A Simple Model of Credit Contagion. SSRN Electronic Journal. 26 indexed citations

13.

Egloff, Daniel. (2003). Monte Carlo Algorithms for Optimal Stopping and Statistical Learning - Convergence Rates and Sample Complexity. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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