Griselda Deelstra
- Finance top 1%
- Demography top 1%
- Economics and Econometrics top 5%
- Management Science and Operations Research top 5%
- Accounting top 10%
- Co-authors
- Michèle VanmaeleMartino GrasselliFreddy DelbaenPierre‐François KoehlJan DhaeneDonatien HainautNizar TouziHuyên Pham
- Topics
- Stochastic processes and financial applications (59 papers)Insurance, Mortality, Demography, Risk Management (34 papers)Financial Risk and Volatility Modeling (24 papers)
- Journals
- European Journal of Operational ResearchJournal of Computational and Applied MathematicsJournal of Economic Dynamics and Control
- Partner nations
- BelgiumFranceSwitzerland
In The Last Decade
Griselda Deelstra
70 papers receiving 722 citations
Peers
Comparison fields: 5 of 52
- Finance 667
- Demography 346
- Economics and Econometrics 277
- Management Science and Operations Research 185
- Accounting 114
Countries citing papers authored by Griselda Deelstra
This map shows the geographic impact of Griselda Deelstra'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 Griselda Deelstra with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Griselda Deelstra more than expected).
Fields of papers citing papers by Griselda Deelstra
This network shows the impact of papers produced by Griselda Deelstra. 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 Griselda Deelstra. The network helps show where Griselda Deelstra may publish in the future.
Co-authorship network of co-authors of Griselda Deelstra
This figure shows the co-authorship network connecting the top 25 collaborators of Griselda Deelstra. A scholar is included among the top collaborators of Griselda Deelstra 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 Griselda Deelstra. Griselda Deelstra is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 9 | |
| 2 | Multivariate FX Models with Jumps: Triangles, Quantos and Implied Correlation | 1 |
| 3 | 10 | |
| 4 | 5 | |
| 5 | 11 | |
| 6 | How They Can Jump Together : Multivariate L´ evy Processes and Option pricing | 6 |
| 7 | 16 | |
| 8 | 11 | |
| 9 | Minimization of the (conditional) Value-at-Risk for a coupon bearing bond using a bond put option | 1 |
| 10 | Static super-replicating strategies for exotic options | 2 |
| 11 | Risk management of a bond portfolio using options | 2 |
| 12 | 28 | |
| 13 | A discussion Note on 'Pricing Lookback Options and Dynamic Guarantees' by Hans Gerber and Elias Shiu | 1 |
| 14 | Pricing of arithmetic basket and Asian basket options by conditioning | 1 |
| 15 | Bounds for the price of discretely sampled arithmetic Asian options | 8 |
| 16 | Yield option pricing in the generalized Cox-Ingersoll-Ross Model | 2 |
| 17 | Invited Discussion Paper on "Relative Importance of Risk Sources in Insurance Systems, by E. Frees" | 1 |
| 18 | Invited Discussion Paper on "Stochastic Analysis of the Interaction between Investment and Insurance Risk" by G. Parker | 2 |
| 19 | 3 | |
| 20 | Long-term returns in stochastic interest rate models: Applications | 3 |
About Griselda Deelstra
Griselda Deelstra is a scholar working on Finance, Demography and Management Science and Operations Research, having authored 74 papers that have together received 798 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (59 papers), Insurance, Mortality, Demography, Risk Management (34 papers) and Financial Risk and Volatility Modeling (24 papers). The work is most often cited by research in Finance (667 citations), Demography (346 citations) and Management Science and Operations Research (185 citations). Griselda Deelstra has collaborated with scholars based in Belgium, France and Switzerland. Frequent co-authors include Michèle Vanmaele, Martino Grasselli, Freddy Delbaen, Pierre‐François Koehl, Jan Dhaene, Donatien Hainaut, Nizar Touzi, Huyên Pham, Xianmei Chen and Ibrahima Diallo. Their work appears in journals such as European Journal of Operational Research, Journal of Computational and Applied Mathematics and Journal of Economic Dynamics and Control.
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.