H. Windcliff

682 total citations
12 papers, 396 citations indexed

About

H. Windcliff is a scholar working on Finance, Demography and Economics and Econometrics. According to data from OpenAlex, H. Windcliff has authored 12 papers receiving a total of 396 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 4 papers in Demography and 3 papers in Economics and Econometrics. Recurrent topics in H. Windcliff's work include Stochastic processes and financial applications (10 papers), Capital Investment and Risk Analysis (4 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). H. Windcliff is often cited by papers focused on Stochastic processes and financial applications (10 papers), Capital Investment and Risk Analysis (4 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). H. Windcliff collaborates with scholars based in Canada and United States. H. Windcliff's co-authors include Peter Forsyth, K.R. Vetzal, Kenneth R. Vetzal, J. Wang, Arun Verma and Thomas F. Coleman and has published in prestigious journals such as Journal of Banking & Finance, Journal of Computational and Applied Mathematics and Journal of Economic Dynamics and Control.

In The Last Decade

H. Windcliff

12 papers receiving 351 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
H. Windcliff Canada	10	336	142	81	70	50	12	396
Eric Benhamou France	12	424 1.3×	94 0.7×	67 0.8×	105 1.5×	22 0.4×	57	507
Fei Lung Yuen Hong Kong	8	189 0.6×	154 1.1×	44 0.5×	51 0.7×	27 0.5×	14	316
Dmitry Davydov United States	4	386 1.1×	115 0.8×	37 0.5×	68 1.0×	18 0.4×	12	435
Roger Lord Netherlands	11	506 1.5×	131 0.9×	34 0.4×	172 2.5×	31 0.6×	18	547
Idris Kharroubi France	13	283 0.8×	85 0.6×	89 1.1×	82 1.2×	16 0.3×	28	353
Jesper Andreasen Australia	11	782 2.3×	182 1.3×	53 0.7×	142 2.0×	91 1.8×	20	818
Huyên Pham France	14	622 1.9×	323 2.3×	186 2.3×	89 1.3×	24 0.5×	23	713
Arnon Levy United States	4	338 1.0×	118 0.8×	112 1.4×	66 0.9×	12 0.2×	7	396
Daniele Marazzina Italy	11	283 0.8×	140 1.0×	63 0.8×	78 1.1×	17 0.3×	52	418
R. H. Liu United States	9	250 0.7×	67 0.5×	37 0.5×	48 0.7×	62 1.2×	15	322

Countries citing papers authored by H. Windcliff

Since Specialization

Citations

This map shows the geographic impact of H. Windcliff'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 H. Windcliff with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites H. Windcliff more than expected).

Fields of papers citing papers by H. Windcliff

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by H. Windcliff. 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 H. Windcliff. The network helps show where H. Windcliff may publish in the future.

Co-authorship network of co-authors of H. Windcliff

This figure shows the co-authorship network connecting the top 25 collaborators of H. Windcliff. A scholar is included among the top collaborators of H. Windcliff 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 H. Windcliff. H. Windcliff is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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12 of 12 papers shown

Forsyth, Peter, et al.. (2013). Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies. Applied Mathematical Finance. 20(5). 415–449. 22 indexed citations

Forsyth, Peter, et al.. (2012). Optimal trade execution: A mean quadratic variation approach. Journal of Economic Dynamics and Control. 36(12). 1971–1991. 88 indexed citations

Windcliff, H., J. Wang, Peter Forsyth, & K.R. Vetzal. (2006). Hedging with a correlated asset: Solution of a nonlinear pricing PDE. Journal of Computational and Applied Mathematics. 200(1). 86–115. 13 indexed citations

Windcliff, H., Peter Forsyth, & K.R. Vetzal. (2006). Numerical Methods and Volatility Models for Valuing Cliquet Options. Applied Mathematical Finance. 13(4). 353–386. 18 indexed citations

Windcliff, H., Peter Forsyth, & K.R. Vetzal. (2005). Pricing methods and hedging strategies for volatility derivatives. Journal of Banking & Finance. 30(2). 409–431. 52 indexed citations

Windcliff, H., Peter Forsyth, & K.R. Vetzal. (2004). Analysis of the stability of the linear boundary condition for the Black–Scholes equation. The Journal of Computational Finance. 8(1). 65–92. 73 indexed citations

Windcliff, H., et al.. (2004). The 1/n Pension Investment Puzzle. North American Actuarial Journal. 8(3). 32–45. 44 indexed citations

Forsyth, Peter & H. Windcliff. (2003). Computational methods for valuing path-dependent derivatives. 1 indexed citations

Windcliff, H., K.R. Vetzal, Peter Forsyth, Arun Verma, & Thomas F. Coleman. (2003). An object-oriented framework for valuing shout options on high-performance computer architectures. Journal of Economic Dynamics and Control. 27(6). 1133–1161. 6 indexed citations

10.

Windcliff, H., et al.. (2002). Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature. North American Actuarial Journal. 6(2). 107–124. 14 indexed citations

11.

Windcliff, H., Peter Forsyth, & K.R. Vetzal. (2001). Shout options: a framework for pricing contracts which can be modified by the investor. Journal of Computational and Applied Mathematics. 134(1-2). 213–241. 33 indexed citations

12.

Windcliff, H., Peter Forsyth, & K.R. Vetzal. (2001). Valuation of segregated funds: shout options with maturity extensions. Insurance Mathematics and Economics. 29(1). 1–21. 32 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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