Jan Baldeaux

633 total citations
21 papers, 212 citations indexed

About

Jan Baldeaux is a scholar working on Finance, Numerical Analysis and Computational Theory and Mathematics. According to data from OpenAlex, Jan Baldeaux has authored 21 papers receiving a total of 212 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 11 papers in Numerical Analysis and 5 papers in Computational Theory and Mathematics. Recurrent topics in Jan Baldeaux's work include Mathematical Approximation and Integration (11 papers), Stochastic processes and financial applications (10 papers) and Numerical Methods and Algorithms (5 papers). Jan Baldeaux is often cited by papers focused on Mathematical Approximation and Integration (11 papers), Stochastic processes and financial applications (10 papers) and Numerical Methods and Algorithms (5 papers). Jan Baldeaux collaborates with scholars based in Australia, Austria and United States. Jan Baldeaux's co-authors include Josef Dick, Eckhard Platen, Friedrich Pillichshammer, Martino Grasselli, Gunther Leobacher, Dirk Nuyens, Marek Rutkowski, Katja Ignatieva, Dale Roberts and Peter Kritzer and has published in prestigious journals such as Journal of Banking & Finance, Numerische Mathematik and Discrete Mathematics.

In The Last Decade

Jan Baldeaux

21 papers receiving 199 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Jan Baldeaux Australia	8	126	70	51	40	34	21	212
Syoiti Ninomiya Japan	8	177 1.4×	136 1.9×	20 0.4×	22 0.6×	45 1.3×	15	281
Vigirdas Mackevičius Lithuania	8	117 0.9×	26 0.4×	22 0.4×	13 0.3×	12 0.4×	32	202
Anis Matoussi France	12	421 3.3×	47 0.7×	74 1.5×	92 2.3×	11 0.3×	36	474
Johan Tysk Sweden	12	252 2.0×	55 0.8×	80 1.6×	21 0.5×	5 0.1×	32	396
Aleksandar Mijatović United Kingdom	11	352 2.8×	11 0.2×	116 2.3×	60 1.5×	10 0.3×	65	453
Rimas Norvaiša Lithuania	8	133 1.1×	18 0.3×	45 0.9×	7 0.2×	15 0.4×	36	262
Liming Feng United States	9	407 3.2×	77 1.1×	73 1.4×	67 1.7×	3 0.1×	22	458
Simona Sanfelici Italy	10	250 2.0×	22 0.3×	134 2.6×	9 0.2×	9 0.3×	36	301
Jinniao Qiu Canada	9	133 1.1×	10 0.1×	23 0.5×	23 0.6×	8 0.2×	26	221
Toshihiro Yamada Japan	10	258 2.0×	36 0.5×	22 0.4×	38 0.9×	24 0.7×	52	326

Countries citing papers authored by Jan Baldeaux

Since Specialization

Citations

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

Fields of papers citing papers by Jan Baldeaux

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jan Baldeaux

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

All Works

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20 of 20 papers shown

Baldeaux, Jan, et al.. (2018). Quantifying Model Performance. SSRN Electronic Journal. 2 indexed citations

Baldeaux, Jan, Katja Ignatieva, & Eckhard Platen. (2017). Detecting money market bubbles. Journal of Banking & Finance. 87. 369–379. 7 indexed citations

Baldeaux, Jan, Martino Grasselli, & Eckhard Platen. (2014). Pricing currency derivatives under the benchmark approach. Journal of Banking & Finance. 53. 34–48. 14 indexed citations

Baldeaux, Jan, et al.. (2014). A Hybrid Model for Pricing and Hedging of Long Dated Bonds. SSRN Electronic Journal. 1 indexed citations

Baldeaux, Jan, et al.. (2014). Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model. Applied Mathematical Finance. 21(4). 299–312. 54 indexed citations

Baldeaux, Jan & Eckhard Platen. (2013). Liability Driven Investments under a Benchmark Based Approach. RePEc: Research Papers in Economics. 2 indexed citations

Baldeaux, Jan, Martino Grasselli, & Eckhard Platen. (2013). Pricing Currency Derivatives Under the Benchmark Approach. SSRN Electronic Journal. 1 indexed citations

Baldeaux, Jan & Eckhard Platen. (2013). Functionals of Multidimensional Diffusions with Applications to Finance. CERN Document Server (European Organization for Nuclear Research). 19 indexed citations

Baldeaux, Jan & Dale Roberts. (2012). Quasi-Monte Carol Methods for the Heston Model. RePEc: Research Papers in Economics. 1 indexed citations

10.

Baldeaux, Jan, Katja Ignatieva, & Eckhard Platen. (2012). A Tractable Model for Indices Approximating the Growth Optimal Portfolio. SSRN Electronic Journal. 1 indexed citations

11.

Baldeaux, Jan. (2012). EXACT SIMULATION OF THE 3/2 MODEL. International Journal of Theoretical and Applied Finance. 15(5). 1250032–1250032. 27 indexed citations

12.

Baldeaux, Jan, Josef Dick, Gunther Leobacher, Dirk Nuyens, & Friedrich Pillichshammer. (2011). Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules. Numerical Algorithms. 59(3). 403–431. 24 indexed citations

13.

Baldeaux, Jan, Leunglung Chan, & Eckhard Platen. (2011). Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach. ANZIAM Journal. 52. 727–727. 1 indexed citations

14.

Baldeaux, Jan & Josef Dick. (2011). A construction of polynomial lattice rules with small gain coefficients. Numerische Mathematik. 119(2). 271–297. 4 indexed citations

15.

Baldeaux, Jan, Josef Dick, & Friedrich Pillichshammer. (2010). Duality theory and propagation rules for higher order nets. Discrete Mathematics. 311(5). 362–386. 6 indexed citations

16.

Baldeaux, Jan, et al.. (2010). Construction algorithms for higher order polynomial lattice rules. Journal of Complexity. 27(3-4). 281–299. 18 indexed citations

17.

Baldeaux, Jan & Marek Rutkowski. (2010). Static Replication of Forward-Start Claims and Realized Variance Swaps. Applied Mathematical Finance. 17(2). 99–131. 7 indexed citations

18.

Baldeaux, Jan, Josef Dick, & Peter Kritzer. (2009). On the approximation of smooth functions using generalized digital nets. Journal of Complexity. 25(6). 544–567. 1 indexed citations

19.

Baldeaux, Jan. (2009). Quasi-Monte Carlo for finance beyond Black--Scholes. ANZIAM Journal. 50. 884–884. 1 indexed citations

20.

Baldeaux, Jan. (2008). Quasi-Monte Carlo methods for the Kou model. Monte Carlo Methods and Applications. 14(4). 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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