Jean‐Guy Simonato
- Finance top 0.5%
- Economics and Econometrics top 2%
- General Economics, Econometrics and Finance top 5%
- Management Science and Operations Research top 5%
- Accounting top 10%
- Co-authors
- Jin‐Chuan DuanGeneviève GauthierMichel DenaultGeorges DionneLars StentoftEvan DudleyJacques RaynauldErick Delage
- Topics
- Financial Risk and Volatility Modeling (30 papers)Stochastic processes and financial applications (25 papers)Credit Risk and Financial Regulations (13 papers)
- Partner nations
- CanadaHong KongUnited States
In The Last Decade
Jean‐Guy Simonato
48 papers receiving 993 citations
Peers
Comparison fields: 5 of 48
- Finance 984
- Economics and Econometrics 430
- General Economics, Econometrics and Finance 182
- Management Science and Operations Research 100
- Accounting 100
Countries citing papers authored by Jean‐Guy Simonato
This map shows the geographic impact of Jean‐Guy Simonato'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 Jean‐Guy Simonato with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jean‐Guy Simonato more than expected).
Fields of papers citing papers by Jean‐Guy Simonato
This network shows the impact of papers produced by Jean‐Guy Simonato. 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 Jean‐Guy Simonato. The network helps show where Jean‐Guy Simonato may publish in the future.
Co-authorship network of co-authors of Jean‐Guy Simonato
This figure shows the co-authorship network connecting the top 25 collaborators of Jean‐Guy Simonato. A scholar is included among the top collaborators of Jean‐Guy Simonato 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 Jean‐Guy Simonato. Jean‐Guy Simonato is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 1 | |
| 2 | 2 | |
| 3 | 22 | |
| 4 | The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices | 0 |
| 5 | Which pricing approach for options under GARCH with non-normal innovations? | 6 |
| 6 | A simulation-and-regression approach for dynamic programming, and its application to portfolio choice | 1 |
| 7 | 2 | |
| 8 | 17 | |
| 9 | 27 | |
| 10 | On the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models | 64 |
| 11 | Numerical Pricing of Contingent Claims on Multiple Assets and/or Factors - A Low-Discrepancy Markov Chain Approach | 0 |
| 12 | Estimating Merton's Model by Maximum Likelihood with Survivorship Consideration | 4 |
| 13 | 26 | |
| 14 | 41 | |
| 15 | 95 | |
| 16 | Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter | 16 |
| 17 | Three essays on the term structure of interest rates | 1 |
| 18 | 2 | |
| 19 | 11 | |
| 20 | 10 |
About Jean‐Guy Simonato
Jean‐Guy Simonato is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 51 papers that have together received 1.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (30 papers), Stochastic processes and financial applications (25 papers) and Credit Risk and Financial Regulations (13 papers). The work is most often cited by research in Finance (984 citations), General Economics, Econometrics and Finance (182 citations) and Economics and Econometrics (430 citations). Jean‐Guy Simonato has collaborated with scholars based in Canada, Hong Kong and United States. Frequent co-authors include Jin‐Chuan Duan, Geneviève Gauthier, Michel Denault, Georges Dionne, Lars Stentoft, Evan Dudley, Jacques Raynauld and Erick Delage. Their work appears in journals such as Management Science, European Journal of Operational Research and Journal of Econometrics.
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.