Jesper Andreasen

1.3k total citations
20 papers, 818 citations indexed

About

Jesper Andreasen is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Jesper Andreasen has authored 20 papers receiving a total of 818 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 6 papers in Economics and Econometrics and 2 papers in Demography. Recurrent topics in Jesper Andreasen's work include Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (10 papers) and Credit Risk and Financial Regulations (7 papers). Jesper Andreasen is often cited by papers focused on Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (10 papers) and Credit Risk and Financial Regulations (7 papers). Jesper Andreasen collaborates with scholars based in Australia, United States and Denmark. Jesper Andreasen's co-authors include Leif B. G. Andersen, David Eliezer, Peter Carr, Ninan Sajeeth Philip, Rolf Poulsen and Bjarke Jensen and has published in prestigious journals such as Journal of Financial Economics, The Journal of Computational Finance and Applied Mathematical Finance.

In The Last Decade

Jesper Andreasen

19 papers receiving 676 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Jesper Andreasen Australia 11 782 182 142 91 53 20 818
Alan Brace Australia 7 768 1.0× 249 1.4× 132 0.9× 34 0.4× 73 1.4× 13 895
Roger Lord Netherlands 11 506 0.6× 131 0.7× 172 1.2× 31 0.3× 34 0.6× 18 547
Jin Ma United States 15 669 0.9× 161 0.9× 194 1.4× 46 0.5× 161 3.0× 33 726
Liming Feng United States 9 407 0.5× 73 0.4× 67 0.5× 77 0.8× 56 1.1× 22 458
Antoine Jacquier United Kingdom 15 615 0.8× 185 1.0× 112 0.8× 25 0.3× 39 0.7× 65 674
Fabio Antonelli Italy 12 411 0.5× 90 0.5× 121 0.9× 30 0.3× 68 1.3× 23 481
Jim Gatheral United States 16 1.2k 1.6× 491 2.7× 176 1.2× 28 0.3× 119 2.2× 40 1.3k
Y. d’Halluin Canada 6 427 0.5× 101 0.6× 37 0.3× 161 1.8× 40 0.8× 7 479
Michèle Vanmaele Belgium 14 347 0.4× 121 0.7× 112 0.8× 62 0.7× 102 1.9× 55 561
H. Windcliff Canada 10 336 0.4× 142 0.8× 70 0.5× 50 0.5× 81 1.5× 12 396

Countries citing papers authored by Jesper Andreasen

Since Specialization
Citations

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

Fields of papers citing papers by Jesper Andreasen

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jesper Andreasen

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

All Works

20 of 20 papers shown
1.
Andreasen, Jesper, et al.. (2020). Cash as a Perpetual Option. SSRN Electronic Journal.
2.
Andreasen, Jesper, et al.. (2011). ZABR -- Expansions for the Masses. SSRN Electronic Journal. 12 indexed citations
3.
Andreasen, Jesper, et al.. (2010). Volatility Interpolation. SSRN Electronic Journal. 20 indexed citations
4.
Andreasen, Jesper, et al.. (2010). Finite Difference Based Calibration and Simulation. SSRN Electronic Journal. 2 indexed citations
5.
Andreasen, Jesper. (2006). Stochastic Volatility for Real. SSRN Electronic Journal. 5 indexed citations
6.
Andreasen, Jesper, et al.. (2004). Advances in Automated Algorithms For Morphological Classification of Galaxies Based on Shape Features. 314. 617. 3 indexed citations
7.
Andreasen, Jesper & Peter Carr. (2002). Put Call Reversal. 7 indexed citations
8.
Andersen, Leif B. G., Jesper Andreasen, & David Eliezer. (2002). Static replication of barrier options: some general results. The Journal of Computational Finance. 5(4). 1–25. 36 indexed citations
9.
Andreasen, Jesper. (2001). Credit Explosives. SSRN Electronic Journal. 6 indexed citations
10.
Andersen, Leif B. G. & Jesper Andreasen. (2001). Factor dependence of Bermudan swaptions: fact or fiction?. Journal of Financial Economics. 62(1). 3–37. 44 indexed citations
11.
Andreasen, Jesper. (2001). Turbo Charging the Cheyette Model. SSRN Electronic Journal. 6 indexed citations
12.
Andersen, Leif B. G. & Jesper Andreasen. (2000). Volatility skews and extensions of the Libor market model. Applied Mathematical Finance. 7(1). 1–32. 140 indexed citations
13.
Andersen, Leif B. G., Jesper Andreasen, & David Eliezer. (2000). Static Replication of Barrier Options: Some General Results. SSRN Electronic Journal. 4 indexed citations
14.
Andersen, Leif B. G. & Jesper Andreasen. (2000). Factor Dependence of Bermudan Swaption Prices: Fact or Fiction?. SSRN Electronic Journal. 13 indexed citations
15.
Andersen, Leif B. G. & Jesper Andreasen. (2000). Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing. Review of Derivatives Research. 4(3). 231–262. 287 indexed citations
16.
Andersen, Leif B. G. & Jesper Andreasen. (1999). Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Pricing. SSRN Electronic Journal. 77 indexed citations
17.
Andreasen, Jesper. (1998). The pricing of discretely sampled Asian and lookback options: a change of numeraire approach. The Journal of Computational Finance. 2(1). 5–30. 57 indexed citations
18.
Andersen, Leif B. G. & Jesper Andreasen. (1998). Volatility Skews and Extensions of the Libor Market Model. SSRN Electronic Journal. 58 indexed citations
19.
Andersen, Leif B. G., et al.. (1998). The passport option. The Journal of Computational Finance. 1(3). 15–36. 40 indexed citations
20.
Andreasen, Jesper, Bjarke Jensen, & Rolf Poulsen. (1996). New Skin for The Old Ceremony: Eight Different Derivations of the Black-Scholes Formula. 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Alan Brace Breakdown of academic impact, for papers by Roger Lord Breakdown of academic impact, for papers by Jin Ma Breakdown of academic impact, for papers by Liming Feng Breakdown of academic impact, for papers by Antoine Jacquier Breakdown of academic impact, for papers by Fabio Antonelli Breakdown of academic impact, for papers by Jim Gatheral Breakdown of academic impact, for papers by Y. d’Halluin Breakdown of academic impact, for papers by Michèle Vanmaele Breakdown of academic impact, for papers by H. Windcliff
Rankless by CCL
2026