Ronald C. Heynen
- Finance top 2%
- Economics and Econometrics top 5%
- General Economics, Econometrics and Finance top 10%
- Management Science and Operations Research
- Strategy and Management
- Co-authors
- Harry M. KatA. G. Z. KemnaTon Vorst
- Topics
- Stochastic processes and financial applications (7 papers)Financial Markets and Investment Strategies (6 papers)Capital Investment and Risk Analysis (4 papers)
- Journals
- Journal of Financial and Quantitative AnalysisApplied Mathematical FinanceThe Journal of Derivatives
- Partner nations
- United StatesNetherlandsAustralia
In The Last Decade
Ronald C. Heynen
9 papers receiving 339 citations
Peers
Comparison fields: 5 of 40
- Finance 369
- Economics and Econometrics 184
- General Economics, Econometrics and Finance 67
- Management Science and Operations Research 24
- Strategy and Management 23
Countries citing papers authored by Ronald C. Heynen
This map shows the geographic impact of Ronald C. Heynen'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 Ronald C. Heynen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ronald C. Heynen more than expected).
Fields of papers citing papers by Ronald C. Heynen
This network shows the impact of papers produced by Ronald C. Heynen. 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 Ronald C. Heynen. The network helps show where Ronald C. Heynen may publish in the future.
Co-authorship network of co-authors of Ronald C. Heynen
This figure shows the co-authorship network connecting the top 25 collaborators of Ronald C. Heynen. A scholar is included among the top collaborators of Ronald C. Heynen 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 Ronald C. Heynen. Ronald C. Heynen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | Discrete Partial Barrier Options with a Moving Barrier | 12 |
| 2 | Pricing and Hedging Power Options | 1 |
| 3 | Volatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models. | 28 |
| 4 | Lookback Options with Discrete and Partial Monitoring of the Underlying Price. | 5 |
| 5 | Partial Barrier Options | 45 |
| 6 | 45 | |
| 7 | 47 | |
| 8 | 141 | |
| 9 | 72 |
About Ronald C. Heynen
Ronald C. Heynen is a scholar working on Finance, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 9 papers that have together received 396 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (7 papers), Financial Markets and Investment Strategies (6 papers) and Capital Investment and Risk Analysis (4 papers). The work is most often cited by research in Finance (369 citations), General Economics, Econometrics and Finance (67 citations) and Economics and Econometrics (184 citations). Ronald C. Heynen has collaborated with scholars based in United States, Netherlands and Australia. Frequent co-authors include Harry M. Kat, A. G. Z. Kemna and Ton Vorst. Their work appears in journals such as Journal of Financial and Quantitative Analysis, Applied Mathematical Finance and The Journal of Derivatives.
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.