Cyriel de Jong

Finance · with Boogert · 2005–2008

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it
• Economics and Econometrics — 12 citations into it; #4,756 of 23,481 by trust here, #14,996 by citations
• Electrical and Electronic Engineering — 10 citations into it; #1,766 of 16,539 by trust here, #11,313 by citations

Whom Cyriel de Jong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eduardo S. Schwartz
2. L. Rogers
3. Lars Stentoft
4. Francis A. Longstaff
5. J. Lucia
6. Christopher R. Knittel

Who trusts Cyriel de Jong overall

1. Rafal Weron
2. Shan Chen
3. Joanna Janczura
4. Michael Bierbrauer
5. Stefan Trück
6. M. Insley
7. Christian Menn
8. Svetlozar T. Rachev
9. Rodney Wolff

Papers from Cyriel de Jong's perspective

Ordered by how strongly the researchers Cyriel de Jong trusts endorse each paper. Same corpus, a different order for every researcher.

1. Assessing the Least Squares Monte-Carlo Approach to American Option Valuation
2. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
3. Monte Carlo Methods in Financial Engineering
4. Monte Carlo valuation of American options
5. Valuing American Options by Simulation: A Simple Least-Squares Approach
6. Post-'87 crash fears in the S&P 500 futures option market
7. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
8. The Pricing of Options and Corporate Liabilities
9. The Term Structure of Interest Rates as a Random Field
10. Quasi-Random Sequences and Their Discrepancies

Their papers

• The Nature of Power Spikes: A Regime-Switch Approach (2005) — 172 citations
• Gas Storage Valuation Using a Monte Carlo Method (2008) — 166 citations