H. Windcliff
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Numerical Analysis top 10%
- Differential Equations and Numerical Methods
Papers in
- Finance 11
- Stochastic processes and financial applications 10
- Capital Investment and Risk Analysis 4
- Financial Markets and Investment Strategies 3
- Financial Risk and Volatility Modeling 2
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- Insurance, Mortality, Demography, Risk Management 4
- Co-authors
- Peter Forsyth (11 shared papers)K.R. Vetzal (7 shared papers)J. Wang (1 shared paper)Kenneth R. Vetzal (1 shared paper)Thomas F. Coleman (1 shared paper)
- Journals
- Journal of Economic Dynamics and Control (2 papers)North American Actuarial Journal (2 papers)Journal of Computational and Applied Mathematics (2 papers)Applied Mathematical Finance (2 papers)The Journal of Computational Finance (1 paper)
- Partner nations
- CanadaUnited States
In The Last Decade
H. Windcliff
12 papers receiving 366 citations
Peers
Comparison fields: 5 of 35
- Finance 350
- Numerical Analysis 52
- Management Science and Operations Research 87
- Demography 74
- Economics and Econometrics 148
Countries citing papers authored by H. Windcliff
This map shows the geographic impact of H. Windcliff'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 H. Windcliff with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites H. Windcliff more than expected).
Fields of papers citing papers by H. Windcliff
This network shows the impact of papers produced by H. Windcliff. 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 H. Windcliff. The network helps show where H. Windcliff may publish in the future.
Co-authors
The 5 scholars most cited alongside H. Windcliff, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2012 | 90 | |
| 2 | 2004 | 77 | |
| 3 | 2005 | 53 | |
| 4 | 2004 | 48 | |
| 5 | 2001 | 33 | |
| 6 | 2001 | 32 | |
| 7 | 2013 | 22 | |
| 8 | 2006 | 20 | |
| 9 | 2006 | 15 | |
| 10 | 2002 | 14 | |
| 11 | 2003 | 6 | |
| 12 | Computational methods for valuing path-dependent derivatives | 2003 | 1 |
About H. Windcliff
H. Windcliff is a scholar working on Finance, Demography, Economics and Econometrics, General Economics, Econometrics and Finance and Numerical Analysis, having authored 12 papers that have together received 411 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (10 papers), Capital Investment and Risk Analysis (4 papers), Insurance, Mortality, Demography, Risk Management (4 papers), Financial Markets and Investment Strategies (3 papers), Economic theories and models (3 papers), Financial Risk and Volatility Modeling (2 papers), Monetary Policy and Economic Impact (2 papers) and Theoretical and Computational Physics (1 paper). The work is most often cited by research in Finance (350 citations), Numerical Analysis (52 citations), Management Science and Operations Research (87 citations), Demography (74 citations) and Economics and Econometrics (148 citations). H. Windcliff has collaborated with scholars based in Canada and United States. Frequent co-authors include Peter Forsyth, K.R. Vetzal, J. Wang, Kenneth R. Vetzal and Thomas F. Coleman. Their work appears in journals such as Journal of Economic Dynamics and Control, North American Actuarial Journal, Journal of Computational and Applied Mathematics, Applied Mathematical Finance and The Journal of Computational Finance.
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.