Jesper Andreasen
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Numerical Analysis top 5%
- Differential Equations and Numerical Methods
Papers in
- Finance 19
- Stochastic processes and financial applications 18
- Financial Risk and Volatility Modeling 10
- Credit Risk and Financial Regulations 7
- Capital Investment and Risk Analysis 4
- Financial Markets and Investment Strategies 3
-
- Economic theories and models 2
- Complex Systems and Time Series Analysis 2
- Co-authors
- Leif B. G. Andersen (9 shared papers)David Eliezer (2 shared papers)Peter Carr (1 shared paper)Ninan Sajeeth Philip (1 shared paper)Rolf Poulsen (1 shared paper)Bjarke Jensen (1 shared paper)
- Journals
- The Journal of Computational Finance (3 papers)Review of Derivatives Research (1 paper)Journal of Financial Economics (1 paper)Applied Mathematical Finance (1 paper)SSRN Electronic Journal (11 papers)
- Partner nations
- AustraliaUnited StatesUnited Kingdom
In The Last Decade
Jesper Andreasen
19 papers receiving 680 citations
Peers
Comparison fields: 5 of 38
- Finance 783
- Numerical Analysis 91
- Demography 142
- Economics and Econometrics 182
- Modeling and Simulation 28
Countries citing papers authored by Jesper Andreasen
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
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-authors
The 6 scholars most cited alongside Jesper Andreasen, 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 | 2000 | 287 | |
| 2 | 2000 | 140 | |
| 3 | 1999 | 77 | |
| 4 | 1998 | 58 | |
| 5 | 1998 | 57 | |
| 6 | 2001 | 44 | |
| 7 | 1998 | 40 | |
| 8 | 2002 | 36 | |
| 9 | 2010 | 20 | |
| 10 | 2000 | 13 | |
| 11 | 2011 | 11 | |
| 12 | Put Call Reversal | 2002 | 7 |
| 13 | 2001 | 6 | |
| 14 | 2001 | 6 | |
| 15 | 2006 | 5 | |
| 16 | 2000 | 4 | |
| 17 | Advances in Automated Algorithms For Morphological Classification of Galaxies Based on Shape Features | 2004 | 3 |
| 18 | 2010 | 2 | |
| 19 | New Skin for The Old Ceremony: Eight Different Derivations of the Black-Scholes Formula | 1996 | 1 |
| 20 | 2020 | 0 |
About Jesper Andreasen
Jesper Andreasen is a scholar working on Finance, Economics and Econometrics, Demography, Ecology and General Economics, Econometrics and Finance, having authored 20 papers that have together received 817 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (10 papers), Credit Risk and Financial Regulations (7 papers), Capital Investment and Risk Analysis (4 papers), Financial Markets and Investment Strategies (3 papers), Insurance, Mortality, Demography, Risk Management (2 papers), Economic theories and models (2 papers) and Complex Systems and Time Series Analysis (2 papers). The work is most often cited by research in Finance (783 citations), Numerical Analysis (91 citations), Demography (142 citations), Economics and Econometrics (182 citations) and Modeling and Simulation (28 citations). Jesper Andreasen has collaborated with scholars based in Australia, United States and United Kingdom. Frequent co-authors include Leif B. G. Andersen, David Eliezer, Peter Carr, Ninan Sajeeth Philip, Rolf Poulsen and Bjarke Jensen. Their work appears in journals such as The Journal of Computational Finance, Review of Derivatives Research, Journal of Financial Economics, Applied Mathematical Finance and SSRN Electronic Journal.
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.