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Review of Derivatives Research
›
top-authors
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articles
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lifetime
Review of Derivatives Research
0.8
(top 50%)
impact factor
281
(top 50%)
papers
5.3K
(top 20%)
citations
30
(top 20%)
h
-index
0.8
(top 50%)
extended IF
300
all documents
6.7K
doc citations
67
(top 20%)
g
-index
Top Authors (by articles)
#
Author
Articles
Citations
R ARank
R CRank
1
Robert A Jarrow
11
172
2
12
2
Jr-Yan Wang
4
27
1
1
3
Antoon Pelsser
3
43
3
9
3
Wim Schoutens
3
56
4
4
3
Antje Mahayni
3
16
2
5
3
Marcos Escobar-Anel
3
18
3
5
3
Dilip B Madan
3
409
13
7
3
Xingchun Wang
3
23
5
8
3
Jin E Zhang
3
9
2
13
3
Marliese Uhrig-Homburg
3
91
2
5
3
Florence Guillaume
3
69
2
1
3
Matthias R Fengler
3
116
1
2
3
Peter Ritchken
3
59
3
6
14
Peter Hieber
2
21
3
6
14
João Pedro Vidal Nunes
2
12
1
4
14
Lung-Fu Chang
2
25
1
1
14
Andrey Itkin
2
33
3
1
14
Manolis G Kavussanos
2
134
4
4
14
Young Shin Kim
2
15
6
10
14
Bertram Düring
2
17
3
12
14
Yildiray Yildirim
2
19
3
4
14
Walter Farkas
2
22
1
7
14
Wan-Yi Chiu
2
3
1
3
14
Tristan Guillaume
2
15
1
2
14
Minqiang Li
2
16
1
6
14
Vikas Agarwal
2
10
6
10
14
Gregor Dorfleitner
2
2
6
26
14
Rudi Zagst
2
17
7
9
14
David Lando
2
1,096
4
2
14
José Carlos Dias
2
8
2
6
14
Christian Koziol
2
5
2
5
14
Don M Chance
2
17
6
14
14
Ehud I Ronn
2
41
1
2
14
Luiz Vitiello
2
0
1
3
14
Jonathan E Ingersoll Jr
2
55
3
5
14
Yue Kuen Kwok
2
31
9
10
37
Mikael Petitjean
1
13
3
4
37
Steffen Hitzemann
1
3
2
4
37
Olivier Feron
1
7
50
128
37
António A F Santos
1
3
1
3
37
Pakorn Aschakulporn
1
1
1
2
37
Wolfgang Karl Härdle
1
85
21
19
37
Matthias Pelster
1
6
8
12
37
Marc Chesney
1
6
5
19
37
Andrea Martínez Salgueiro
1
5
1
3
37
Markus Leippold
1
6
10
17
37
Joao Correia-da-Silva
1
20
6
4
37
David A Menachof
1
57
3
3
37
Michael Kratochwil
1
0
1
0
37
Svetlana Borovkova
1
64
2
3
37
Francisco Javier Población García
1
6
3
7
37
Judith C Schneider
1
3
2
2
37
B Wade Brorsen
1
3
24
44
37
Claus Munk
1
49
6
6
37
Hyuncheul Lim
1
0
3
7
37
Sung Ik Kim
1
5
1
1
37
Kai Wallbaum
1
8
1
1
37
Bruno Feunou
1
3
5
11
37
Rolf Poulsen
1
8
7
10
37
Iman Adeinat
1
1
2
11
37
Ivar Massabo'
1
1
6
12
37
Maria-Antonia Tarrazon-Rodon
1
5
2
3
37
Shiyu Song
1
5
2
2
37
Xueping Wu
1
15
4
7
37
Jean-Sébastien Fontaine
1
3
2
4
37
Peter Schwendner
1
31
4
1
37
Stéphane Crépey
1
11
5
11
37
Victoria Steblovskaya
1
8
2
1
37
Hoi Ying Wong
1
20
19
19
37
Francisco Jareño
1
1
9
33
37
Vicky Henderson
1
32
7
9
37
Alexander Feser
1
1
1
2
37
Claudio Tebaldi
1
158
3
2
37
Tianyang Wang
1
2
6
16
37
Eliseo Navarro
1
1
4
13
37
Oleksandr Zhylyevskyy
1
41
2
1
37
Sasha Stoikov
1
29
2
4
37
Lidong Zhang
1
0
1
3
37
Matthias Scherer
1
6
11
19
37
Nelson Areal
1
40
2
11
37
Jia-Hau Guo
1
0
2
2
37
Horatio Cuesdeanu
1
20
1
2
37
Lingfei Li
1
1
6
13
37
Sigurd Dyrting
1
8
2
6
37
Carsten Sorensen
1
0
8
32
37
Roméo Tédongap
1
3
3
10
37
Daniel Rösch
1
0
4
8
37
Manuel J Rocha Armada
1
40
5
3
37
Jean-Philippe Aguilar
1
2
4
10
37
Mehmet Sağlam
1
29
7
7
37
Frank J Fabozzi
1
10
30
40
37
Lie-Jane Kao
1
7
1
1
37
James S Doran
1
35
7
7
37
Olivier Feron
1
7
1
3
37
Carole Bernard
1
2
16
39
37
Spiros H Martzoukos
1
6
7
11
37
Tat Lung Chan
1
24
3
1
37
Gregorio Serna
1
6
5
8
37
Bernd Engelmann
1
31
2
1
37
Yuri Imamura
1
3
1
3
37
Athanasios P Fassas
1
17
5
8
37
David Hobson
1
32
9
9
37
Benjamin R Auer
1
2
7
26
37
Massimo Costabile
1
1
7
8
37
Gonçalo Faria
1
20
1
2
37
Yung-Ming Shiu
1
0
7
21
37
Zvi Wiener
1
6
8
15
37
Benjamin M Blau
1
10
19
27
37
Emilio Russo
1
1
9
13
37
Lynn Boen
1
2
2
3
37
Hannes Mohrschladt
1
3
1
2
37
Sebastian Geissel
1
6
1
3
37
Ilias D Visvikis
1
57
4
6
37
Gongqiu Zhang
1
1
1
10
37
Hongren Huang
1
2
2
5
37
José Carlos Da Fonseca
1
158
7
2
37
Artur Rodrigues
1
40
5
1
37
Ser-Huang Poon
1
0
5
24
37
Griselda Deelstra
1
158
3
2
37
Lorenzo Torricelli
1
4
3
4
37
Finbarr Murphy
1
6
19
31
37
Mehmet Sağlam
1
29
2
3
37
Sascha Tobias Wengerek
1
3
1
2
37
Wei Lin
1
2
2
5
37
Simon Walther
1
8
1
1
37
Benjamin Hippert
1
3
1
1
37
André Uhde
1
3
4
3
37
Philipp Koziol
1
3
2
6
37
Naseem M Al Rahahleh
1
1
4
11
37
San-Lin Chung
1
16
6
8
37
Antonio Diaz
1
1
4
21
37
Fabio Antonelli
1
26
1
3
37
Ciprian Necula
1
4
3
2
37
Manuel Moreno
1
83
5
1
37
Arndt Claußen
1
5
1
1
37
Kian Guan Lim
1
0
1
13
37
Steven P Clark
1
10
2
3
37
Sergio Scarlatti
1
26
3
3
37
Christoph Gschnaidtner
1
10
1
1
37
Johannes Gerer
1
2
1
1
37
Javier F Navas
1
83
3
1
37
Sudipto Sarkar
1
6
7
22
37
Hyejin Ku
1
4
6
8
37
Chunpeng Yang
1
8
4
6
37
Nicole Branger
1
4
9
15
37
Steven Vanduffel
1
2
13
34
37
Lars Stentoft
1
89
4
2
37
Gechun Liang
1
12
7
9
37
Philip E Protter
1
14
18
21
37
Yu-Sheng Lai
1
3
2
4
37
Nikos K Nomikos
1
77
8
7
37
Alain Monfort
1
7
6
11
37
Xiaoqing Eleanor Xu
1
1
3
11
37
Wu, Li Xin
1
11
2
2
37
Marco Wilkens
1
23
7
8
37
Agata Kliber
1
3
6
16
37
Yuh-Dauh Lyuu
1
8
11
12
37
Peter Løchte Jørgensen
1
7
4
15
37
Matthias Muck
1
2
2
6
37
Iftekhar Hasan
1
6
41
76
37
Elyes Jouini
1
6
16
25
37
Stefan Spinler
1
5
12
25
37
Marc Oliver Rieger
1
4
13
34
37
Ming Shann Tsai
1
1
5
11
37
Nicolas
1
4
4
5
37
Alexander Lipton
1
6
4
11
37
Shu Ling Chiang
1
1
4
9
37
Yalin Gündüz
1
6
2
9
37
Zhaodong Zhong
1
3
4
10
37
Manuel L Esquível
1
1
8
12
37
Alessandro Ramponi
1
26
2
2
37
Shih-Chuan Tsai
1
3
2
5
37
Yi-Chen Ko
1
5
1
1
37
輝 山嵜
1
25
5
2
37
Alexander Herbertsson
1
20
2
5
37
Kamlesh Mathur
1
18
4
5
37
Richard Holowczak
1
48
1
1
37
Somesh Jha
1
25
4
8
37
Joram Mayshar
1
65
3
4
37
Areski Cousin
1
11
2
5
37
Akira Yamazaki
1
25
7
3
37
Oleg Bondarenko
1
2
5
9
37
Gonzalo Cortazar
1
4
7
13
37
Liuren Wu
1
48
10
15
37
Carl Chiarella
1
45
24
19
37
Charles Cao
1
21
8
14
37
Simon Hubbert
1
24
3
2
37
Yubin Li
1
3
2
2
37
Prasad Chalasani
1
25
1
1
37
Jing-Zhi Huang
1
21
8
15
37
Alexander Kempf
1
6
7
15
37
Jayaram Muthuswamy
1
6
2
4
37
Rene Garcia
1
1
8
16
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