Concepedia

Ronald C. Heynen

RC

Statistics

Publications

7

Citations

565

H-Index

7

Active since

1994

Affiliations

Bank of America(Current)

Ronald C. Heynen is an author at Bank of America specializing in asset pricing, finance, and option pricing.

Top concepts

FinanceBusinessAsset PricingOption PricingEngineeringFinancial EngineeringStatisticsFinancial EconomicsVolatility ModelingMathematical Programming

Publications per year

1994–2001

7

Publications

7

Analysis of the Term Structure of Implied Volatilities

Ronald C. Heynen, A. G. Z. Kemna, Ton Vorst · Journal of Financial and Quantitative Analysis · 1994 · 190 citations

Option Pricing, Volatility Modeling, Financial Economics +11

Volatility Prediction

Ronald C. Heynen, Harry M. Kat · The Journal of Derivatives · 1994 · 98 citations

Partial Barrier Options

Ronald C. Heynen, Harry M. Kat · SSRN Electronic Journal · 2000 · 84 citations · Full text

Mathematical Programming, Engineering, Foreign Exchange Option +16

Pricing and hedging power options

Ronald C. Heynen, Harry M. Kat · Asia-Pacific Financial Markets · 1996 · 63 citations

Electrical Engineering, Option Pricing, Engineering +5

Lookback options with discrete and partial monitoring of the underlying price

Ronald C. Heynen, Harry M. Kat · Applied Mathematical Finance · 1995 · 61 citations

Underlying Price, Option Pricing, Computational Finance +12

Rows per page

1–5 of 7