Concepedia

Cyriel de Jong

CD

Statistics

Publications

10

Citations

569

H-Index

10

Active since

2001

Affiliations

Erasmus University Rotterdam(Current)

Cyriel de Jong is an author at Erasmus University Rotterdam specializing in economics, business, and option pricing.

Publications per year

2001–2015

10

Publications

10

Gas Storage Valuation Using a Monte Carlo Method

Alexander Boogert, Cyriel de Jong · The Journal of Derivatives · 2008 · 142 citations · Full text

, , +17

Option Formulas for Mean-Reverting Power Prices with Spikes

Cyriel de Jong, Ronald Huisman · SSRN Electronic Journal · 2002 · 79 citations · Full text

, , +10

Dealing with Derivatives. Studies on the role, informational content and pricing of financial derivatives

Cyriel de Jong · 2003 · 67 citations

, , +17

Gas storage valuation and optimization

Cyriel de Jong · Journal of Natural Gas Science and Engineering · 2015 · 57 citations

, , +11

Stock Market Quality in the Presence of a Traded Option*

Cyriel de Jong, Kees Koedijk, Charles R. Schnitzlein · The Journal of Business · 2006 · 53 citations · Full text

, , +17

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