Immediate Impact
2 standout
Citing Papers
Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets
2021 Standout
The characteristic function of rough Heston models
2019 Standout
Works of Matthew Lorig being referenced
Analytical expansions for parabolic equations
2015
A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model
2011
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Matthew Lorig | 196 | 45 | 37 | 37 | 210 | |
| Joanne Kennedy | 157 | 50 | 25 | 21 | 201 | |
| Alessandro Gnoatto | 232 | 63 | 58 | 30 | 254 | |
| Chenxu Li | 237 | 45 | 51 | 20 | 263 | |
| Antonino Zanette | 164 | 53 | 54 | 28 | 195 | |
| Andrey Itkin | 146 | 34 | 43 | 23 | 163 | |
| Eduardo Abi Jaber | 213 | 69 | 34 | 23 | 228 | |
| Minqiang Li | 195 | 51 | 31 | 32 | 266 | |
| Baojun Bian | 121 | 55 | 20 | 28 | 219 | |
| Mikhail Urusov | 189 | 76 | 20 | 35 | 215 | |
| Martin Widdicks | 253 | 106 | 24 | 19 | 271 |
All Works
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