Andrea Pascucci

2.1k total citations
88 papers, 1.0k citations indexed

About

Andrea Pascucci is a scholar working on Finance, Mathematical Physics and Applied Mathematics. According to data from OpenAlex, Andrea Pascucci has authored 88 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 62 papers in Finance, 29 papers in Mathematical Physics and 20 papers in Applied Mathematics. Recurrent topics in Andrea Pascucci's work include Stochastic processes and financial applications (62 papers), Financial Risk and Volatility Modeling (31 papers) and Advanced Mathematical Modeling in Engineering (13 papers). Andrea Pascucci is often cited by papers focused on Stochastic processes and financial applications (62 papers), Financial Risk and Volatility Modeling (31 papers) and Advanced Mathematical Modeling in Engineering (13 papers). Andrea Pascucci collaborates with scholars based in Italy, United States and France. Andrea Pascucci's co-authors include Stefano Pagliarani, Sergio Polidoro, Marco Di Francesco, Matthew Lorig, Carlos Vázquez, A. Pesce, Giovanna Citti, Fabio Antonelli, Kaj Nyström and Anastasia Borovykh and has published in prestigious journals such as SHILAP Revista de lepidopterología, Composite Structures and Journal of Mathematical Analysis and Applications.

In The Last Decade

Andrea Pascucci

82 papers receiving 925 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Andrea Pascucci Italy 18 671 316 281 138 130 88 1.0k
Beniamin Gołdys Australia 19 689 1.0× 314 1.0× 316 1.1× 113 0.8× 325 2.5× 58 980
Aurel Răşcanu Romania 13 632 0.9× 174 0.6× 319 1.1× 95 0.7× 223 1.7× 32 842
Youssef Ouknine Morocco 15 756 1.1× 166 0.5× 164 0.6× 119 0.9× 89 0.7× 107 804
Frank Proske Norway 14 713 1.1× 145 0.5× 169 0.6× 161 1.2× 120 0.9× 57 840
Elisa Alòs Spain 14 951 1.4× 185 0.6× 141 0.5× 392 2.8× 63 0.5× 44 1.1k
Gianmario Tessitore Italy 16 516 0.8× 150 0.5× 114 0.4× 74 0.5× 266 2.0× 44 703
Vlad Bally France 13 452 0.7× 212 0.7× 104 0.4× 58 0.4× 115 0.9× 44 591
Andreas Neuenkirch Germany 17 589 0.9× 113 0.4× 67 0.2× 82 0.6× 106 0.8× 34 716
Jean Mémin France 14 690 1.0× 174 0.6× 140 0.5× 133 1.0× 81 0.6× 22 800
Philippe Briand France 13 714 1.1× 77 0.2× 185 0.7× 106 0.8× 93 0.7× 17 764

Countries citing papers authored by Andrea Pascucci

Since Specialization
Citations

This map shows the geographic impact of Andrea Pascucci'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 Andrea Pascucci with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrea Pascucci more than expected).

Fields of papers citing papers by Andrea Pascucci

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andrea Pascucci. 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 Andrea Pascucci. The network helps show where Andrea Pascucci may publish in the future.

Co-authorship network of co-authors of Andrea Pascucci

This figure shows the co-authorship network connecting the top 25 collaborators of Andrea Pascucci. A scholar is included among the top collaborators of Andrea Pascucci based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andrea Pascucci. Andrea Pascucci is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
2.
Pagliarani, Stefano, et al.. (2023). Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients. Journal of Evolution Equations. 23(4). 2 indexed citations
3.
Pascucci, Andrea & A. Pesce. (2022). On stochastic Langevin and Fokker-Planck equations: The two-dimensional case. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 10 indexed citations
4.
Pagliarani, Stefano, et al.. (2020). The stochastic Magnus expansion. arXiv (Cornell University). 1 indexed citations
5.
Pagliarani, Stefano, et al.. (2020). Local densities for a class of degenerate diffusions. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 4 indexed citations
6.
Pascucci, Andrea & A. Pesce. (2020). The parametrix method for parabolic SPDEs. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 6 indexed citations
7.
Lorig, Matthew, Stefano Pagliarani, & Andrea Pascucci. (2017). Explicit implied volatilities for multifactor local-stochastic volatility models. Institutional Research Information System (University of Udine). 22 indexed citations
8.
Lorig, Matthew, Stefano Pagliarani, & Andrea Pascucci. (2015). A family of density expansions for Levy-type processes with default. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 17 indexed citations
9.
Lorig, Matthew, Stefano Pagliarani, & Andrea Pascucci. (2015). Pricing approximations and error estimates for local Levy-type models with default. Institutional Research Information System (University of Udine). 1 indexed citations
10.
Lorig, Matthew, Stefano Pagliarani, & Andrea Pascucci. (2015). Analytical expansions for parabolic equations. Institutional Research Information System (University of Udine). 22 indexed citations
11.
Lorig, Matthew, Stefano Pagliarani, & Andrea Pascucci. (2015). Pricing approximations and error estimates for local Lévy-type models with default. Computers & Mathematics with Applications. 69(10). 1189–1219.
12.
Lorig, Matthew, Stefano Pagliarani, & Andrea Pascucci. (2013). Implied vol for any local-stochastic vol model. arXiv (Cornell University). 2 indexed citations
13.
Lorig, Matthew, Stefano Pagliarani, & Andrea Pascucci. (2013). Explicit implied vols for multifactor local-stochastic vol models. arXiv (Cornell University). 7 indexed citations
14.
Pascucci, Andrea, et al.. (2012). Analytical approximation of the transition density in a local volatility model. SHILAP Revista de lepidopterología. 25 indexed citations
15.
Pascucci, Andrea, et al.. (2007). Free boundary and optimal stopping problems for American Asian options. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 36 indexed citations
16.
Pascucci, Andrea, et al.. (2005). Calibration of the Hobson&Rogers model: empirical tests. 1 indexed citations
17.
Francesco, Marco Di & Andrea Pascucci. (2005). . 2005(3). 77–77. 67 indexed citations
18.
Pascucci, Andrea & Sergio Polidoro. (2004). On the Harnack inequality for a class of hypoelliptic evolution equations. Transactions of the American Mathematical Society. 356(11). 4383–4394. 12 indexed citations
19.
Antonelli, Fabio & Andrea Pascucci. (2002). On the viscosity solutions of a stochastic differential utility problem. Journal of Differential Equations. 186(1). 69–87. 17 indexed citations
20.
Pascucci, Andrea. (1999). Semilinear equations on nilpotent Lie groups: global existence and blow-up of solutions. ˜Le œMatematiche. 53(2). 345–357. 12 indexed citations

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.

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