Andrea Pascucci
- Finance top 1%
- Mathematical Physics top 2%
- Applied Mathematics top 2%
- Economics and Econometrics top 10%
- Computational Theory and Mathematics top 5%
- Co-authors
- Stefano PagliaraniSergio PolidoroMarco Di FrancescoMatthew LorigCarlos VázquezA. PesceGiovanna CittiFabio Antonelli
- Topics
- Stochastic processes and financial applications (62 papers)Financial Risk and Volatility Modeling (31 papers)Advanced Mathematical Modeling in Engineering (13 papers)
- Journals
- SHILAP Revista de lepidopterologíaComposite StructuresJournal of Mathematical Analysis and Applications
- Partner nations
- ItalyUnited StatesFrance
In The Last Decade
Andrea Pascucci
82 papers receiving 925 citations
Peers
Comparison fields: 5 of 52
- Finance 671
- Mathematical Physics 316
- Applied Mathematics 281
- Economics and Econometrics 138
- Computational Theory and Mathematics 130
Countries citing papers authored by Andrea Pascucci
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 2 | |
| 3 | 10 | |
| 4 | 6 | |
| 5 | 4 | |
| 6 | The stochastic Magnus expansion | 1 |
| 7 | 9 | |
| 8 | 22 | |
| 9 | 1 | |
| 10 | 22 | |
| 11 | 17 | |
| 12 | 0 | |
| 13 | Implied vol for any local-stochastic vol model | 2 |
| 14 | 25 | |
| 15 | Free boundary and optimal stopping problems for American Asian options | 36 |
| 16 | Calibration of the Hobson&Rogers model: empirical tests | 1 |
| 17 | 17 | |
| 18 | 3 | |
| 19 | 15 | |
| 20 | Semilinear equations on nilpotent Lie groups: global existence and blow-up of solutions | 12 |
About Andrea Pascucci
Andrea Pascucci is a scholar working on Finance, Mathematical Physics and Applied Mathematics, having authored 88 papers that have together received 1.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (62 papers), Financial Risk and Volatility Modeling (31 papers) and Advanced Mathematical Modeling in Engineering (13 papers). The work is most often cited by research in Finance (671 citations), Mathematical Physics (316 citations) and Applied Mathematics (281 citations). Andrea Pascucci has collaborated with scholars based in Italy, United States and France. Frequent co-authors include Stefano Pagliarani, Sergio Polidoro, Marco Di Francesco, Matthew Lorig, Carlos Vázquez, A. Pesce, Giovanna Citti, Fabio Antonelli, Kaj Nyström and Cornelis W. Oosterlee. Their work appears in journals such as SHILAP Revista de lepidopterología, Composite Structures and Journal of Mathematical Analysis and Applications.
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.