Cornelis W. Oosterlee

7.0k citations
249 papers · 4.4k indexed · 1 hit paper · h-index 35
Topics
Stochastic processes and financial applications (129 papers)Financial Risk and Volatility Modeling (70 papers)Advanced Numerical Methods in Computational Mathematics (56 papers)
Journals
SHILAP Revista de lepidopterologíaScientific ReportsJournal of Computational Physics
Partner nations
NetherlandsSpainGermany

In The Last Decade

Cornelis W. Oosterlee

228 papers receiving 4.0k citations

Hit Papers

A Novel Pricing Method for European Options Based on Four...20082026201420202008100200300400

Peers

Cornelis W. Oosterlee
Comparison fields: 5 of 103
  • Finance 2.3k
  • Computational Mechanics 1.3k
  • Computational Theory and Mathematics 653
  • Demography 609
  • Numerical Analysis 581
Replace H. Meté Soner with:
H. Meté Soner United States
Arnulf Jentzen Germany
Guy Barles France
Denis Talay France
Н. В. Крылов United States
Panagiotis E. Souganidis United States
Emmanuel Gobet France
Jerzy Zabczyk Poland
René Carmona United States
David Nualart Spain
Cornelis W. Oosterlee relative to H. Meté Soner United States H. Meté Soner's profile →
Citations per field
00.5×2.9×
H. Meté Soner · 1×
Citations per year

Countries citing papers authored by Cornelis W. Oosterlee

Since Specialization
Citations

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

Fields of papers citing papers by Cornelis W. Oosterlee

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Cornelis W. Oosterlee. 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 Cornelis W. Oosterlee. The network helps show where Cornelis W. Oosterlee may publish in the future.

Co-authorship network of co-authors of Cornelis W. Oosterlee

This figure shows the co-authorship network connecting the top 25 collaborators of Cornelis W. Oosterlee. A scholar is included among the top collaborators of Cornelis W. Oosterlee 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 Cornelis W. Oosterlee. Cornelis W. Oosterlee 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
#WorkIndexed citations
1 4
2 0
3 1
4 18
5 2
6 2
7 10
8
Mathematical Modeling and Computation in Finance
2
9
Dilated Convolutional Neural Networks for Time Series Forecasting
1
10 8
11 10
12 6
13
An efficient pricing algorithm for swing options based on Fourier cosine expansions
2
14
Efficient option pricing with multi-factor equity-interest rate hybrid models
3
15
Improving banks' credit risk management
3
16
Multigrid for high-dimensional elliptic partial differential equations on non-equidistant grids
19
17
Improving multigrid for 3-D electro-magnetic diffusion on stretched grids
6
18
On multigrid for linear complementarity problems with application to American-style options.
74
19 46
20
Multigrid schemes for time-dependent incompressible Navier-Stokes equations
1

About Cornelis W. Oosterlee

Cornelis W. Oosterlee is a scholar working on Finance, Numerical Analysis and Demography, having authored 249 papers that have together received 4.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (129 papers), Financial Risk and Volatility Modeling (70 papers) and Advanced Numerical Methods in Computational Mathematics (56 papers). The work is most often cited by research in Finance (2.3k citations), Numerical Analysis (581 citations) and Computational Mechanics (1.3k citations). Cornelis W. Oosterlee has collaborated with scholars based in Netherlands, Spain and Germany. Frequent co-authors include F. Fang, Lech A. Grzelak, C. Vuik, Yogi A. Erlangga, Takumi Washio, Ariel Almendral, Pieter Wesseling, Shashi Jain, Anastasia Borovykh and R. Wienands. Their work appears in journals such as SHILAP Revista de lepidopterología, Scientific Reports and Journal of Computational Physics.

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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