Jim Gatheral

2.7k total citations
40 papers, 1.3k citations indexed

About

Jim Gatheral is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Jim Gatheral has authored 40 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Finance, 14 papers in Economics and Econometrics and 4 papers in Mathematical Physics. Recurrent topics in Jim Gatheral's work include Stochastic processes and financial applications (34 papers), Financial Risk and Volatility Modeling (19 papers) and Complex Systems and Time Series Analysis (11 papers). Jim Gatheral is often cited by papers focused on Stochastic processes and financial applications (34 papers), Financial Risk and Volatility Modeling (19 papers) and Complex Systems and Time Series Analysis (11 papers). Jim Gatheral collaborates with scholars based in United States, Germany and United Kingdom. Jim Gatheral's co-authors include Peter K. Friz, Christian Bayer, Alexander Schied, Alla Slynko, Antoine Jacquier, Radoš Radoičić, Tai‐Ho Wang, Elton P. Hsu, Peter Laurence and Cheng Ouyang and has published in prestigious journals such as Communications in Nonlinear Science and Numerical Simulation, The Annals of Probability and Mathematical Finance.

In The Last Decade

Jim Gatheral

37 papers receiving 1.2k citations

Peers

Jim Gatheral
Comparison fields: 5 of 48
  • Finance 1.2k
  • Economics and Econometrics 491
  • Demography 176
  • Management Science and Operations Research 119
  • General Economics, Econometrics and Finance 82
Replace Akihiko Takahashi with:
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Stéphane Crépey France
Svetlana Boyarchenko United States
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José Da Fonseca New Zealand
Thilo Meyer‐Brandis Norway
Damien Lamberton France
Marek Rutkowski Australia
Fabio Mercurio United States
Christian Bender Germany
Akihiko Takahashi Japan View profile →
Citations per field, relative to Jim Gatheral
Jim Gatheral · 1×
Citations per year, relative to Jim Gatheral
Jim Gatheral · 1×

Countries citing papers authored by Jim Gatheral

Since Specialization
Citations

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

Fields of papers citing papers by Jim Gatheral

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jim Gatheral

This figure shows the co-authorship network connecting the top 25 collaborators of Jim Gatheral. A scholar is included among the top collaborators of Jim Gatheral 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 Jim Gatheral. Jim Gatheral 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
# Work Indexed citations
1 4
2 0
3 1
4 22
5 5
6 2
7 7
8 15
9 42
10 13
11 212
12 18
13
Dynamical models for market impact and algorithms for optimal order execution
3
14 25
15 1
16 13
17 31
18
Developments in Volatility Derivatives Pricing
7
19 30
20
Modeling the Implied Volatility Surface
5

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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