Lech A. Grzelak

726 citations
57 papers · 452 indexed · h-index 12
Topics
Stochastic processes and financial applications (42 papers)Financial Risk and Volatility Modeling (27 papers)Insurance, Mortality, Demography, Risk Management (14 papers)
Partner nations
NetherlandsPolandSpain

In The Last Decade

Lech A. Grzelak

51 papers receiving 415 citations

Peers

Lech A. Grzelak
Comparison fields: 5 of 69
  • Finance 378
  • Demography 147
  • Economics and Econometrics 78
  • General Economics, Econometrics and Finance 40
  • Management Science and Operations Research 28
Replace Emmanuelle Clément with:
Emmanuelle Clément France
Christian Kahl Germany
Michèle Vanmaele Belgium
Tina Hviid Rydberg United Kingdom
Minqiang Li United States
Nora Muler Argentina
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Claude Martini France
Maria Elvira Mancino Italy
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Lech A. Grzelak relative to Emmanuelle Clément France Emmanuelle Clément's profile →
Citations per field
00.5×4.9×
Emmanuelle Clément · 1×
Citations per year

Countries citing papers authored by Lech A. Grzelak

Since Specialization
Citations

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

Fields of papers citing papers by Lech A. Grzelak

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lech A. Grzelak. 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 Lech A. Grzelak. The network helps show where Lech A. Grzelak may publish in the future.

Co-authorship network of co-authors of Lech A. Grzelak

This figure shows the co-authorship network connecting the top 25 collaborators of Lech A. Grzelak. A scholar is included among the top collaborators of Lech A. Grzelak 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 Lech A. Grzelak. Lech A. Grzelak 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 0
2 1
3 5
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5 6
6 4
7 1
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9 0
10
Mathematical Modeling and Computation in Finance
2
11 6
12 11
13 2
14 1
15 11
16 11
17
Efficient option pricing with multi-factor equity-interest rate hybrid models
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Fast pricing of hybrid derivative products
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19 7
20 5

About Lech A. Grzelak

Lech A. Grzelak is a scholar working on Finance, Demography and Statistics, Probability and Uncertainty, having authored 57 papers that have together received 452 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (42 papers), Financial Risk and Volatility Modeling (27 papers) and Insurance, Mortality, Demography, Risk Management (14 papers). The work is most often cited by research in Finance (378 citations), Demography (147 citations) and General Economics, Econometrics and Finance (40 citations). Lech A. Grzelak has collaborated with scholars based in Netherlands, Poland and Spain. Frequent co-authors include Cornelis W. Oosterlee, Jeroen Witteveen, Bin Chen, D.D.B. van Bragt, Shimin Guo, Robert Ślusarz, G Drewa, Bartosz Woźniak, Paweł Burduk and Maciej Śniegocki. Their work appears in journals such as SHILAP Revista de lepidopterología, International Journal of Environmental Research and Public Health and Applied Mathematics and Computation.

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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