Nick Webber

400 total citations
23 papers, 196 citations indexed

About

Nick Webber is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Nick Webber has authored 23 papers receiving a total of 196 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 7 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Nick Webber's work include Stochastic processes and financial applications (13 papers), Financial Risk and Volatility Modeling (6 papers) and Credit Risk and Financial Regulations (5 papers). Nick Webber is often cited by papers focused on Stochastic processes and financial applications (13 papers), Financial Risk and Volatility Modeling (6 papers) and Credit Risk and Financial Regulations (5 papers). Nick Webber collaborates with scholars based in United Kingdom, South Korea and Switzerland. Nick Webber's co-authors include Evis Këllezi, Simon H. Babbs, Chulwoo Han, Panagiotis Andrikopoulos, Massimo Morini, David T. Hamilton and Frank C. Park and has published in prestigious journals such as Annals of Operations Research, Mathematical Finance and Quantitative Finance.

In The Last Decade

Nick Webber

21 papers receiving 173 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Nick Webber United Kingdom	8	163	41	40	27	25	23	196
Christian Fries Germany	11	195 1.2×	21 0.5×	50 1.3×	26 1.0×	66 2.6×	55	289
Jan Baldeaux Australia	8	126 0.8×	40 1.0×	51 1.3×	70 2.6×	10 0.4×	21	212
Antonino Zanette Italy	9	173 1.1×	56 1.4×	58 1.4×	19 0.7×	33 1.3×	29	208
R. H. Liu United States	9	250 1.5×	48 1.2×	67 1.7×	62 2.3×	37 1.5×	15	322
H. Windcliff Canada	10	336 2.1×	70 1.7×	142 3.5×	50 1.9×	81 3.2×	12	396
Duy‐Minh Dang Australia	11	253 1.6×	100 2.4×	65 1.6×	25 0.9×	115 4.6×	35	323
Kathrin Glau Germany	7	163 1.0×	39 1.0×	51 1.3×	9 0.3×	28 1.1×	21	195
Minqiang Li United States	11	200 1.2×	31 0.8×	53 1.3×	12 0.4×	21 0.8×	32	274
Andrey Itkin United States	7	163 1.0×	44 1.1×	37 0.9×	31 1.1×	10 0.4×	26	187
Bruno Dupire United States	5	232 1.4×	24 0.6×	71 1.8×	7 0.3×	36 1.4×	5	271

Countries citing papers authored by Nick Webber

Since Specialization

Citations

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

Fields of papers citing papers by Nick Webber

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Nick Webber

This figure shows the co-authorship network connecting the top 25 collaborators of Nick Webber. A scholar is included among the top collaborators of Nick Webber 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 Nick Webber. Nick Webber is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Andrikopoulos, Panagiotis & Nick Webber. (2018). Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach. Annals of Operations Research. 282(1-2). 3–26. 4 indexed citations

2.

Park, Frank C., Chulwoo Han, & Nick Webber. (2014). Interest Rate Models on Lie Groups. SSRN Electronic Journal.

3.

Webber, Nick. (2012). Implementing Models of Financial Derivatives. DMU Open Research Archive (De Montfort University).

4.

Han, Chulwoo, et al.. (2010). Interest rate models on Lie groups. Quantitative Finance. 11(4). 559–572. 13 indexed citations

5.

Morini, Massimo & Nick Webber. (2006). An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling. Applied Mathematical Finance. 13(4). 309–331. 2 indexed citations

6.

Webber, Nick, et al.. (2006). Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes. Applied Mathematical Finance. 13(4). 333–352. 12 indexed citations

7.

Webber, Nick, et al.. (2004). Valuing Discrete Barrier Options on a Dirichlet Lattice. Open Research Exeter (University of Exeter). 1 indexed citations

8.

Webber, Nick, et al.. (2003). A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge. RePEc: Research Papers in Economics. 9 indexed citations

9.

Webber, Nick, et al.. (2003). Valuing Continuous Barrier Options on a Lattice solution for a Stochastic Dirichlet Problem. 1 indexed citations

10.

Webber, Nick, et al.. (2003). Pricing Barrier Options with One-Factor Interest Rate Models. The Journal of Derivatives. 10(4). 33–50. 16 indexed citations

11.

Webber, Nick, et al.. (2003). The Implementation of a Rating-Risk Based Credit Risk Model. SSRN Electronic Journal. 1 indexed citations

12.

Webber, Nick, et al.. (2003). Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge. The Journal of Computational Finance. 7(2). 81–100. 64 indexed citations

13.

Webber, Nick, et al.. (2003). An Asset Based Model of Defaultable Convertible Bonds with Endogenised Recovery. 4 indexed citations

14.

Webber, Nick. (2002). Defusing volatility explosions with complex analysis. Quantitative Finance. 2(1). 7–8. 1 indexed citations

15.

Webber, Nick, et al.. (2001). Very High Order Lattice Methods for One Factor Models. SSRN Electronic Journal. 7 indexed citations

16.

Webber, Nick, et al.. (2001). Pricing in three-factor models using icosahedral lattices. The Journal of Computational Finance. 5(2). 1–36. 1 indexed citations

17.

Babbs, Simon H. & Nick Webber. (1998). A Theory of the Term Structure with an Official Short Rate. SSRN Electronic Journal. 14 indexed citations

18.

Webber, Nick, et al.. (1997). A Nonlinear Model of the Term Structure of Interest Rates. Mathematical Finance. 7(2). 177–209. 7 indexed citations

19.

Webber, Nick, et al.. (1996). A Non-Linear Model of the Term Structure of Interest Rates. SSRN Electronic Journal. 1 indexed citations

20.

Babbs, Simon H. & Nick Webber. (1995). Term Structure Modelling Under Alternative Official Regimes. SSRN Electronic Journal. 9 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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