Peter Laurence
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Applied Mathematics top 5%
Papers in
- Finance 16
- Stochastic processes and financial applications 15
- Financial Markets and Investment Strategies 4
-
- Nonlinear Partial Differential Equations 10
- Geometric Analysis and Curvature Flows 5
- Navier-Stokes equation solutions 3
- Co-authors
- Tai‐Ho Wang (11 shared papers)Eliezer Hameiri (2 shared papers)David Hobson (2 shared papers)Marco Avellaneda (4 shared papers)Edward W. Stredulinsky (15 shared papers)M. Mond (1 shared paper)Jim Gatheral (1 shared paper)Oscar P. Bruno (2 shared papers)
- Journals
- Communications on Pure and Applied Mathematics (9 papers)Indiana University Mathematics Journal (3 papers)Insurance Mathematics and Economics (2 papers)Geophysical & Astrophysical Fluid Dynamics (2 papers)Mathematical Finance (2 papers)
- Partner nations
- United StatesItalyTaiwan
In The Last Decade
Peter Laurence
42 papers receiving 642 citations
Peers
Comparison fields: 5 of 50
- Finance 381
- Applied Mathematics 103
- Astronomy and Astrophysics 150
- Nuclear and High Energy Physics 113
- Mathematical Physics 67
Countries citing papers authored by Peter Laurence
This map shows the geographic impact of Peter Laurence'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 Peter Laurence with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Laurence more than expected).
Fields of papers citing papers by Peter Laurence
This network shows the impact of papers produced by Peter Laurence. 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 Peter Laurence. The network helps show where Peter Laurence may publish in the future.
Co-authors
The 20 scholars most cited alongside Peter Laurence, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 45 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2010 | 100 | |
| 2 | 2005 | 88 | |
| 3 | 1991 | 83 | |
| 4 | 2005 | 37 | |
| 5 | 1996 | 37 | |
| 6 | 2005 | 37 | |
| 7 | 1984 | 36 | |
| 8 | Quantitative Modeling of Derivative Securities: From Theory To Practice | 1999 | 32 |
| 9 | 1991 | 31 | |
| 10 | 2008 | 26 | |
| 11 | 2008 | 21 | |
| 12 | 2008 | 21 | |
| 13 | 1985 | 19 | |
| 14 | 2013 | 15 | |
| 15 | 1989 | 13 | |
| 16 | 2010 | 11 | |
| 17 | 2000 | 10 | |
| 18 | 2005 | 7 | |
| 19 | 1986 | 7 | |
| 20 | 2004 | 7 |
About Peter Laurence
Peter Laurence is a scholar working on Finance, Applied Mathematics, Computational Theory and Mathematics, Nuclear and High Energy Physics and Astronomy and Astrophysics, having authored 45 papers that have together received 709 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (15 papers), Nonlinear Partial Differential Equations (10 papers), Advanced Mathematical Modeling in Engineering (7 papers), Magnetic confinement fusion research (6 papers), Geometric Analysis and Curvature Flows (5 papers), Financial Markets and Investment Strategies (4 papers), Insurance, Mortality, Demography, Risk Management (4 papers) and Navier-Stokes equation solutions (3 papers). The work is most often cited by research in Finance (381 citations), Applied Mathematics (103 citations), Astronomy and Astrophysics (150 citations), Nuclear and High Energy Physics (113 citations) and Mathematical Physics (67 citations). Peter Laurence has collaborated with scholars based in United States, Italy and Taiwan. Frequent co-authors include Tai‐Ho Wang, Eliezer Hameiri, David Hobson, Marco Avellaneda, Edward W. Stredulinsky, M. Mond, Jim Gatheral, Oscar P. Bruno, Cheng Ouyang and Elton P. Hsu. Their work appears in journals such as Communications on Pure and Applied Mathematics, Indiana University Mathematics Journal, Insurance Mathematics and Economics, Geophysical & Astrophysical Fluid Dynamics and Mathematical Finance.
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.