Peter Laurence

1.2k total citations
45 papers, 709 citations indexed

About

Peter Laurence is a scholar working on Finance, Applied Mathematics and Computational Theory and Mathematics. According to data from OpenAlex, Peter Laurence has authored 45 papers receiving a total of 709 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 13 papers in Applied Mathematics and 8 papers in Computational Theory and Mathematics. Recurrent topics in Peter Laurence's work include Stochastic processes and financial applications (15 papers), Nonlinear Partial Differential Equations (10 papers) and Advanced Mathematical Modeling in Engineering (7 papers). Peter Laurence is often cited by papers focused on Stochastic processes and financial applications (15 papers), Nonlinear Partial Differential Equations (10 papers) and Advanced Mathematical Modeling in Engineering (7 papers). Peter Laurence collaborates with scholars based in United States, Italy and Taiwan. Peter Laurence's co-authors include Tai‐Ho Wang, Eliezer Hameiri, David Hobson, Marco Avellaneda, Edward W. Stredulinsky, M. Mond, Elton P. Hsu, Jim Gatheral, Cheng Ouyang and Oscar P. Bruno and has published in prestigious journals such as Journal of Geophysical Research Atmospheres, Communications on Pure and Applied Mathematics and Journal of Mathematical Physics.

In The Last Decade

Peter Laurence

42 papers receiving 642 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Peter Laurence United States 14 381 150 113 112 103 45 709
Masaaki Fujii Japan 17 284 0.7× 388 2.6× 490 4.3× 71 0.6× 53 0.5× 76 912
Robert Fernholz United States 14 365 1.0× 23 0.2× 32 0.3× 238 2.1× 26 0.3× 25 536
Pierre Henry‐Labordère France 17 557 1.5× 22 0.1× 67 0.6× 159 1.4× 73 0.7× 51 774
Grégoire Loeper France 16 155 0.4× 99 0.7× 41 0.4× 69 0.6× 501 4.9× 47 796
Alexander Melnikov Russia 14 194 0.5× 326 2.2× 17 0.2× 113 1.0× 8 0.1× 107 663
Mauricio Contreras Chile 10 70 0.2× 241 1.6× 238 2.1× 37 0.3× 67 0.7× 39 616
Klaus Bichteler United States 9 175 0.5× 25 0.2× 15 0.1× 45 0.4× 102 1.0× 20 356
Espen Gaarder Haug Norway 15 451 1.2× 343 2.3× 53 0.5× 192 1.7× 9 0.1× 91 961
Jan Korbel Austria 15 191 0.5× 20 0.1× 14 0.1× 256 2.3× 37 0.4× 40 601
R. Ugoccioni Italy 12 72 0.2× 112 0.7× 255 2.3× 57 0.5× 18 0.2× 35 526

Countries citing papers authored by Peter Laurence

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Peter Laurence

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Laurence. A scholar is included among the top collaborators of Peter Laurence 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 Peter Laurence. Peter Laurence 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
1.
2.
Gulisashvili, Archil & Peter Laurence. (2013). The Heston Riemannian distance function. Journal de Mathématiques Pures et Appliquées. 101(3). 303–329. 3 indexed citations
3.
Wang, Tai‐Ho, Peter Laurence, & Shengli Wang. (2010). Generalized uncorrelated SABR models with a high degree of symmetry. Quantitative Finance. 10(6). 663–679. 2 indexed citations
4.
Laurence, Peter & Tai‐Ho Wang. (2008). Distribution-free upper bounds for spread options and market-implied antimonotonicity gap. European Journal of Finance. 14(8). 717–734. 26 indexed citations
5.
Carr, Peter, Peter Laurence, & Tai‐Ho Wang. (2006). Generating integrable one dimensional driftless diffusions. Comptes Rendus Mathématique. 343(6). 393–398. 4 indexed citations
6.
Laurence, Peter & Tai‐Ho Wang. (2005). Sharp Upper and Lower Bounds for Basket Options. Applied Mathematical Finance. 12(3). 253–282. 37 indexed citations
7.
Clegg, Jenny, P. K. Browning, Peter Laurence, B. J. I. Bromage, & Edward W. Stredulinsky. (2000). The linear force-free field in a spherical shell using a new method to determine the coefficients of the eigenfunction expansion. A&A. 361. 743–758. 1 indexed citations
8.
Laurence, Peter & Edward W. Stredulinsky. (2000). Two-dimensional magnetohydrodynamic equilibria with prescribed topology. Communications on Pure and Applied Mathematics. 53(9). 1177–1200. 4 indexed citations
9.
Clegg, Jenny, P. K. Browning, Peter Laurence, B. J. I. Bromage, & Edward W. Stredulinsky. (2000). On the representation of inhomogeneous linear force-free fields. Journal of Mathematical Physics. 41(10). 6783–6807. 6 indexed citations
10.
Avellaneda, Marco & Peter Laurence. (1999). Quantitative Modeling of Derivative Securities: From Theory To Practice. Medical Entomology and Zoology. 32 indexed citations
11.
Laurence, Peter & Marco Avellaneda. (1993). Woltjer's variational principle, II: The case of unbounded domains. Geophysical & Astrophysical Fluid Dynamics. 69(1-4). 201–241. 6 indexed citations
12.
Laurence, Peter & Marco Avellaneda. (1993). A Moffatt-Arnold formula for the mutual helicity of linked flux tubes. Geophysical & Astrophysical Fluid Dynamics. 69(1-4). 243–256. 4 indexed citations
13.
Laurence, Peter & Marco Avellaneda. (1991). On Woltjer’s variational principle for force-free fields. Journal of Mathematical Physics. 32(5). 1240–1253. 31 indexed citations
14.
Laurence, Peter & Edward W. Stredulinsky. (1990). Convergence of a sequence of free boundary problems associated with the grad variational problem in plasma physics. Communications on Pure and Applied Mathematics. 43(4). 547–573. 2 indexed citations
15.
Laurence, Peter & Edward W. Stredulinsky. (1990). . Indiana University Mathematics Journal. 39(4). 1081–1081. 3 indexed citations
16.
Laurence, Peter & Edward W. Stredulinsky. (1990). . Indiana University Mathematics Journal. 39(2). 485–485. 3 indexed citations
17.
Laurence, Peter. (1989). On the convexity of geometric functional of level for solutions of certain elliptic partial differential equations. Zeitschrift für angewandte Mathematik und Physik. 40(2). 258–284. 13 indexed citations
18.
Laurence, Peter & Edward W. Stredulinsky. (1989). . Indiana University Mathematics Journal. 38(2). 377–377. 4 indexed citations
19.
Laurence, Peter. (1986). Some rigorous results concerning spectral theory for ideal MHD. Journal of Mathematical Physics. 27(7). 1916–1926. 7 indexed citations
20.
Hameiri, Eliezer & Peter Laurence. (1984). The ballooning spectrum of rotating plasmas. Journal of Mathematical Physics. 25(2). 396–405. 36 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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