R. Zvan

1.1k total citations
8 papers, 668 citations indexed

About

R. Zvan is a scholar working on Finance, Computational Mechanics and Numerical Analysis. According to data from OpenAlex, R. Zvan has authored 8 papers receiving a total of 668 indexed citations (citations by other indexed papers that have themselves been cited), including 8 papers in Finance, 2 papers in Computational Mechanics and 1 paper in Numerical Analysis. Recurrent topics in R. Zvan's work include Stochastic processes and financial applications (8 papers), Capital Investment and Risk Analysis (3 papers) and Financial Markets and Investment Strategies (2 papers). R. Zvan is often cited by papers focused on Stochastic processes and financial applications (8 papers), Capital Investment and Risk Analysis (3 papers) and Financial Markets and Investment Strategies (2 papers). R. Zvan collaborates with scholars based in Canada and United States. R. Zvan's co-authors include K.R. Vetzal and Peter Forsyth and has published in prestigious journals such as Journal of Computational and Applied Mathematics, Journal of Economic Dynamics and Control and IMA Journal of Numerical Analysis.

In The Last Decade

R. Zvan

8 papers receiving 576 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
R. Zvan Canada	8	593	193	112	100	70	8	668
Y. d’Halluin Canada	6	427 0.7×	161 0.8×	101 0.9×	47 0.5×	37 0.5×	7	479
Jesper Andreasen Australia	11	782 1.3×	91 0.5×	182 1.6×	37 0.4×	142 2.0×	20	818
Samuli Ikonen Finland	7	370 0.6×	172 0.9×	43 0.4×	55 0.6×	56 0.8×	7	415
Liming Feng United States	9	407 0.7×	77 0.4×	73 0.7×	35 0.3×	67 1.0×	22	458
Michèle Vanmaele Belgium	14	347 0.6×	62 0.3×	121 1.1×	132 1.3×	112 1.6×	55	561
Ekaterina Voltchkova France	5	355 0.6×	127 0.7×	67 0.6×	42 0.4×	54 0.8×	6	429
Lixin Wu Hong Kong	10	237 0.4×	97 0.5×	69 0.6×	90 0.9×	36 0.5×	29	414
Andrea Pascucci Italy	18	671 1.1×	81 0.4×	138 1.2×	36 0.4×	127 1.8×	88	1.0k
Désiré Yannick Tangman Mauritius	12	297 0.5×	210 1.1×	24 0.2×	66 0.7×	32 0.5×	29	378
Carlo Sgarra Italy	12	296 0.5×	34 0.2×	97 0.9×	38 0.4×	66 0.9×	45	431

Countries citing papers authored by R. Zvan

Since Specialization

Citations

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

Fields of papers citing papers by R. Zvan

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of R. Zvan

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

All Works

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8 of 8 papers shown

1.

Zvan, R., Peter Forsyth, & K.R. Vetzal. (2003). Negative coefficients in two-factor option pricing models. The Journal of Computational Finance. 7(1). 37–73. 32 indexed citations

2.

Forsyth, Peter, K.R. Vetzal, & R. Zvan. (2002). Convergence of numerical methods for valuing path-dependent options using interpolation. Review of Derivatives Research. 5(3). 273–314. 44 indexed citations

3.

Zvan, R.. (2001). A finite volume approach for contingent claims valuation. IMA Journal of Numerical Analysis. 21(3). 703–731. 56 indexed citations

4.

Zvan, R., K.R. Vetzal, & Peter Forsyth. (2000). PDE methods for pricing barrier options. Journal of Economic Dynamics and Control. 24(11-12). 1563–1590. 113 indexed citations

5.

Forsyth, Peter, K.R. Vetzal, & R. Zvan. (1999). A finite element approach to the pricing of discrete lookbacks with stochastic volatility. Applied Mathematical Finance. 6(2). 87–106. 47 indexed citations

6.

Zvan, R., Peter Forsyth, & K.R. Vetzal. (1999). Discrete Asian barrier options. The Journal of Computational Finance. 3(1). 41–67. 36 indexed citations

7.

Zvan, R., Peter Forsyth, & K.R. Vetzal. (1998). Penalty methods for American options with stochastic volatility. Journal of Computational and Applied Mathematics. 91(2). 199–218. 200 indexed citations

8.

Zvan, R., Peter Forsyth, & K.R. Vetzal. (1997). Robust numerical methods for PDE models of Asian options. The Journal of Computational Finance. 1(2). 39–78. 140 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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