Robert C. Dalang

3.0k total citations
70 papers, 1.6k citations indexed

About

Robert C. Dalang is a scholar working on Finance, Mathematical Physics and Computational Theory and Mathematics. According to data from OpenAlex, Robert C. Dalang has authored 70 papers receiving a total of 1.6k indexed citations (citations by other indexed papers that have themselves been cited), including 53 papers in Finance, 30 papers in Mathematical Physics and 15 papers in Computational Theory and Mathematics. Recurrent topics in Robert C. Dalang's work include Stochastic processes and financial applications (53 papers), Stochastic processes and statistical mechanics (22 papers) and Financial Risk and Volatility Modeling (17 papers). Robert C. Dalang is often cited by papers focused on Stochastic processes and financial applications (53 papers), Stochastic processes and statistical mechanics (22 papers) and Financial Risk and Volatility Modeling (17 papers). Robert C. Dalang collaborates with scholars based in Switzerland, United States and France. Robert C. Dalang's co-authors include A. J. Morton, Walter Willinger, Carl Mueller, Marta Sanz–Solé, Davar Khoshnevisan, Lluís Quer-Sardanyons, John B. Walsh, Eulàlia Nualart, Marco Dozzi and Le Chen and has published in prestigious journals such as Journal of the Operational Research Society, Lecture notes in mathematics and Transactions of the American Mathematical Society.

In The Last Decade

Robert C. Dalang

68 papers receiving 1.5k citations

Peers

Robert C. Dalang
Comparison fields: 5 of 65
  • Finance 1.3k
  • Mathematical Physics 709
  • Computational Theory and Mathematics 369
  • Applied Mathematics 215
  • Economics and Econometrics 213
Replace Francesco Russo with:
Francesco Russo France
Peter K. Friz Germany
S. R. Srinivasa Varadhan United States
István Gyöngy United Kingdom
Diogo A. Gomes Saudi Arabia
Davar Khoshnevisan United States
Nicolas Victoir United Kingdom
Beniamin Gołdys Australia
Edwin Perkins Canada
Yimin Xiao United States
Francesco Russo France View profile →
Citations per field, relative to Robert C. Dalang
Robert C. Dalang · 1×
Citations per year, relative to Robert C. Dalang
Robert C. Dalang · 1×

Countries citing papers authored by Robert C. Dalang

Since Specialization
Citations

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

Fields of papers citing papers by Robert C. Dalang

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert C. Dalang. 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 Robert C. Dalang. The network helps show where Robert C. Dalang may publish in the future.

Co-authorship network of co-authors of Robert C. Dalang

This figure shows the co-authorship network connecting the top 25 collaborators of Robert C. Dalang. A scholar is included among the top collaborators of Robert C. Dalang 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 Robert C. Dalang. Robert C. Dalang 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
# Work Indexed citations
1 0
2 9
3 1
4
The Right Time to Sell a Stock Whose Price Is Driven by Markovian Noise
8
5 12
6 82
7 23
8 20
9
Hitting properties of s.p.d.e.'s with reflection
1
10 1
11 42
12
Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous S.P.D.E. 's
14
13 4
14 4
15 6
16 27
17 8
18
Local structure of level sets of the Brownian sheet
2
19 2
20 8

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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