Roger Lord

913 total citations
18 papers, 547 citations indexed

About

Roger Lord is a scholar working on Finance, Demography and Economics and Econometrics. According to data from OpenAlex, Roger Lord has authored 18 papers receiving a total of 547 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 5 papers in Demography and 4 papers in Economics and Econometrics. Recurrent topics in Roger Lord's work include Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (10 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). Roger Lord is often cited by papers focused on Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (10 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). Roger Lord collaborates with scholars based in Netherlands, Germany and United States. Roger Lord's co-authors include Dick van Dijk, Christian Kahl, Antoon Pelsser, David Schrager, F. Fang, Cornelis W. Oosterlee and C.D.W. Wilkinson and has published in prestigious journals such as Insurance Mathematics and Economics, Mathematical Finance and Progress in Nuclear Energy.

In The Last Decade

Roger Lord

17 papers receiving 489 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Roger Lord Netherlands 11 506 172 131 44 34 18 547
Antoine Jacquier United Kingdom 15 615 1.2× 112 0.7× 185 1.4× 23 0.5× 39 1.1× 65 674
Jesper Andreasen Australia 11 782 1.5× 142 0.8× 182 1.4× 38 0.9× 53 1.6× 20 818
H. Windcliff Canada 10 336 0.7× 70 0.4× 142 1.1× 26 0.6× 81 2.4× 12 396
Liming Feng United States 9 407 0.8× 67 0.4× 73 0.6× 19 0.4× 56 1.6× 22 458
Andrea Pallavicini United Kingdom 17 805 1.6× 91 0.5× 225 1.7× 47 1.1× 86 2.5× 54 916
Dmitry Davydov United States 4 386 0.8× 68 0.4× 115 0.9× 18 0.4× 37 1.1× 12 435
Emmanuelle Clément France 7 295 0.6× 54 0.3× 80 0.6× 44 1.0× 46 1.4× 18 332
Griselda Deelstra Belgium 14 667 1.3× 346 2.0× 277 2.1× 52 1.2× 185 5.4× 74 798
Tai‐Ho Wang United States 10 340 0.7× 56 0.3× 113 0.9× 39 0.9× 99 2.9× 33 444
Huyên Pham France 14 622 1.2× 89 0.5× 323 2.5× 27 0.6× 186 5.5× 23 713

Countries citing papers authored by Roger Lord

Since Specialization
Citations

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

Fields of papers citing papers by Roger Lord

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Roger Lord

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

All Works

18 of 18 papers shown
1.
Lord, Roger, et al.. (2014). Monte Carlo pricing in the Schöbel–Zhu model and its extensions. The Journal of Computational Finance. 17(3). 57–86. 1 indexed citations
2.
Lord, Roger & Christian Kahl. (2010). COMPLEX LOGARITHMS IN HESTON-LIKE MODELS. Mathematical Finance. 20(4). 671–694. 51 indexed citations
3.
Lord, Roger, et al.. (2009). A comparison of biased simulation schemes for stochastic volatility models. Quantitative Finance. 10(2). 177–194. 196 indexed citations
4.
Lord, Roger, et al.. (2009). Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility. Insurance Mathematics and Economics. 45(3). 436–448. 63 indexed citations
5.
Lord, Roger, et al.. (2009). Monte Carlo Pricing in the Schöbel-Zhu Model and its Extensions. SSRN Electronic Journal. 2 indexed citations
6.
Lord, Roger, et al.. (2008). A FAST AND ACCURATE FFT-BASED METHOD FOR PRICING EARLY-EXERCISE OPTIONS UNDER L ´. 1 indexed citations
7.
Lord, Roger & Christian Kahl. (2008). Complex Logarithms in Heston-Like Models. SSRN Electronic Journal. 19 indexed citations
8.
Lord, Roger, et al.. (2008). A Comparison of Biased Simulation Schemes for Stochastic Volatility Models. SSRN Electronic Journal. 63 indexed citations
9.
Lord, Roger. (2008). Efficient pricing algorithms for exotic derivatives. Data Archiving and Networked Services (DANS). 3 indexed citations
10.
Lord, Roger, et al.. (2007). The CONV method for pricing options. PAMM. 7(1). 1024003–1024004. 1 indexed citations
11.
Lord, Roger & Antoon Pelsser. (2007). Level–Slope–Curvature – Fact or Artefact?. Applied Mathematical Finance. 14(2). 105–130. 25 indexed citations
12.
Lord, Roger & Christian Kahl. (2007). Optimal Fourier Inversion in Semi-Analytical Option Pricing. SSRN Electronic Journal. 35 indexed citations
13.
Lord, Roger & Christian Kahl. (2006). Why the Rotation Count Algorithm Works. SSRN Electronic Journal. 16 indexed citations
14.
Lord, Roger. (2006). Partially exact and bounded approximations for arithmetic Asian options. The Journal of Computational Finance. 10(2). 1–52. 38 indexed citations
15.
Lord, Roger & Antoon Pelsser. (2005). Level-Slope-Curvature - Fact or Artefact?. RePEc: Research Papers in Economics. 4 indexed citations
16.
Lord, Roger, et al.. (2005). Pricing Long-Maturity Equity and FX Derivatives with Stochastic Interest Rates and Stochastic Volatility. 18 indexed citations
17.
Lord, Roger. (2005). Partially Exact and Bounded Approximations for Arithmetic Asian Options. SSRN Electronic Journal. 10 indexed citations
18.
Lord, Roger, et al.. (1983). Real-time information support for managing plant emergency responses. Progress in Nuclear Energy. 12(3). 267–284. 1 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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