Roger Lord
- Finance top 1%
- Stochastic processes and financial applications 16
- Financial Risk and Volatility Modeling 10
- Capital Investment and Risk Analysis 2
- Demography top 2%
- Insurance, Mortality, Demography, Risk Management 5
- Economics and Econometrics top 10%
- Complex Systems and Time Series Analysis 3
-
- Statistical and numerical algorithms 2
- Point processes and geometric inequalities 1
-
- Stochastic processes and statistical mechanics 2
- Co-authors
- Dick van DijkChristian KahlAntoon PelsserDavid SchragerF. FangCornelis W. OosterleeC.D.W. Wilkinson
- Cited by
- FinanceDemographyNumerical Analysis
- Journals
- Insurance Mathematics and Economics (1 paper)Mathematical Finance (1 paper)Progress in Nuclear Energy (1 paper)
- Partner nations
- NetherlandsGermanyUnited States
In The Last Decade
Roger Lord
17 papers receiving 489 citations
Peers
Comparison fields: 5 of 43
- Finance 506
- Demography 172
- Numerical Analysis 31
- General Economics, Econometrics and Finance 44
- Economics and Econometrics 131
Countries citing papers authored by Roger Lord
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
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
The 7 scholars most cited alongside Roger Lord, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2014 | 1 | |
| 2 | 2010 | 51 | |
| 3 | 2009 | 196 | |
| 4 | 2009 | 63 | |
| 5 | 2009 | 2 | |
| 6 | A FAST AND ACCURATE FFT-BASED METHOD FOR PRICING EARLY-EXERCISE OPTIONS UNDER L ´ | 2008 | 1 |
| 7 | 2008 | 19 | |
| 8 | 2008 | 63 | |
| 9 | Efficient pricing algorithms for exotic derivatives | 2008 | 3 |
| 10 | 2007 | 1 | |
| 11 | 2007 | 25 | |
| 12 | 2007 | 35 | |
| 13 | 2006 | 16 | |
| 14 | 2006 | 38 | |
| 15 | Level-Slope-Curvature - Fact or Artefact? | 2005 | 4 |
| 16 | Pricing Long-Maturity Equity and FX Derivatives with Stochastic Interest Rates and Stochastic Volatility | 2005 | 18 |
| 17 | 2005 | 10 | |
| 18 | 1983 | 1 |
About Roger Lord
Roger Lord is a scholar working on Finance, Demography and Mathematical Physics, having authored 18 papers that have together received 547 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (10 papers), Insurance, Mortality, Demography, Risk Management (5 papers), Complex Systems and Time Series Analysis (3 papers), Statistical and numerical algorithms (2 papers), Stochastic processes and statistical mechanics (2 papers), Capital Investment and Risk Analysis (2 papers) and Point processes and geometric inequalities (1 paper). The work is most often cited by research in Finance (506 citations), Demography (172 citations) and Numerical Analysis (31 citations). Roger Lord has collaborated with scholars based in Netherlands, Germany and United States. Frequent co-authors include Dick van Dijk, Christian Kahl, Antoon Pelsser, David Schrager, F. Fang, Cornelis W. Oosterlee and C.D.W. Wilkinson. Their work appears in journals such as Insurance Mathematics and Economics, Mathematical Finance and Progress in Nuclear Energy.
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.