Sam Howison

7.2k total citations · 1 hit paper
109 papers, 4.3k citations indexed

About

Sam Howison is a scholar working on Computational Mechanics, Finance and Economics and Econometrics. According to data from OpenAlex, Sam Howison has authored 109 papers receiving a total of 4.3k indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Computational Mechanics, 26 papers in Finance and 23 papers in Economics and Econometrics. Recurrent topics in Sam Howison's work include Stochastic processes and financial applications (19 papers), Theoretical and Computational Physics (15 papers) and Advanced Mathematical Modeling in Engineering (13 papers). Sam Howison is often cited by papers focused on Stochastic processes and financial applications (19 papers), Theoretical and Computational Physics (15 papers) and Advanced Mathematical Modeling in Engineering (13 papers). Sam Howison collaborates with scholars based in United Kingdom, Slovakia and United States. Sam Howison's co-authors include Paul Wilmott, Jeff Dewynne, J. R. Ockendon, S. K. Wilson, Andrew Lacey, S. Jonathan Chapman, José M. Oliver, J. R. Ockendon, I.A. Frigaard and Stacy Williams and has published in prestigious journals such as Physical Review Letters, Journal of Fluid Mechanics and Journal of Computational Physics.

In The Last Decade

Sam Howison

103 papers receiving 3.9k citations

Hit Papers

Option pricing: Mathematical models and computation 1994 2026 2004 2015 1994 100 200 300 400 500

Peers

Sam Howison
Comparison fields: 5 of 143
  • Finance 1.4k
  • Computational Mechanics 1.3k
  • Economics and Econometrics 807
  • Condensed Matter Physics 582
  • Computational Theory and Mathematics 453
Replace Eckhard Platen with:
Eckhard Platen Australia
Peter E. Kloeden Germany
Marco Avellaneda United States
Paul Dupuis United States
H. Meté Soner United States
Panagiotis E. Souganidis United States
René Carmona United States
Mark Freidlin United States
Pierre-Louis Lions France
Giuseppe Toscani Italy
Eckhard Platen Australia View profile →
Citations per field, relative to Sam Howison
Sam Howison · 1×
Citations per year, relative to Sam Howison
Sam Howison · 1×

Countries citing papers authored by Sam Howison

Since Specialization
Citations

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

Fields of papers citing papers by Sam Howison

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Sam Howison

This figure shows the co-authorship network connecting the top 25 collaborators of Sam Howison. A scholar is included among the top collaborators of Sam Howison 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 Sam Howison. Sam Howison 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 1
2 1
3 10
4 18
5 114
6 120
7
The Limit Order Book: A Survey
5
8
Risk-Neutral Pricing of Financial Instruments in Emission Markets
2
9 17
10 21
11
Kochina and Hele-Shaw in Modern Mathematics, Science and Industry
1
12 36
13 73
14 4
15
A non-arbitrage liquidity model with observable parameters for derivatives
11
16 475
17 2
18 40
19 90
20 22

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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2026