Sergei Levendorskiı̌

3.2k citations
132 papers · 2.2k indexed · h-index 23
Topics
Stochastic processes and financial applications (103 papers)Financial Risk and Volatility Modeling (49 papers)Capital Investment and Risk Analysis (32 papers)

In The Last Decade

Sergei Levendorskiı̌

126 papers receiving 1.8k citations

Peers

Sergei Levendorskiı̌
Comparison fields: 5 of 57
  • Finance 1.9k
  • Economics and Econometrics 595
  • Mathematical Physics 337
  • Management Science and Operations Research 300
  • Demography 290
Replace Xiaowen Zhou with:
Xiaowen Zhou Canada
Makoto Maejima Japan
Mingshang Hu China
Walter Schachermayer Austria
Josef Teichmann Switzerland
Nicolas Victoir United Kingdom
Bernt Øksendal Norway
Ivan Nourdin France
Pierre Henry‐Labordère France
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Sergei Levendorskiı̌ relative to Xiaowen Zhou Canada Xiaowen Zhou's profile →
Citations per field
00.5×3.8×
Xiaowen Zhou · 1×
Citations per year

Countries citing papers authored by Sergei Levendorskiı̌

Since Specialization
Citations

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

Fields of papers citing papers by Sergei Levendorskiı̌

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Sergei Levendorskiı̌

This figure shows the co-authorship network connecting the top 25 collaborators of Sergei Levendorskiı̌. A scholar is included among the top collaborators of Sergei Levendorskiı̌ 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 Sergei Levendorskiı̌. Sergei Levendorskiı̌ 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
#WorkIndexed citations
1 1
2 1
3 1
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5 1
6 2
7 16
8 15
9
DISCOUNTING WHEN INCOME IS STOCHASTIC AND CLIMATE CHANGE POLICIES
1
10 14
11 19
12 5
13
The Relative Efficiency of Numerical Methods for Pricing American Options Under LéVy Processes
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14 0
15 19
16
Search-Money-and-Barter Models of Financial Stabilization
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17 2
18 2
19 24
20 4

About Sergei Levendorskiı̌

Sergei Levendorskiı̌ is a scholar working on Finance, Mathematical Physics and Economics and Econometrics, having authored 132 papers that have together received 2.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (103 papers), Financial Risk and Volatility Modeling (49 papers) and Capital Investment and Risk Analysis (32 papers). The work is most often cited by research in Finance (1.9k citations), Mathematical Physics (337 citations) and Demography (290 citations). Sergei Levendorskiı̌ has collaborated with scholars based in United States, Russia and United Kingdom. Frequent co-authors include Svetlana Boyarchenko, Mitya Boyarchenko, Ole E. Barndorff–Nielsen, Nina Boyarchenko, Peter Kuchment, Y. Soibelman, Justin Kirkby, Zhenyu Cui, Anthony Sudbery and Martijn Pistorius. Their work appears in journals such as Proceedings of the National Academy of Sciences, Journal of Mathematical Analysis and Applications and Transactions of the American Mathematical Society.

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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