Vadim Linetsky

4.1k total citations
83 papers, 2.7k citations indexed

About

Vadim Linetsky is a scholar working on Finance, Statistical and Nonlinear Physics and Geometry and Topology. According to data from OpenAlex, Vadim Linetsky has authored 83 papers receiving a total of 2.7k indexed citations (citations by other indexed papers that have themselves been cited), including 57 papers in Finance, 16 papers in Statistical and Nonlinear Physics and 13 papers in Geometry and Topology. Recurrent topics in Vadim Linetsky's work include Stochastic processes and financial applications (51 papers), Credit Risk and Financial Regulations (20 papers) and Financial Risk and Volatility Modeling (16 papers). Vadim Linetsky is often cited by papers focused on Stochastic processes and financial applications (51 papers), Credit Risk and Financial Regulations (20 papers) and Financial Risk and Volatility Modeling (16 papers). Vadim Linetsky collaborates with scholars based in United States, Russia and Hong Kong. Vadim Linetsky's co-authors include Dmitry Davydov, E.S. Fradkin, Liming Feng, Peter Carr, Rafael Mendoza‐Arriaga, Lingfei Li, Jorge Nocedal, José Luis Morales, John R. Birge and José L. Morales and has published in prestigious journals such as Econometrica, Management Science and Nuclear Physics B.

In The Last Decade

Vadim Linetsky

81 papers receiving 2.5k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Vadim Linetsky United States 29 2.1k 493 360 320 302 83 2.7k
Jean‐Michel Bismut France 33 1.2k 0.5× 294 0.6× 373 1.0× 275 0.9× 2.2k 7.4× 109 4.2k
Frédéri Viens United States 23 899 0.4× 501 1.0× 56 0.2× 277 0.9× 288 1.0× 83 1.7k
Marco Avellaneda United States 29 1.3k 0.6× 718 1.5× 155 0.4× 23 0.1× 262 0.9× 102 3.0k
Н. В. Крылов United States 38 3.0k 1.4× 478 1.0× 297 0.8× 23 0.1× 2.0k 6.7× 200 6.5k
Gopinath Kallianpur United States 10 1.9k 0.9× 322 0.7× 342 0.9× 22 0.1× 1.2k 4.1× 21 3.4k
Nobuyuki Ikeda Japan 17 1.8k 0.9× 277 0.6× 360 1.0× 26 0.1× 1.5k 5.1× 40 3.5k
Pierre Henry‐Labordère France 17 557 0.3× 159 0.3× 107 0.3× 67 0.2× 99 0.3× 51 774
Paul Malliavin France 23 1.0k 0.5× 241 0.5× 161 0.4× 24 0.1× 1.0k 3.4× 83 2.4k
Claudio Tebaldi Italy 15 512 0.2× 340 0.7× 215 0.6× 53 0.2× 117 0.4× 68 1.2k
Feng‐Yu Wang China 37 1.9k 0.9× 230 0.5× 250 0.7× 10 0.0× 1.4k 4.7× 293 4.5k

Countries citing papers authored by Vadim Linetsky

Since Specialization
Citations

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

Fields of papers citing papers by Vadim Linetsky

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Vadim Linetsky

This figure shows the co-authorship network connecting the top 25 collaborators of Vadim Linetsky. A scholar is included among the top collaborators of Vadim Linetsky 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 Vadim Linetsky. Vadim Linetsky 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
1.
Linetsky, Vadim, et al.. (2017). Long-term factorization of affine pricing kernels. Mathematics and Financial Economics. 11(4). 479–498.
2.
Mendoza‐Arriaga, Rafael, et al.. (2016). (Online Appendix) Marshall-Olkin Distributions, Subordinators, Efficient Simulation, and Applications to Credit Risk. SSRN Electronic Journal. 4 indexed citations
3.
Li, Lingfei & Vadim Linetsky. (2015). Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach. Finance and Stochastics. 19(4). 941–977. 26 indexed citations
4.
Mendoza‐Arriaga, Rafael & Vadim Linetsky. (2014). MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS. Mathematical Finance. 26(4). 699–747. 21 indexed citations
5.
Li, Lingfei, et al.. (2012). Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach. SSRN Electronic Journal. 13 indexed citations
6.
Li, Lingfei & Vadim Linetsky. (2012). TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS. Mathematical Finance. 24(2). 289–330. 66 indexed citations
7.
Mendoza‐Arriaga, Rafael & Vadim Linetsky. (2011). Constructing Markov Processes with Dependent Jumps by Multivariate Subordination: Applications to Multi-Name Credit-Equity Modeling. SSRN Electronic Journal. 4 indexed citations
8.
Feng, Liming, Vadim Linetsky, José Luis Morales, & Jorge Nocedal. (2010). On the Solution of Complementarity Problems Arising in American Options Pricing. SSRN Electronic Journal. 2 indexed citations
9.
Mendoza‐Arriaga, Rafael, Peter Carr, & Vadim Linetsky. (2010). TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING. Mathematical Finance. 20(4). 527–569. 79 indexed citations
10.
Feng, Liming & Vadim Linetsky. (2008). Computing Exponential Moments of the Discrete Maximum of a Levy Process and Lookback Options. SSRN Electronic Journal. 6 indexed citations
11.
Feng, Liming & Vadim Linetsky. (2008). PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH. Mathematical Finance. 18(3). 337–384. 145 indexed citations
12.
Feng, Liming & Vadim Linetsky. (2007). Pricing Options in Jump-Diffusion Models: An Extrapolation Approach. SSRN Electronic Journal. 10 indexed citations
13.
Carr, Peter & Vadim Linetsky. (2006). A jump to default extended CEV model: an application of Bessel processes. Finance and Stochastics. 10(3). 303–330. 150 indexed citations
14.
Linetsky, Vadim. (2005). On the transition densities for reflected diffusions. Advances in Applied Probability. 37(2). 435–460. 81 indexed citations
15.
Linetsky, Vadim. (2004). The spectral representation of Bessel processes with constant drift: applications in queueing and finance. Journal of Applied Probability. 41(2). 327–344. 11 indexed citations
16.
Davydov, Dmitry & Vadim Linetsky. (2001). Pricing and Hedging Path-Dependent Options Under the CEV Process. Management Science. 47(7). 949–965. 265 indexed citations
17.
Linetsky, Vadim. (1999). Step Options. Mathematical Finance. 9(1). 55–96. 61 indexed citations
18.
Fradkin, E.S. & Vadim Linetsky. (1991). Infinite-parametric extension of the conformal algebra in D > 2 space-time dimensions. Physics Letters B. 253(1-2). 97–106. 2 indexed citations
19.
Fradkin, E.S. & Vadim Linetsky. (1990). Conformal superalgebras of higher spins. Annals of Physics. 198(2). 252–292. 34 indexed citations
20.
Fradkin, E.S. & Vadim Linetsky. (1989). Cubic interaction in conformal theory of integer higher-spin fields in four dimensional space-time. Physics Letters B. 231(1-2). 97–106. 47 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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