Vadim Linetsky
- Finance top 0.2%
- Economics and Econometrics top 2%
- Statistical and Nonlinear Physics top 2%
- Nuclear and High Energy Physics top 5%
- Mathematical Physics top 5%
- Co-authors
- Dmitry DavydovE.S. FradkinLiming FengPeter CarrRafael Mendoza‐ArriagaLingfei LiJorge NocedalJosé Luis Morales
- Topics
- Stochastic processes and financial applications (51 papers)Credit Risk and Financial Regulations (20 papers)Financial Risk and Volatility Modeling (16 papers)
- Partner nations
- United StatesRussiaHong Kong
In The Last Decade
Vadim Linetsky
81 papers receiving 2.5k citations
Peers
Comparison fields: 5 of 75
- Finance 2.1k
- Economics and Econometrics 493
- Statistical and Nonlinear Physics 360
- Nuclear and High Energy Physics 320
- Mathematical Physics 302
Countries citing papers authored by Vadim Linetsky
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 0 | |
| 3 | 4 | |
| 4 | 26 | |
| 5 | 21 | |
| 6 | 12 | |
| 7 | 13 | |
| 8 | 66 | |
| 9 | 4 | |
| 10 | 79 | |
| 11 | On the Solution of Complementarity Problems Arising in American Options Pricing | 2 |
| 12 | Computing Exponential Moments of the Discrete Maximum of a Levy Process and Lookback Options | 6 |
| 13 | 145 | |
| 14 | Pricing Options in Jump-Diffusion Models: An Extrapolation Approach | 10 |
| 15 | 150 | |
| 16 | 81 | |
| 17 | 11 | |
| 18 | 2 | |
| 19 | 34 | |
| 20 | 47 |
About Vadim Linetsky
Vadim Linetsky is a scholar working on Finance, Algebra and Number Theory and Geometry and Topology, having authored 83 papers that have together received 2.7k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (51 papers), Credit Risk and Financial Regulations (20 papers) and Financial Risk and Volatility Modeling (16 papers). The work is most often cited by research in Finance (2.1k citations), Mathematical Physics (302 citations) and Statistical and Nonlinear Physics (360 citations). Vadim Linetsky has collaborated with scholars based in United States, Russia and Hong Kong. Frequent 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 Ch. Tsitouras. Their work appears in journals such as Econometrica, Management Science and Nuclear Physics B.
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.