Bernt Øksendal
Bernt Øksendal publishes mostly in Finance, Mathematical Physics and Computational Theory and Mathematics, on topics such as Stochastic processes and financial applications, Advanced Mathematical Modeling in Engineering and Economic theories and models.
- World rank
- #2,498 of 1,633,909 ranked researchers
- Rank in Norway
- #7 of 6,482
- Works
- 82
- Citations
- 2k
- Citations per work
- 24.2
What does Bernt Øksendal research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance32% of their works
- 2Mathematical Physics11% of their works
- 3Computational Theory and Mathematics7% of their works
- 4Economics and Econometrics7% of their works
- 5Applied Mathematics7% of their works
- 6Control and Systems Engineering4% of their works
Research topics
- Stochastic processes and financial applications
- Advanced Mathematical Modeling in Engineering
- Economic theories and models
- Financial Risk and Volatility Modeling
- Stochastic processes and statistical mechanics
- Stability and Controllability of Differential Equations
- Risk and Portfolio Optimization
- Complex Systems and Time Series Analysis
Which keywords describe Bernt Øksendal's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Heterogeneous, Multiscale Methods, Risk Management, Asset Pricing, GARCH Models and Monetary Equilibrium.
- Multifractal Analysis
- Econophysics
- Boundary Control
- Interacting Particle Systems
- Monetary Equilibrium
- Asset Pricing
- Multiscale Methods
- Stochastic Calculus
- Option Pricing
- Heterogeneous
- Risk Management
- GARCH Models
- Volatility
- Scaling Limits
- Distributed Parameter Systems
- Finance
- Robust Optimization
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- Option Pricing281 topic
- Stochastic Calculus281 topic
- Heterogeneous81 topic
- Multiscale Methods81 topic
- Risk Management82 topics
- Asset Pricing51 topic
- GARCH Models51 topic
- Monetary Equilibrium51 topic
- Volatility51 topic
- Interacting Particle Systems41 topic
- Scaling Limits41 topic
- Boundary Control31 topic
- Distributed Parameter Systems31 topic
- Econophysics31 topic
- Finance31 topic
- Multifractal Analysis31 topic
- Robust Optimization31 topic
Where does Bernt Øksendal work?
Bernt Øksendal's main affiliation in the publication record is University of Oslo, Norway.
How many publications and citations does Bernt Øksendal have?
Science Explorer counts 82 works and 1,986 citations for Bernt Øksendal, ranking #2,498 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Other researchers named Bernt Øksendal
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