David Nualart
David Nualart publishes mostly in Finance, Mathematical Physics and Applied Mathematics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Stochastic processes and statistical mechanics.
- World rank
- #109,009 of 1,633,909 ranked researchers
- Rank in Spain
- #1,670 of 45,870
- Works
- 50
- Citations
- 382
- Citations per work
- 7.6
What does David Nualart research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance44% of their works
- 2Mathematical Physics19% of their works
- 3Applied Mathematics10% of their works
- 4Management Science and Operations Research5% of their works
- 5Economics and Econometrics4% of their works
- 6Computational Theory and Mathematics4% of their works
Research topics
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Stochastic processes and statistical mechanics
- advanced mathematical theories
- Probability and Risk Models
- Advanced Mathematical Modeling in Engineering
- Complex Systems and Time Series Analysis
- Stability and Controllability of Differential Equations
Which keywords describe David Nualart's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Interacting Particle Systems, Scaling Limits, Insurance and Mathematical Physics.
- Distributed Parameter Systems
- Multiscale Methods
- Heterogeneous
- p-adic
- Mathematical Physics
- Scaling Limits
- Volatility
- Stochastic Calculus
- Option Pricing
- GARCH Models
- Interacting Particle Systems
- Insurance
- Risk
- Econophysics
- Multifractal Analysis
- Boundary Control
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 16 words, with their numbers
- Option Pricing261 topic
- Stochastic Calculus261 topic
- GARCH Models91 topic
- Volatility91 topic
- Interacting Particle Systems71 topic
- Scaling Limits71 topic
- Insurance41 topic
- Mathematical Physics41 topic
- Risk41 topic
- p-adic41 topic
- Econophysics31 topic
- Heterogeneous31 topic
- Multifractal Analysis31 topic
- Multiscale Methods31 topic
- Boundary Control21 topic
- Distributed Parameter Systems21 topic
Where does David Nualart work?
David Nualart's main affiliation in the publication record is Universitat de Barcelona, Spain.
How many publications and citations does David Nualart have?
Science Explorer counts 50 works and 382 citations for David Nualart, ranking #109,009 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 David Nualart
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