Science Explorer Interactive view Map

David Nualart

David Nualart publishes mostly in Finance, Mathematical Physics and Applied Mathematics, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Financial Risk and Volatility Modeling.

World rank
#398,594
of 1,633,909 ranked researchers
Rank in United States
#140,889
of 358,040
Works
63
Citations
203
Citations per work
3.2

What does David Nualart research?

Finance: 35.7%Mathematical Physics: 26.2%Applied Mathematics: 8.3%Computational Theory and Mathematics: 7.1%other fields: 22.7%36%top field
Finance35.7%Mathematical Physics26.2%Applied Mathematics8.3%Computational Theory and Mathematics7.1%other fields22.7%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance36% of their works
  2. 2Mathematical Physics26% of their works
  3. 3Applied Mathematics8% of their works
  4. 4Computational Theory and Mathematics7% of their works
  5. 5Economics and Econometrics5% of their works
  6. 6Statistics and Probability4% of their works

Research topics

Which keywords describe David Nualart's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Wavelets, GARCH Models, Interacting Particle Systems, Scaling Limits, Volatility and Mathematical Physics.

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
  1. Option Pricing221 topic
  2. Stochastic Calculus221 topic
  3. Wavelets92 topics
  4. GARCH Models81 topic
  5. Interacting Particle Systems81 topic
  6. Scaling Limits81 topic
  7. Volatility81 topic
  8. Mathematical Physics71 topic
  9. p-adic71 topic
  10. Econophysics31 topic
  11. Heterogeneous31 topic
  12. Multifractal Analysis31 topic
  13. Multiscale Methods31 topic
  14. Frames21 topic
  15. Optimal Transport21 topic
  16. Ricci Curvature21 topic
  17. Sampling21 topic

Where does David Nualart work?

David Nualart's main affiliation in the publication record is University of Kansas, United States.

How many publications and citations does David Nualart have?

Science Explorer counts 63 works and 203 citations for David Nualart, ranking #398,594 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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