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Ivan Nourdin

Ivan Nourdin publishes mostly in Finance, Mathematical Physics and Statistics and Probability, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Financial Risk and Volatility Modeling.

World rank
#341,269
of 1,633,909 ranked researchers
Rank in Luxembourg
#132
of 739
Works
61
Citations
206
Citations per work
3.4

What does Ivan Nourdin research?

Finance: 25.0%Mathematical Physics: 16.2%Statistics and Probability: 13.2%Geometry and Topology: 8.8%other fields: 36.8%25%top field
Finance25.0%Mathematical Physics16.2%Statistics and Probability13.2%Geometry and Topology8.8%other fields36.8%

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

  1. 1Finance25% of their works
  2. 2Mathematical Physics16% of their works
  3. 3Statistics and Probability13% of their works
  4. 4Geometry and Topology9% of their works
  5. 5Applied Mathematics7% of their works
  6. 6Economics and Econometrics6% of their works

Research topics

Which keywords describe Ivan Nourdin's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Interacting Particle Systems, Scaling Limits, GARCH Models, Volatility, Eigenvalues and Kähler Metrics.

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
  1. Option Pricing121 topic
  2. Stochastic Calculus121 topic
  3. Interacting Particle Systems61 topic
  4. Scaling Limits61 topic
  5. GARCH Models51 topic
  6. Volatility51 topic
  7. Eigenvalues41 topic
  8. Kähler Metrics41 topic
  9. Random Matrix Theory41 topic
  10. Stability41 topic
  11. Econophysics31 topic
  12. Multifractal Analysis31 topic
  13. Boundary Value Problems21 topic
  14. Climate Change21 topic
  15. Fractional Differential Equations21 topic
  16. Paleoclimatology21 topic

Where does Ivan Nourdin work?

Ivan Nourdin's main affiliation in the publication record is University of Luxembourg, Luxembourg.

How many publications and citations does Ivan Nourdin have?

Science Explorer counts 61 works and 206 citations for Ivan Nourdin, ranking #341,269 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.

Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.