Lucia Caramellino
Lucia Caramellino publishes mostly in Finance, Mathematical Physics and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Financial Risk and Volatility Modeling.
- World rank
- #936,319 of 1,633,909 ranked researchers
- Rank in France
- #58,048 of 96,116
- Works
- 30
- Citations
- 50
- Citations per work
- 1.7
What does Lucia Caramellino research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance42% of their works
- 2Mathematical Physics23% of their works
- 3Economics and Econometrics6% of their works
- 4Statistics and Probability6% of their works
- 5Applied Mathematics6% of their works
- 6Statistical and Nonlinear Physics3% of their works
Research topics
- Stochastic processes and financial applications
- Stochastic processes and statistical mechanics
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Advanced Mathematical Modeling in Engineering
- Algebraic and Geometric Analysis
- Mathematical Analysis and Transform Methods
- Geometry and complex manifolds
Which keywords describe Lucia Caramellino's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Interacting Particle Systems, Scaling Limits, GARCH Models, Volatility, Credit Spread Changes and Default Risk.
- Wavelets
- Quaternionic Analysis
- Kähler Metrics
- Geometric Algebra
- Default Risk
- Volatility
- Scaling Limits
- Stochastic Calculus
- Option Pricing
- Interacting Particle Systems
- GARCH Models
- Credit Spread Changes
- Frames
- Heterogeneous
- Multiscale Methods
- Stability
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 Pricing81 topic
- Stochastic Calculus81 topic
- Interacting Particle Systems51 topic
- Scaling Limits51 topic
- GARCH Models31 topic
- Volatility31 topic
- Credit Spread Changes21 topic
- Default Risk21 topic
- Frames11 topic
- Geometric Algebra11 topic
- Heterogeneous11 topic
- Kähler Metrics11 topic
- Multiscale Methods11 topic
- Quaternionic Analysis11 topic
- Stability11 topic
- Wavelets11 topic
Where does Lucia Caramellino work?
Lucia Caramellino's main affiliation in the publication record is Laboratoire d’Analyse et de Mathématiques Appliquées, France.
How many publications and citations does Lucia Caramellino have?
Science Explorer counts 30 works and 50 citations for Lucia Caramellino, ranking #936,319 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.