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Researcher · Lomonosov Moscow State University · Russia

V. I. Piterbarg

V. I. Piterbarg publishes mostly in Finance, Mathematical Physics and Management Science and Operations Research, on topics such as Stochastic processes and statistical mechanics, Financial Risk and Volatility Modeling and Stochastic processes and financial applications.

ORCID 0000-0002-5650-3518 OpenAlex
World rank
#489,938
of 1,633,909 ranked researchers
Rank in Russia
#2,723
of 28,789
Works
35
Citations
89
Citations per work
2.5

What does V. I. Piterbarg research?

Finance: 25.6%Mathematical Physics: 20.5%Management Science and Operations Research: 7.7%Signal Processing: 5.1%other fields: 41.1%26%top field
Finance25.6%Mathematical Physics20.5%Management Science and Operations Research7.7%Signal Processing5.1%other fields41.1%

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

  1. 1Finance26% of their works
  2. 2Mathematical Physics20% of their works
  3. 3Management Science and Operations Research8% of their works
  4. 4Signal Processing5% of their works
  5. 5Global and Planetary Change5% of their works
  6. 6Aerospace Engineering5% of their works

Research topics

Which keywords describe V. I. Piterbarg's research?

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

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. Interacting Particle Systems71 topic
  2. Scaling Limits71 topic
  3. GARCH Models61 topic
  4. Volatility61 topic
  5. Option Pricing41 topic
  6. Stochastic Calculus41 topic
  7. Insurance31 topic
  8. Risk31 topic
  9. Air Force21 topic
  10. Culture21 topic
  11. Islam21 topic
  12. Legal Regulation21 topic
  13. Modernization21 topic
  14. Point Processes21 topic
  15. Spatstat21 topic
  16. Transport Policy21 topic

Where does V. I. Piterbarg work?

V. I. Piterbarg's main affiliation in the publication record is Lomonosov Moscow State University, Russia.

How many publications and citations does V. I. Piterbarg have?

Science Explorer counts 35 works and 89 citations for V. I. Piterbarg, ranking #489,938 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.