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Peter Laurence

Peter Laurence

New York University

H-index: 21

North America-United States

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About Peter Laurence

Peter Laurence, With an exceptional h-index of 21 and a recent h-index of 11 (since 2020), a distinguished researcher at New York University, specializes in the field of Option Pricing, basket options, asymptotics, degenerate diffusions, free boundary problems.

Peter Laurence Information

University

Position

Professor of Applied Mathematics Universita di Roma 1 and Courant Institute

Citations(all)

1582

Citations(since 2020)

315

Cited By

1450

hIndex(all)

21

hIndex(since 2020)

11

i10Index(all)

32

i10Index(since 2020)

11

Email

University Profile Page

Google Scholar

Peter Laurence Skills & Research Interests

Option Pricing

basket options

asymptotics

degenerate diffusions

free boundary problems

See List of Professors in Peter Laurence University(New York University)