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Steven Shreve

Steven Shreve

Carnegie Mellon University

H-index: 42

North America-United States

About Steven Shreve

Steven Shreve, With an exceptional h-index of 42 and a recent h-index of 24 (since 2020), a distinguished researcher at Carnegie Mellon University, specializes in the field of Probability, financial mathematics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Escrow and clawback

Limits of Limit-Order Books

Diffusion Limit of Poisson Limit-Order Book Models

Steven Shreve Information

University

Position

Professor of Mathematical Sciences

Citations(all)

36894

Citations(since 2020)

8010

Cited By

32097

hIndex(all)

42

hIndex(since 2020)

24

i10Index(all)

69

i10Index(since 2020)

36

Email

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University Profile Page

Carnegie Mellon University

Google Scholar

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Steven Shreve Skills & Research Interests

Probability

financial mathematics

Top articles of Steven Shreve

Title

Journal

Author(s)

Publication Date

Escrow and clawback

SIAM Journal on Financial Mathematics

Steven Shreve

Jing Wang

2022

Limits of Limit-Order Books

Christopher Almost

John Lehoczky

Steven Shreve

Xiaofeng Yu

2022/8/3

Diffusion Limit of Poisson Limit-Order Book Models

arXiv preprint arXiv:2008.01155

Christopher Almost

John Lehoczky

Steven Shreve

Xiaofeng Yu

2020/8/3

See List of Professors in Steven Shreve University(Carnegie Mellon University)