Matthew Lorig
Impact in
- Finance top 5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Capital Investment and Risk Analysis
- Demography top 10%
- Insurance, Mortality, Demography, Risk Management
Papers in
- Finance 35
- Stochastic processes and financial applications 35
- Financial Risk and Volatility Modeling 25
- Financial Markets and Investment Strategies 9
- Credit Risk and Financial Regulations 7
- Capital Investment and Risk Analysis 4
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- Economic theories and models 4
- Co-authors
- Andrea Pascucci (14 shared papers)Stefano Pagliarani (12 shared papers)Jean‐Pierre Fouque (4 shared papers)Ronnie Sircar (3 shared papers)Antoine Jacquier (1 shared paper)Tim Leung (3 shared papers)Bin Zou (3 shared papers)Martin Forde (1 shared paper)
- Journals
- SIAM Journal on Financial Mathematics (4 papers)Quantitative Finance (3 papers)Mathematical Finance (2 papers)Journal of Structural Engineering (1 paper)International Journal of Theoretical and Applied Finance (1 paper)
- Partner nations
- United StatesItalyFrance
In The Last Decade
Matthew Lorig
34 papers receiving 209 citations
Peers
Comparison fields: 5 of 32
- Finance 210
- Demography 40
- Mathematical Physics 28
- Economics and Econometrics 51
- Modeling and Simulation 8
Countries citing papers authored by Matthew Lorig
This map shows the geographic impact of Matthew Lorig's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Matthew Lorig with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Matthew Lorig more than expected).
Fields of papers citing papers by Matthew Lorig
This network shows the impact of papers produced by Matthew Lorig. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Matthew Lorig. The network helps show where Matthew Lorig may publish in the future.
Co-authors
The 15 scholars most cited alongside Matthew Lorig, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 39 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2011 | 32 | |
| 2 | 2017 | 22 | |
| 3 | 2015 | 22 | |
| 4 | 2016 | 21 | |
| 5 | 2015 | 17 | |
| 6 | 2016 | 15 | |
| 7 | 2013 | 9 | |
| 8 | 2015 | 8 | |
| 9 | 2013 | 8 | |
| 10 | Explicit implied vols for multifactor local-stochastic vol models | 2013 | 7 |
| 11 | 2016 | 6 | |
| 12 | 2012 | 6 | |
| 13 | 2023 | 5 | |
| 14 | 2013 | 4 | |
| 15 | 2014 | 4 | |
| 16 | 2013 | 4 | |
| 17 | 2019 | 3 | |
| 18 | Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default:Curvature and the Heat Kernel Expansion | 2017 | 3 |
| 19 | 2012 | 3 | |
| 20 | 2016 | 3 |
About Matthew Lorig
Matthew Lorig is a scholar working on Finance, Economics and Econometrics, Demography, Mathematical Physics and Management Science and Operations Research, having authored 39 papers that have together received 227 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (35 papers), Financial Risk and Volatility Modeling (25 papers), Financial Markets and Investment Strategies (9 papers), Insurance, Mortality, Demography, Risk Management (8 papers), Credit Risk and Financial Regulations (7 papers), Stochastic processes and statistical mechanics (4 papers), Capital Investment and Risk Analysis (4 papers) and Economic theories and models (4 papers). The work is most often cited by research in Finance (210 citations), Demography (40 citations), Mathematical Physics (28 citations), Economics and Econometrics (51 citations) and Modeling and Simulation (8 citations). Matthew Lorig has collaborated with scholars based in United States, Italy and France. Frequent co-authors include Andrea Pascucci, Stefano Pagliarani, Jean‐Pierre Fouque, Ronnie Sircar, Antoine Jacquier, Tim Leung, Bin Zou, Martin Forde, Hongzhong Zhang and Sebastian Jaimungal. Their work appears in journals such as SIAM Journal on Financial Mathematics, Quantitative Finance, Mathematical Finance, Journal of Structural Engineering and International Journal of Theoretical and Applied Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.