Sam Howison

7.4k citations
110 papers · 4.5k · 1 hit paper · h-index 34

Impact in

  • Finance top 0.5%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Capital Investment and Risk Analysis

Papers in

    • Fluid Dynamics and Turbulent Flows 11
    • Fluid Dynamics and Heat Transfer 8
    • Stochastic processes and financial applications 19
    • Financial Risk and Volatility Modeling 11
    • Capital Investment and Risk Analysis 9

Sam Howison

105 papers receiving 4.1k citations

Sam Howison's Hit Papers

Option pricing: Mathematical models and computation 1994 · 556 citations
5560+10+21Years since publication100200300400500

Peers

Sam Howison
Comparison fields: 5 of 142
  • Finance 1.4k
  • Numerical Analysis 362
  • Computational Mechanics 1.3k
  • Condensed Matter Physics 604
  • Mathematical Physics 464
Replace Eckhard Platen with:
Eckhard Platen Australia
Paul Dupuis United States
Peter E. Kloeden Germany
H. Meté Soner United States
Denis Talay France
Mark Freidlin United States
PE United States
Panagiotis E. Souganidis United States
Daniel W. Stroock United States
Marco Avellaneda United States
Sam Howison relative to Eckhard Platen Australia Eckhard Platen's profile →
Citations per field
00.5×2.9×
Eckhard Platen · 1×
Citations per year

Countries citing papers authored by Sam Howison

Since Specialization
Citations

This map shows the geographic impact of Sam Howison'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 Sam Howison with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sam Howison more than expected).

Fields of papers citing papers by Sam Howison

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sam Howison. 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 Sam Howison. The network helps show where Sam Howison may publish in the future.

Co-authors

The 25 scholars most cited alongside Sam Howison, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Sam Howison Line = papers co-authored together Sam Howison links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 110 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Option pricing: Mathematical models and computation
Hit paper breakdown →
1994556
2 1995475
3 1991265
4 2013145
5 1992134
6 1992132
7 1986130
8 2016121
9 2003120
10 2017118
11 199494
12 199393
13 198692
14 200987
15 200475
16 200574
17 200571
18 200470
19 198568
20 199766

About Sam Howison

Sam Howison is a scholar working on Computational Mechanics, Finance, Economics and Econometrics, Condensed Matter Physics and Computational Theory and Mathematics, having authored 110 papers that have together received 4.5k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (19 papers), Theoretical and Computational Physics (16 papers), Advanced Mathematical Modeling in Engineering (14 papers), Complex Systems and Time Series Analysis (12 papers), Financial Risk and Volatility Modeling (11 papers), Fluid Dynamics and Turbulent Flows (11 papers), Capital Investment and Risk Analysis (9 papers) and Fluid Dynamics and Heat Transfer (8 papers). The work is most often cited by research in Finance (1.4k citations), Numerical Analysis (362 citations), Computational Mechanics (1.3k citations), Condensed Matter Physics (604 citations) and Mathematical Physics (464 citations). Sam Howison has collaborated with scholars based in United Kingdom, Slovakia and United States. Frequent co-authors include Paul Wilmott, Jeff Dewynne, J. R. Ockendon, S. K. Wilson, Andrew Lacey, José M. Oliver, S. Jonathan Chapman, J. R. Ockendon, I.A. Frigaard and Stacy Williams. Their work appears in journals such as Journal of Fluid Mechanics, European Journal of Applied Mathematics, Journal of Engineering Mathematics, SIAM Journal on Applied Mathematics and Applied Mathematical 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.

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