David Gilat

27 papers and 234 indexed citations i.

David Gilat has authored 27 papers that have received a total of 234 indexed citations. This includes 11 papers in Management Science and Operations Research, 11 papers in Finance and 7 papers in Applied Mathematics. The topics of these papers are Stochastic processes and financial applications (8 papers), Probability and Risk Models (6 papers) and Financial Risk and Volatility Modeling (4 papers). David Gilat is often cited by papers focused on Stochastic processes and financial applications (8 papers), Probability and Risk Models (6 papers) and Financial Risk and Volatility Modeling (4 papers) and collaborates with scholars based in Israel, United States and The Netherlands. David Gilat's co-authors include Jon Aaronson, Lester E. Dubins, Theodore P. Hill, Laura Sacerdote and Michaël Keane and has published in prestigious journals such as Transactions of the American Mathematical Society, The American Statistician and The Annals of Probability