Francesco Russo

106 papers and 1.5k indexed citations i.

About

Francesco Russo has authored 106 papers that have received a total of 1.5k indexed citations. This includes 75 papers in Finance, 33 papers in Mathematical Physics and 30 papers in Computational Theory and Mathematics. The topics of these papers are Stochastic processes and financial applications (73 papers), Advanced Mathematical Modeling in Engineering (24 papers) and Financial Risk and Volatility Modeling (15 papers). Francesco Russo is often cited by papers focused on Stochastic processes and financial applications (73 papers), Advanced Mathematical Modeling in Engineering (24 papers) and Financial Risk and Volatility Modeling (15 papers) and collaborates with scholars based in France, Italy and Germany. Francesco Russo's co-authors include Franco Flandoli, Pierre Vallois, Marco Dozzi, Nadia Oudjane and Robert C. Dalang and has published in prestigious journals such as Transactions of the American Mathematical Society, SIAM Journal on Control and Optimization and Journal of Functional Analysis

In The Last Decade

Rankless by CCL
2025