Lucia Caramellino

39 papers and 316 indexed citations i.

About

Lucia Caramellino has authored 39 papers that have received a total of 316 indexed citations. This includes 25 papers in Finance, 20 papers in Mathematical Physics and 6 papers in Computational Theory and Mathematics. The topics of these papers are Stochastic processes and financial applications (25 papers), Stochastic processes and statistical mechanics (15 papers) and Financial Risk and Volatility Modeling (10 papers). Lucia Caramellino is often cited by papers focused on Stochastic processes and financial applications (25 papers), Stochastic processes and statistical mechanics (15 papers) and Financial Risk and Volatility Modeling (10 papers) and collaborates with scholars based in Italy, France and United Kingdom. Lucia Caramellino's co-authors include Vlad Bally, Antonino Zanette, Maya Briani, Paolo Baldi and Fabio Spizzichino and has published in prestigious journals such as SIAM Journal on Numerical Analysis, The Annals of Probability and Journal of Multivariate Analysis.

In The Last Decade

Fields of papers published by Lucia Caramellino

Since Specialization
EngineeringComputer SciencePhysics and AstronomyMathematicsEarth and Planetary SciencesEnergyEnvironmental ScienceMaterials ScienceChemical EngineeringChemistryAgricultural and Biological SciencesVeterinaryDecision SciencesArts and HumanitiesBusiness, Management and AccountingSocial SciencesPsychologyEconomics, Econometrics and FinanceHealth ProfessionsDentistryMedicineBiochemistry, Genetics and Molecular BiologyNeuroscienceNursingImmunology and MicrobiologyPharmacology, Toxicology and Pharmaceutics

Countries citing papers authored by Lucia Caramellino

Since Specialization
Citations
Rankless by CCL
2025