Profile
Statistics

Andrea Pascucci

Bio

http://www.dm.unibo.it/~pascucci/

Andrea Pascucci is Professor of Probability and Statistics at the University of Bologna. His activity focuses on several aspects of the theory of stochastic differential equations for diffusions and jump processes, of deterministic degenerate partial differential equations and of the applications to mathematical finance. He wrote 4 books and more than 60 papers on the following topics: linear and non-linear Kolmogorov-Fokker-Plank equations; asymptotic and global estimates of the transition density of multi-dimensional diffusions and jump processes; free boundary, optimal stopping problems and applications to American style financial derivatives; Asian/path-dependent options and volatility modelling. He was invited speaker in more than 40 international conferences. He is the director of the post-graduate programme in Mathematical Finance of the University of Bologna

http://www.dm.unibo.it/finanza/

Editorial Board Memberships
Current Memberships
Pre Publication Reviews

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Reviews

52

Reviews (last 12 months)

9

Reviews (average per year)

5

Merit

200

Openness

0.0%


Journal Impact factors of journals reviewed for

The distribution of the Journal Impact Factors of journals Andrea Pascucci has reviewed for.

Andrea Pascucci

All fields reviewers

Total reviews over time

A cumulative record of Andrea Pascucci's total number of reviews.

Reviews per month

The total number of reviews performed by Andrea Pascucci each month.

Average review length

The average number of words per review (for which we have content), compared to the average of All fields reviewers and the average of reviewers at affiliated institutions.

Weekly review punchcard

The distribution of days that reviews were performed on, compared to All fields reviewers and reviewers at affiliated institutions.