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
Editorial Board Memberships
Has reviewed for
Showing 6 of 36
Pre Publication Reviews
Your statistics are calculated based on the information you have submitted to Publons.
Read more about them here.
Agricultural and Biological Sciences (all)
Arts and Humanities (all)
Biochemistry, Genetics and Molecular Biology (all)
Business, Management and Accounting (all)
Chemical Engineering (all)
Computer Science (all)
Decision Sciences (all)
Earth and Planetary Sciences (all)
Economics, Econometrics and Finance (all)
Environmental Science (all)
Immunology and Microbiology (all)
Materials Science (all)
Pharmacology, Toxicology and Pharmaceutics (all)
Physics and Astronomy (all)
Social Sciences (all)
Health Professions (all)
Reviews (last 12 months)
Reviews (average per year)
Journal Impact factors of journals reviewed for
The distribution of the Journal Impact Factors of journals Andrea Pascucci has reviewed for.
Mathematics (all) 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 Mathematics (all) reviewers and the average of reviewers at affiliated institutions.
Weekly review punchcard
The distribution of days that reviews were performed on, compared to Mathematics (all) reviewers and reviewers at affiliated institutions.