◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

Matthew J. Lorig

44 papers hereh-index 13560 citations66 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author8
  • first author14
  • middle author5
  • last author17

Across the 44 of 44 papers where every author was matched, so the position is known.

fields
  • q-fin.MF20
  • q-fin.CP12
  • q-fin.PR6
  • math.AP2
  • econ.GN1
  • math.OC1

identity via Semantic Scholar / OpenAlex

activity
20102026
most citedA Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model

48 citations · 88 across the 27 of their papers we have counts for

collaborators
Showing 2013 · math.APShow all

1 paper · 2 filters

math.AP2013

Analytical expansions for parabolic equations

Matthew Lorig, Stefano Pagliarani, Andrea Pascucci

We consider the Cauchy problem associated with a general parabolic partial differential equation in d dimensions. We find a family of closed-form asymptotic approximations for th…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.