Vladimir Lucic
Scholar

Vladimir Lucic

Google Scholar ID: HboZ4bUAAAAJ
Visiting Professor, Department of Mathematics, Imperial College London
ProbabilityMathematical Finance
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Citations & Impact
All-time
Citations
235
 
H-index
10
 
i10-index
11
 
Publications
20
 
Co-authors
0
 
Contact
No contact links provided.
Publications
3 items
Local Stochastic Rough Volatility: Pathwise Filtering and the Conditional Density Equation
2026
Cited
0
The Science and Practice of Trend-Following Systems
2026
Cited
0
Ito-Wentzell Formula and Dupire Stochastic PDE
2026
Cited
0
Resume (English only)
Co-authors
0 total
Co-authors: 0 (list not available)