Standout Papers

Affine processes and applications in finance 2003 2026 2010 2018 608
  1. Affine processes and applications in finance (2003)
    Darrell Duffie, Damir Filipović et al. The Annals of Applied Probability

Immediate Impact

2 by Nobel laureates 56 standout
Sub-graph 1 of 24

Citing Papers

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
2025 Standout
Artificial intelligence in environmental monitoring: Advancements, challenges, and future directions
2024 Standout
2 intermediate papers

Works of Damir Filipović being referenced

Insurance: models, digitalization, and data science
2019
Quadratic Variance Swap Models
2013

Author Peers

Author Last Decade Papers Cites
Damir Filipović 2308 558 801 112 2.9k
Ernst Eberlein 2172 469 958 119 2.8k
Peter Tankov 2337 506 923 73 3.0k
Patrick Cheridito 1858 803 870 60 2.3k
Wim Schoutens 2401 562 870 185 3.0k
Fred Espen Benth 1814 247 1201 186 3.0k
Mark Broadie 4267 808 1333 67 5.0k
Damiano Brigo 2432 294 764 123 2.9k
Steven Kou 3277 726 1193 67 3.7k
Hélyette Geman 4120 656 2306 80 5.0k
Hans Föllmer 2019 1834 1462 46 3.3k

All Works

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Rankless by CCL
2026