Standout Papers

Backward Stochastic Differential Equations in Finance 1997 2026 2006 2016 1.4k
  1. Backward Stochastic Differential Equations in Finance (1997)
    Nicole El Karoui, Shigē Péng et al. Mathematical Finance

Immediate Impact

3 by Nobel laureates 68 standout
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Citing Papers

Variational Physics-informed Neural Operator (VINO) for solving partial differential equations
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3 intermediate papers

Works of M.C. Quenez being referenced

Backward Stochastic Differential Equations in Finance
1997 Standout

Author Peers

Author Last Decade Papers Cites
M.C. Quenez 1811 476 459 572 5 1.9k
Jean Jacod 1972 438 628 223 11 2.7k
Ditlev Monrad 1825 434 586 217 12 2.6k
A. N. Shiryayev 997 380 304 103 12 2.1k
Jan Seidler 1239 209 409 160 28 1.9k
Rainer Buckdahn 1564 362 379 420 74 1.8k
Shanjian Tang 1356 401 256 426 76 1.6k
François Delarue 1457 211 467 257 57 2.0k
Agnès Sulem 2227 818 1098 595 82 2.9k
Peter Tankov 2337 506 923 494 73 3.0k
Patrick Cheridito 1858 803 870 251 60 2.3k

All Works

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2026