Agnès Sulem

4.9k total citations · 1 hit paper
85 papers, 3.0k citations indexed

About

Agnès Sulem is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Agnès Sulem has authored 85 papers receiving a total of 3.0k indexed citations (citations by other indexed papers that have themselves been cited), including 62 papers in Finance, 36 papers in Economics and Econometrics and 19 papers in Management Science and Operations Research. Recurrent topics in Agnès Sulem's work include Stochastic processes and financial applications (52 papers), Economic theories and models (32 papers) and Risk and Portfolio Optimization (16 papers). Agnès Sulem is often cited by papers focused on Stochastic processes and financial applications (52 papers), Economic theories and models (32 papers) and Risk and Portfolio Optimization (16 papers). Agnès Sulem collaborates with scholars based in France, United States and Norway. Agnès Sulem's co-authors include Bernt Øksendal, Bernt Øksendal, Marianne Akian, Marie-Claire Quenez, J. L. Menaldi, Avner Bar‐Ilan, Tusheng Zhang, Yaozhong Hu, Francesca Biagini and Andreea Minca and has published in prestigious journals such as SHILAP Revista de lepidopterología, International Journal of Production Economics and Mathematical Programming.

In The Last Decade

Agnès Sulem

80 papers receiving 2.8k citations

Hit Papers

Applied Stochastic Control of Jump Diffusions 2005 2026 2012 2019 2005 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Applied Stochastic Control of Jump Diffusions
    2005 637 citations Bernt Øksendal, Agnès Sulem profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Agnès Sulem France 26 2.3k 1.1k 849 618 260 85 3.0k
Nizar Touzi France 34 3.6k 1.5× 1.7k 1.5× 1.3k 1.5× 667 1.1× 246 0.9× 128 4.3k
Roland P. Malhamé Canada 23 1.5k 0.6× 1.0k 0.9× 607 0.7× 219 0.4× 454 1.7× 154 3.8k
Zhen Wu China 23 1.7k 0.7× 446 0.4× 652 0.8× 732 1.2× 334 1.3× 138 2.0k
Minyi Huang Canada 32 1.9k 0.8× 1.3k 1.1× 674 0.8× 285 0.5× 560 2.2× 124 5.0k
Sheung Chi Phillip Yam Hong Kong 25 1.1k 0.5× 928 0.8× 626 0.7× 538 0.9× 202 0.8× 115 2.1k
Nicole El Karoui France 29 4.3k 1.8× 1.6k 1.4× 1.4k 1.7× 1.3k 2.1× 297 1.1× 70 4.9k
Peter Tankov France 20 2.4k 1.1× 960 0.8× 527 0.6× 505 0.8× 154 0.6× 72 3.2k
Jean Jacod United States 7 2.1k 0.9× 660 0.6× 471 0.6× 231 0.4× 120 0.5× 12 2.9k
Mark Broadie United States 35 4.7k 2.0× 1.5k 1.3× 909 1.1× 824 1.3× 60 0.2× 80 5.6k
Patrick Cheridito Switzerland 26 1.9k 0.8× 892 0.8× 867 1.0× 252 0.4× 119 0.5× 61 2.4k

Countries citing papers authored by Agnès Sulem

Since Specialization
Citations

This map shows the geographic impact of Agnès Sulem's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Agnès Sulem with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Agnès Sulem more than expected).

Fields of papers citing papers by Agnès Sulem

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Agnès Sulem. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Agnès Sulem. The network helps show where Agnès Sulem may publish in the future.

Co-authorship network of co-authors of Agnès Sulem

This figure shows the co-authorship network connecting the top 25 collaborators of Agnès Sulem. A scholar is included among the top collaborators of Agnès Sulem based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Agnès Sulem. Agnès Sulem is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Amini, Hamed, et al.. (2024). Central Limit Theorems for Price-Mediated Contagion in Stochastic Financial Networks. SSRN Electronic Journal. 1 indexed citations
2.
Minca, Andreea, et al.. (2023). Mean-field BSDEs with jumps and dual representation for global risk measures. SPIRE - Sciences Po Institutional REpository. 8(1). 33–52. 1 indexed citations
3.
Amini, Hamed, et al.. (2023). Stochastic Graphon Mean Field Games with Jumps and Approximate Nash Equilibria. SSRN Electronic Journal. 1 indexed citations
4.
Amini, Hamed, et al.. (2023). Ruin Probabilities for Risk Processes in Stochastic Networks. SSRN Electronic Journal.
5.
Amini, Hamed, et al.. (2021). Limit Theorems for Default Contagion and Systemic Risk. SSRN Electronic Journal. 3 indexed citations
6.
Amini, Hamed, et al.. (2021). Fire Sales, Default Cascades and Complex Financial Networks. SSRN Electronic Journal. 4 indexed citations
7.
Quenez, Marie-Claire & Agnès Sulem. (2014). Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps. Stochastic Processes and their Applications. 124(9). 3031–3054. 32 indexed citations
8.
Quenez, Marie-Claire, et al.. (2014). Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems. Journal of Optimization Theory and Applications. 167(1). 219–242. 8 indexed citations
9.
Quenez, Marie-Claire & Agnès Sulem. (2013). BSDEs with jumps, optimization and applications to dynamic risk measures. Stochastic Processes and their Applications. 123(8). 3328–3357. 69 indexed citations
10.
Øksendal, Bernt, Agnès Sulem, & Tusheng Zhang. (2013). Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection. Mathematics of Operations Research. 39(2). 464–486. 10 indexed citations
11.
Øksendal, Bernt & Agnès Sulem. (2009). RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS. Mathematical Finance. 19(4). 619–637. 18 indexed citations
12.
Ouknine, Youssef, et al.. (2006). Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations. Stochastic Processes and their Applications. 116(9). 1319–1339. 12 indexed citations
13.
Øksendal, Bernt & Agnès Sulem. (2004). Partial observation control in an anticipating environment. Russian Mathematical Surveys. 59(2). 355–375. 10 indexed citations
14.
Hu, Yaozhong, Bernt Øksendal, & Agnès Sulem. (2003). OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION. Infinite Dimensional Analysis Quantum Probability and Related Topics. 6(4). 519–536. 38 indexed citations
15.
Biagini, Francesca, Yaozhong Hu, Bernt Øksendal, & Agnès Sulem. (2002). A stochastic maximum principle for processes driven by fractional Brownian motion. Stochastic Processes and their Applications. 100(1-2). 233–253. 39 indexed citations
16.
Bar‐Ilan, Avner, et al.. (2002). Time-to-build and capacity choice. Journal of Economic Dynamics and Control. 26(1). 69–98. 39 indexed citations
17.
Øksendal, Bernt, et al.. (2001). Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. Journal of Mathematical Economics. 35(2). 233–257. 79 indexed citations
18.
Rogers, L. C. G., Guy Barles, Nigel J. Newton, et al.. (1997). Numerical Methods in Finance. Cambridge University Press eBooks. 125 indexed citations
19.
Bar‐Ilan, Avner & Agnès Sulem. (1995). Explicit Solution of Inventory Problems with Delivery Lags. Mathematics of Operations Research. 20(3). 709–720. 33 indexed citations
20.
Sulem, Agnès. (1986). Explicit Solution of a Two-Dimensional Deterministic Inventory Problem. Mathematics of Operations Research. 11(1). 134–146. 20 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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