Aurélien Alfonsi
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Numerical Analysis top 10%
- Numerical methods for differential equations
Papers in
- Finance 38
- Stochastic processes and financial applications 36
- Financial Markets and Investment Strategies 1
- Financial Risk and Volatility Modeling 1
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- Geometric Analysis and Curvature Flows 5
- Gas Dynamics and Kinetic Theory 1
- Mathematical Inequalities and Applications 1
- Co-authors
- Alexander Schied (7 shared papers)Damiano Brigo (3 shared papers)Benjamin Jourdain A (9 shared papers)Alla Slynko (2 shared papers)Wilhelm Huisinga (1 shared paper)Barbara Di Ventura (1 shared paper)Eric Cancès B (1 shared paper)Gabriel Turinici (1 shared paper)
In The Last Decade
Aurélien Alfonsi
47 papers receiving 943 citations
Peers
Comparison fields: 5 of 32
- Finance 656
- Numerical Analysis 19
- Applied Mathematics 33
- Statistics and Probability 15
- Mathematical Physics 10
Countries citing papers authored by Aurélien Alfonsi
This map shows the geographic impact of Aurélien Alfonsi'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 Aurélien Alfonsi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Aurélien Alfonsi more than expected).
Fields of papers citing papers by Aurélien Alfonsi
This network shows the impact of papers produced by Aurélien Alfonsi. 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 Aurélien Alfonsi. The network helps show where Aurélien Alfonsi may publish in the future.
Co-authors
The 16 scholars most cited alongside Aurélien Alfonsi, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 53 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2005 | 142 | |
| 2 | 2009 | 104 | |
| 3 | 2005 | 101 | |
| 4 | 2004 | 73 | |
| 5 | 2012 | 69 | |
| 6 | 2011 | 64 | |
| 7 | 2010 | 55 | |
| 8 | 2015 | 43 | |
| 9 | 2008 | 39 | |
| 10 | 2015 | 34 | |
| 11 | 2005 | 26 | |
| 12 | 2019 | 24 | |
| 13 | 2013 | 22 | |
| 14 | 2005 | 21 | |
| 15 | 2020 | 21 | |
| 16 | 2013 | 17 | |
| 17 | Credit Default Swaps Calibration and Option Pricing with the SSRD Stochastic Intensity and Interest-Rate Model | 2005 | 16 |
| 18 | 2014 | 16 | |
| 19 | 2016 | 16 | |
| 20 | 2013 | 12 |
About Aurélien Alfonsi
Aurélien Alfonsi is a scholar working on Finance, Applied Mathematics, Economics and Econometrics, Molecular Biology and Nuclear Energy and Engineering, having authored 53 papers that have together received 1.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (36 papers), Geometric Analysis and Curvature Flows (5 papers), Insurance and Financial Risk Management (1 paper), Gene Regulatory Network Analysis (1 paper), Financial Markets and Investment Strategies (1 paper), Gas Dynamics and Kinetic Theory (1 paper), Mathematical Inequalities and Applications (1 paper) and Financial Risk and Volatility Modeling (1 paper). The work is most often cited by research in Finance (656 citations), Numerical Analysis (19 citations), Applied Mathematics (33 citations), Statistics and Probability (15 citations) and Mathematical Physics (10 citations). Aurélien Alfonsi has collaborated with scholars based in France, Germany and Japan. Frequent co-authors include Alexander Schied, Damiano Brigo, Benjamin Jourdain A, Alla Slynko, Wilhelm Huisinga, Barbara Di Ventura, Eric Cancès B, Gabriel Turinici, Arturo Kohatsu‐Higa and Virginie Ehrlacher. Their work appears in journals such as SIAM Journal on Financial Mathematics, Stochastic Processes and their Applications, Mathematics of Computation, The Annals of Applied Probability and International Journal of Theoretical and Applied Finance.
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.