Bernard Lapeyre

1.6k total citations
17 papers, 675 citations indexed

About

Bernard Lapeyre is a scholar working on Finance, Demography and Management Science and Operations Research. According to data from OpenAlex, Bernard Lapeyre has authored 17 papers receiving a total of 675 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 5 papers in Demography and 3 papers in Management Science and Operations Research. Recurrent topics in Bernard Lapeyre's work include Stochastic processes and financial applications (11 papers), Insurance, Mortality, Demography, Risk Management (5 papers) and Financial Risk and Volatility Modeling (3 papers). Bernard Lapeyre is often cited by papers focused on Stochastic processes and financial applications (11 papers), Insurance, Mortality, Demography, Risk Management (5 papers) and Financial Risk and Volatility Modeling (3 papers). Bernard Lapeyre collaborates with scholars based in France, Austria and Italy. Bernard Lapeyre's co-authors include Damien Lamberton, Patrick Jaillet, Étienne Pardoux, Rémi Sentis, Patrick P. Mercier, Stéphane Vialle, Émile Quinet, Marc Gaudry, Benjamin Jourdain and Jean‐Philippe Chancelier and has published in prestigious journals such as Transportation Research Part B Methodological, Probability Theory and Related Fields and Mathematical Finance.

In The Last Decade

Bernard Lapeyre

17 papers receiving 610 citations

Peers

Bernard Lapeyre

FINAN

CTM

MSOR

Andreas Neuenkirch Germany

Maria Cristina Recchioni Italy

Łukasz Szpruch United Kingdom

Reiichiro Kawai Japan

Jeff Dewynne United Kingdom

Éric Fournié Germany

Agnès Tourin United States

Damien Lamberton France

Xavier Warin France

J. L. Menaldi United States

Andreas Neuenkirch Germany

Bernard Lapeyre

589 ×1.4

FINAN

82 ×0.5

102 ×1.0

106 ×1.1

CTM

51 ×0.7

MSOR

Citations per year, relative to Bernard Lapeyre Bernard Lapeyre (= 1×) peers Andreas Neuenkirch

Countries citing papers authored by Bernard Lapeyre

Since Specialization

Citations

This map shows the geographic impact of Bernard Lapeyre'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 Bernard Lapeyre with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bernard Lapeyre more than expected).

Fields of papers citing papers by Bernard Lapeyre

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bernard Lapeyre. 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 Bernard Lapeyre. The network helps show where Bernard Lapeyre may publish in the future.

Co-authorship network of co-authors of Bernard Lapeyre

This figure shows the co-authorship network connecting the top 25 collaborators of Bernard Lapeyre. A scholar is included among the top collaborators of Bernard Lapeyre 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 Bernard Lapeyre. Bernard Lapeyre is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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17 of 17 papers shown

Alfonsi, Aurélien, et al.. (2023). How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo?. Methodology And Computing In Applied Probability. 25(3). 1 indexed citations

Lapeyre, Bernard, et al.. (2022). Jacobi stochastic volatility factor for the LIBOR market model. Finance and Stochastics. 26(4). 771–823. 1 indexed citations

Gaudry, Marc, Bernard Lapeyre, & Émile Quinet. (2016). Infrastructure maintenance, regeneration and service quality economics: A rail example. Transportation Research Part B Methodological. 86. 181–210. 12 indexed citations

Vialle, Stéphane, et al.. (2012). Pricing derivatives on graphics processing units using Monte Carlo simulation. Concurrency and Computation Practice and Experience. 26(9). 1679–1697. 20 indexed citations

Lapeyre, Bernard, et al.. (2012). American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods. SIAM Journal on Financial Mathematics. 3(1). 479–510. 9 indexed citations

Chancelier, Jean‐Philippe, et al.. (2012). Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture. Concurrency and Computation Practice and Experience. 26(9). 1654–1665. 1 indexed citations

Lapeyre, Bernard, et al.. (2011). A framework for adaptive Monte Carlo procedures. HAL (Le Centre pour la Communication Scientifique Directe). 18 indexed citations

Jourdain, Benjamin, et al.. (2011). CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION. International Journal of Theoretical and Applied Finance. 14(6). 867–897. 3 indexed citations

Lamberton, Damien & Bernard Lapeyre. (2011). Introduction to Stochastic Calculus Applied to Finance. 172 indexed citations

10.

Lapeyre, Bernard, et al.. (2009). American Options Pricing on Multi-core Graphic Cards. 14. 307–311. 19 indexed citations

11.

Lapeyre, Bernard, Étienne Pardoux, & Rémi Sentis. (2003). Introduction to Monte-Carlo Methods for Transport and Diffusion Equations. 46 indexed citations

12.

Lapeyre, Bernard, Rémi Sentis, & Étienne Pardoux. (1998). Méthodes de Monte-Carlo pour les équations de transport et de diffusion. Springer eBooks. 32 indexed citations

13.

Lamberton, Damien & Bernard Lapeyre. (1997). Introduction au calcul stochastique appliqué à la finance. Ellipses eBooks. 46 indexed citations

14.

Lamberton, Damien & Bernard Lapeyre. (1993). Hedging Index Options With Few Assets¹. Mathematical Finance. 3(1). 25–41. 5 indexed citations

15.

Jaillet, Patrick, Damien Lamberton, & Bernard Lapeyre. (1990). Variational inequalities and the pricing of American options. Acta Applicandae Mathematicae. 21(3). 263–289. 282 indexed citations

16.

Lapeyre, Bernard. (1990). Une application de la théorie des excursions à une diffusion réfléchie dégénérée. Probability Theory and Related Fields. 87(2). 189–207. 5 indexed citations

17.

Lapeyre, Bernard. (1989). A priori bound for the supremum of solutions of stable stochastic differential equations. Stochastics and stochastics reports. 28(3). 145–160. 3 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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