Claude Martini

732 total citations
29 papers, 354 citations indexed

About

Claude Martini is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Claude Martini has authored 29 papers receiving a total of 354 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 14 papers in Economics and Econometrics and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Claude Martini's work include Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (14 papers) and Economic theories and models (8 papers). Claude Martini is often cited by papers focused on Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (14 papers) and Economic theories and models (8 papers). Claude Martini collaborates with scholars based in France, United Kingdom and New Zealand. Claude Martini's co-authors include Laurent Denis, José Da Fonseca, Antoine Jacquier, Luciano Campi, Stefano De Marco, Marianne Akian, Frédéric Bonnans, Patrick Hénaff, Eric Hoffman and Karim Zeghal and has published in prestigious journals such as European Finance Review, Stochastic Processes and their Applications and The Annals of Applied Probability.

In The Last Decade

Claude Martini

29 papers receiving 321 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Claude Martini France	8	308	129	84	61	26	29	354
Idris Kharroubi France	13	283 0.9×	89 0.7×	85 1.0×	82 1.3×	13 0.5×	28	353
Erik Ekström Sweden	13	384 1.2×	92 0.7×	176 2.1×	50 0.8×	7 0.3×	54	441
Ulrich G. Haussmann Canada	9	246 0.8×	85 0.7×	111 1.3×	54 0.9×	10 0.4×	16	292
Tai‐Ho Wang United States	10	340 1.1×	99 0.8×	113 1.3×	56 0.9×	39 1.5×	33	444
Arnon Levy United States	4	338 1.1×	112 0.9×	118 1.4×	66 1.1×	17 0.7×	7	396
Yan Dolinsky Israel	11	280 0.9×	113 0.9×	142 1.7×	28 0.5×	20 0.8×	39	325
Mihai Ŝırbu United States	11	331 1.1×	104 0.8×	190 2.3×	37 0.6×	9 0.3×	22	372
Stefan Ankirchner Germany	10	297 1.0×	94 0.7×	134 1.6×	75 1.2×	10 0.4×	48	327
Luciano Campi France	12	287 0.9×	60 0.5×	185 2.2×	20 0.3×	10 0.4×	31	358
Emmanuelle Clément France	7	295 1.0×	46 0.4×	80 1.0×	54 0.9×	44 1.7×	18	332

Countries citing papers authored by Claude Martini

Since Specialization

Citations

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

Fields of papers citing papers by Claude Martini

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Claude Martini

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

All Works

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20 of 20 papers shown

Martini, Claude, et al.. (2023). Refined analysis of the no-butterfly-arbitrage domain for SSVI slices. The Journal of Computational Finance. 1 indexed citations

Martini, Claude, et al.. (2022). No Arbitrage SVI. SIAM Journal on Financial Mathematics. 13(1). 227–261. 5 indexed citations

Martini, Claude, et al.. (2019). Robust calibration and arbitrage-free interpolation of SSVI slices. Decisions in Economics and Finance. 42(2). 665–677. 6 indexed citations

Martini, Claude, et al.. (2017). The Extended SSVI Volatility Surface. SSRN Electronic Journal. 3 indexed citations

Jacquier, Antoine, et al.. (2017). On VIX futures in the rough Bergomi model. Quantitative Finance. 18(1). 45–61. 31 indexed citations

Campi, Luciano, et al.. (2016). Change of numeraire in the two-marginals martingale transport problem. Finance and Stochastics. 21(2). 471–486. 17 indexed citations

Fonseca, José Da & Claude Martini. (2015). Theα-hypergeometric stochastic volatility model. Stochastic Processes and their Applications. 126(5). 1472–1502. 23 indexed citations

Fonseca, José Da & Claude Martini. (2014). The α-Hypergeometric Stochastic Volatility Model. SSRN Electronic Journal. 5 indexed citations

Marco, Stefano De & Claude Martini. (2012). THE TERM STRUCTURE OF IMPLIED VOLATILITY IN SYMMETRIC MODELS WITH APPLICATIONS TO HESTON. International Journal of Theoretical and Applied Finance. 15(4). 1250026–1250026. 5 indexed citations

10.

Hénaff, Patrick & Claude Martini. (2012). Model validation: theory, practice and perspectives. The Journal of Risk Model Validation. 5(4). 3–15. 3 indexed citations

11.

Marco, Stefano De & Claude Martini. (2010). The Term Structure of Implied Volatility in Symmetric Models with Applications to Heston. SSRN Electronic Journal. 2 indexed citations

12.

Hénaff, Patrick & Claude Martini. (2010). Model Validation: Theory, Practice and Perspectives. SSRN Electronic Journal. 3 indexed citations

13.

Jourdain, Benjamin & Claude Martini. (2002). Approximation of American Put Prices by European Prices via an Embedding Method. The Annals of Applied Probability. 12(1). 3 indexed citations

14.

Garagnani, Gian Luca, et al.. (2001). La “Situla della Certosa”: studio diagnostico finalizzato alla protezione e conservazione. Institutional Research Information System University of Ferrara (University of Ferrara). 45–51. 1 indexed citations

15.

Martini, Claude, et al.. (2000). Unbounded Volatility in the Uncertain Volatililty Model. SSRN Electronic Journal. 2 indexed citations

16.

Akian, Marianne, et al.. (2000). A stochastic conflict detection model revisited. 17 indexed citations

17.

Martini, Claude. (2000). On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 36(1). 35–43. 7 indexed citations

18.

Martini, Claude. (2000). American Option Prices as Unique Viscosity Solutions to Degenerated Hamilton-Jacobi-Bellman Equations. HAL (Le Centre pour la Communication Scientifique Directe). 2 indexed citations

19.

Martini, Claude, et al.. (1999). Variance Optimal Hedging in the Black-Scholes Model for a given Number of Transactions. OpenGrey (Institut de l'Information Scientifique et Technique). 11 indexed citations

20.

Martini, Claude. (1999). Propagation of Convexity by Markovian and Martingalian Semigroups. Potential Analysis. 10(2). 133–175. 12 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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