Damien Lamberton

2.3k total citations
30 papers, 1.1k citations indexed

About

Damien Lamberton is a scholar working on Finance, Demography and Management Science and Operations Research. According to data from OpenAlex, Damien Lamberton has authored 30 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 9 papers in Demography and 8 papers in Management Science and Operations Research. Recurrent topics in Damien Lamberton's work include Stochastic processes and financial applications (26 papers), Insurance, Mortality, Demography, Risk Management (9 papers) and Financial Risk and Volatility Modeling (5 papers). Damien Lamberton is often cited by papers focused on Stochastic processes and financial applications (26 papers), Insurance, Mortality, Demography, Risk Management (9 papers) and Financial Risk and Volatility Modeling (5 papers). Damien Lamberton collaborates with scholars based in France, Germany and Costa Rica. Damien Lamberton's co-authors include Bernard Lapeyre, Patrick Jaillet, Emmanuelle Clément, Philip Protter, Gilles Pagès, Nicolas Bouleau, Stéphane Villeneuve, Mihail Zervos, Huyên Pham and Martin Schweizer and has published in prestigious journals such as Mathematics of Operations Research, Journal of Applied Probability and Advances in Applied Probability.

In The Last Decade

Damien Lamberton

30 papers receiving 1.0k citations

Peers

Damien Lamberton
Aurélien Alfonsi France
Bruno Bouchard France
Mark S. Joshi Australia
Akihiko Takahashi Japan
Josef Teichmann Switzerland
Huyên Pham France
Fausto Gozzi Italy
Svetlana Boyarchenko United States
Jin Ma United States
Francesca Biagini Germany
Aurélien Alfonsi France
Damien Lamberton
Citations per year, relative to Damien Lamberton Damien Lamberton (= 1×) peers Aurélien Alfonsi

Countries citing papers authored by Damien Lamberton

Since Specialization
Citations

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

Fields of papers citing papers by Damien Lamberton

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Damien Lamberton

This figure shows the co-authorship network connecting the top 25 collaborators of Damien Lamberton. A scholar is included among the top collaborators of Damien Lamberton 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 Damien Lamberton. Damien Lamberton 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.
Lamberton, Damien, et al.. (2019). Variational Formulation of American Option Prices in the Heston Model. SIAM Journal on Financial Mathematics. 10(1). 261–308. 5 indexed citations
2.
Lamberton, Damien. (2018). On the binomial approximation of the American put. HAL (Le Centre pour la Communication Scientifique Directe). 1 indexed citations
3.
Lamberton, Damien, et al.. (2016). The Critical Price of the American Put Near Maturity in the Jump Diffusion Model. SIAM Journal on Financial Mathematics. 7(1). 236–272. 1 indexed citations
4.
Lamberton, Damien, et al.. (2012). Exercise boundary of the American put near maturity in an exponential Lévy model. Finance and Stochastics. 17(2). 355–394. 6 indexed citations
5.
Lamberton, Damien, et al.. (2012). The Smooth-Fit Property in an Exponential Lévy Model. Journal of Applied Probability. 49(1). 137–149. 4 indexed citations
6.
Lamberton, Damien, et al.. (2011). Connecting discrete and continuous lookback or hindsight options in exponential Lévy models. Advances in Applied Probability. 43(4). 1136–1165. 3 indexed citations
7.
Lamberton, Damien. (2009). Optimal stopping with irregular reward functions. Stochastic Processes and their Applications. 119(10). 3253–3284. 8 indexed citations
8.
Lamberton, Damien. (2009). Optimal stopping and American options. 6 indexed citations
9.
Lamberton, Damien & Gilles Pagès. (2008). How Fast Is the Bandit?. Stochastic Analysis and Applications. 26(3). 603–623. 11 indexed citations
10.
Clément, Emmanuelle, Arturo Kohatsu‐Higa, & Damien Lamberton. (2006). A duality approach for the weak approximation of stochastic differential equations. The Annals of Applied Probability. 16(3). 15 indexed citations
11.
Lamberton, Damien & Gilles Pagès. (2002). Recursive computation of the invariant distribution of a diffusion. Bernoulli. 8(3). 367–405. 43 indexed citations
12.
Lamberton, Damien. (2002). Brownian Optimal Stopping and Random Walks. Applied Mathematics & Optimization. 45(3). 283–324. 28 indexed citations
13.
Clément, Emmanuelle, Damien Lamberton, & Philip Protter. (2002). An analysis of a least squares regression method for American option pricing. Finance and Stochastics. 6(4). 449–471. 198 indexed citations
14.
Lamberton, Damien, Huyên Pham, & Martin Schweizer. (1998). Local Risk-Minimization Under Transaction Costs. Mathematics of Operations Research. 23(3). 585–612. 26 indexed citations
15.
Lamberton, Damien & Bernard Lapeyre. (1997). Introduction au calcul stochastique appliqué à la finance. Ellipses eBooks. 46 indexed citations
16.
Lamberton, Damien & Gilles Pagès. (1996). On the critical points of the 1-dimensional competitive learning vector quantization algorithm.. The European Symposium on Artificial Neural Networks. 10 indexed citations
17.
Lamberton, Damien & Bernard Lapeyre. (1993). Hedging Index Options With Few Assets1. Mathematical Finance. 3(1). 25–41. 5 indexed citations
18.
Lamberton, Damien. (1993). Convergence of the Critical Price In the Approximation of American Options. Mathematical Finance. 3(2). 179–190. 21 indexed citations
19.
Lamberton, Damien & Gilles Pagès. (1990). Sur l'approximation des réduites. French digital mathematics library (Numdam). 26(2). 331–355. 23 indexed citations
20.
Bouleau, Nicolas & Damien Lamberton. (1989). Residual risks and hedging strategies in Markovian markets. Stochastic Processes and their Applications. 33(1). 131–150. 48 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Aurélien Alfonsi Breakdown of academic impact, for papers by Bruno Bouchard Breakdown of academic impact, for papers by Mark S. Joshi Breakdown of academic impact, for papers by Akihiko Takahashi Breakdown of academic impact, for papers by Josef Teichmann Breakdown of academic impact, for papers by Huyên Pham Breakdown of academic impact, for papers by Fausto Gozzi Breakdown of academic impact, for papers by Svetlana Boyarchenko Breakdown of academic impact, for papers by Jin Ma Breakdown of academic impact, for papers by Francesca Biagini
Rankless by CCL
2026