Dylan Possamaï
- Finance top 2%
- Economics and Econometrics top 5%
- Management Science and Operations Research top 5%
- Demography top 5%
- Modeling and Simulation top 5%
- Co-authors
- Nizar TouziChao ZhouXiaolu TanJakša CvitanićAnis MatoussiPierre GauthierRomuald ÉlieHenri Pagès
- Topics
- Stochastic processes and financial applications (42 papers)Economic theories and models (16 papers)Risk and Portfolio Optimization (11 papers)
- Journals
- Management ScienceTransactions of the American Mathematical SocietySIAM Journal on Control and Optimization
- Partner nations
- FranceSwitzerlandUnited States
In The Last Decade
Dylan Possamaï
50 papers receiving 584 citations
Peers
Comparison fields: 5 of 50
- Finance 486
- Economics and Econometrics 264
- Management Science and Operations Research 208
- Demography 89
- Modeling and Simulation 75
Countries citing papers authored by Dylan Possamaï
This map shows the geographic impact of Dylan Possamaï'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 Dylan Possamaï with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dylan Possamaï more than expected).
Fields of papers citing papers by Dylan Possamaï
This network shows the impact of papers produced by Dylan Possamaï. 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 Dylan Possamaï. The network helps show where Dylan Possamaï may publish in the future.
Co-authorship network of co-authors of Dylan Possamaï
This figure shows the co-authorship network connecting the top 25 collaborators of Dylan Possamaï. A scholar is included among the top collaborators of Dylan Possamaï 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 Dylan Possamaï. Dylan Possamaï is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 1 | |
| 2 | 0 | |
| 3 | 15 | |
| 4 | 10 | |
| 5 | 14 | |
| 6 | 6 | |
| 7 | 44 | |
| 8 | 11 | |
| 9 | 9 | |
| 10 | Stochastic control for a class of nonlinear kernels and applications | 32 |
| 11 | Dynamic programming approach to principal-agent problems | 56 |
| 12 | 4 | |
| 13 | General indifference pricing with small transaction costs | 3 |
| 14 | A mathematical treatment of bank monitoring incentives | 13 |
| 15 | 9 | |
| 16 | 13 | |
| 17 | Second Order BSDEs with Jumps, Part I: Aggregation and Uniqueness | 2 |
| 18 | Second Order Backward Stochastic Differential Equations with Continuous Coefficient | 1 |
| 19 | Quadratic BSDEs with jumps and related non-linear expectations: a fixed-point approach ∗ | 2 |
| 20 | Second-order BSDEs with general reflection and Dynkin games under uncertainty | 5 |
About Dylan Possamaï
Dylan Possamaï is a scholar working on Finance, General Decision Sciences and Management Science and Operations Research, having authored 52 papers that have together received 616 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (42 papers), Economic theories and models (16 papers) and Risk and Portfolio Optimization (11 papers). The work is most often cited by research in Finance (486 citations), Management Science and Operations Research (208 citations) and Modeling and Simulation (75 citations). Dylan Possamaï has collaborated with scholars based in France, Switzerland and United States. Frequent co-authors include Nizar Touzi, Chao Zhou, Xiaolu Tan, Jakša Cvitanić, Anis Matoussi, Pierre Gauthier, Romuald Élie, Henri Pagès, Anthony Réveillac and H. Meté Soner. Their work appears in journals such as Management Science, Transactions of the American Mathematical Society and SIAM Journal on Control and Optimization.
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.