Elisa Alòs

1.9k total citations
44 papers, 1.1k citations indexed

About

Elisa Alòs is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Elisa Alòs has authored 44 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 25 papers in Economics and Econometrics and 9 papers in Demography. Recurrent topics in Elisa Alòs's work include Stochastic processes and financial applications (40 papers), Financial Risk and Volatility Modeling (30 papers) and Complex Systems and Time Series Analysis (21 papers). Elisa Alòs is often cited by papers focused on Stochastic processes and financial applications (40 papers), Financial Risk and Volatility Modeling (30 papers) and Complex Systems and Time Series Analysis (21 papers). Elisa Alòs collaborates with scholars based in Spain, Mexico and United Kingdom. Elisa Alòs's co-authors include David Nualart, Olivier Mazet, Jorge A. Leòn, Josep Vives, Christian‐Oliver Ewald, Jim Gatheral, David Nualart, Radoš Radoičić, Stefano Bonaccorsi and Dariusz Ga̧tarek and has published in prestigious journals such as Scientific Reports, Applied Mathematics and Computation and The Annals of Probability.

In The Last Decade

Elisa Alòs

41 papers receiving 1000 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Elisa Alòs Spain	14	951	392	185	141	114	44	1.1k
Yuliya Mishura Ukraine	14	1.0k 1.1×	387 1.0×	268 1.4×	221 1.6×	213 1.9×	145	1.3k
Nakahiro Yoshida Japan	23	1.3k 1.4×	297 0.8×	267 1.4×	69 0.5×	77 0.7×	72	1.6k
Francesca Biagini Germany	14	939 1.0×	489 1.2×	118 0.6×	143 1.0×	192 1.7×	57	1.3k
Youssef Ouknine Morocco	15	756 0.8×	119 0.3×	166 0.9×	164 1.2×	112 1.0×	107	804
Frank Proske Norway	14	713 0.7×	161 0.4×	145 0.8×	169 1.2×	59 0.5×	57	840
Bernt Øksendal Norway	11	521 0.5×	255 0.7×	87 0.5×	93 0.7×	71 0.6×	28	763
Josef Teichmann Switzerland	17	709 0.7×	200 0.5×	156 0.8×	118 0.8×	39 0.3×	67	966
Andrea Pascucci Italy	18	671 0.7×	138 0.4×	316 1.7×	281 2.0×	45 0.4×	88	1.0k
Mingshang Hu China	13	815 0.9×	192 0.5×	135 0.7×	161 1.1×	102 0.9×	45	978
Laure Coutin France	14	541 0.6×	173 0.4×	204 1.1×	122 0.9×	54 0.5×	42	681

Countries citing papers authored by Elisa Alòs

Since Specialization

Citations

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

Fields of papers citing papers by Elisa Alòs

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Elisa Alòs

This figure shows the co-authorship network connecting the top 25 collaborators of Elisa Alòs. A scholar is included among the top collaborators of Elisa Alòs 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 Elisa Alòs. Elisa Alòs 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

Alòs, Elisa, et al.. (2025). On the implied volatility of Inverse options under stochastic volatility models. Decisions in Economics and Finance. 48(2). 1957–1990.

Alòs, Elisa, et al.. (2023). On the Skew and Curvature of the Implied and Local Volatilities. Applied Mathematical Finance. 30(1). 47–67.

Alòs, Elisa, et al.. (2022). CVA in fractional and rough volatility models. Applied Mathematics and Computation. 442. 127715–127715. 1 indexed citations

Alòs, Elisa, et al.. (2021). CVA and Vulnerable Options in Stochastic Volatility Models. Cineca Institutional Research Information System (Tor Vergata University). 8 indexed citations

Alòs, Elisa & Jorge A. Leòn. (2021). An Intuitive Introduction to Fractional and Rough Volatilities. Mathematics. 9(9). 994–994. 4 indexed citations

Alòs, Elisa, et al.. (2020). A fractional model for the COVID-19 pandemic: Application to Italian\n data. arXiv (Cornell University). 8 indexed citations

Alòs, Elisa & Jim Gatheral. (2017). Exponentiation of Conditional Expectations Under Stochastic Volatility. SSRN Electronic Journal. 2 indexed citations

Alòs, Elisa & Jorge A. Leòn. (2017). On the Curvature of the Smile in Stochastic Volatility Models. SIAM Journal on Financial Mathematics. 8(1). 373–399. 10 indexed citations

Brú, Antonio, et al.. (2014). Scaling in complex systems: a link between the dynamics of networks and growing interfaces. Scientific Reports. 4(1). 7550–7550. 10 indexed citations

10.

Alòs, Elisa, Zhanyu Chen, & Thorsten Rheinländer. (2014). VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY. Mathematical Finance. 26(3). 492–515. 1 indexed citations

11.

Alòs, Elisa, Alexander Eydeland, & Peter Laurence. (2011). A Kirk's and a Bachelier formula for three asset spread options. IRIS Research product catalog (Sapienza University of Rome). 7 indexed citations

12.

Alòs, Elisa & Christian‐Oliver Ewald. (2008). Malliavin differentiability of the Heston volatility and applications to option pricing. Advances in Applied Probability. 40(1). 144–162. 3 indexed citations

13.

Alòs, Elisa & Christian‐Oliver Ewald. (2007). Malliavin Differentiability of the Heston Volatility and Applications to Option Pricing. SSRN Electronic Journal. 21 indexed citations

14.

Alòs, Elisa, Jorge A. Leòn, & Josep Vives. (2007). On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. Finance and Stochastics. 11(4). 571–589. 129 indexed citations

15.

Alòs, Elisa. (2003). A General Decomposition Formula for Derivative Prices in Stochastic Volatility Models. SSRN Electronic Journal. 3 indexed citations

16.

Alòs, Elisa, Jorge A. Leòn, & David Nualart. (2001). STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2. Taiwanese Journal of Mathematics. 5(3). 27 indexed citations

17.

Alòs, Elisa, Olivier Mazet, & David Nualart. (2000). Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12. Stochastic Processes and their Applications. 86(1). 121–139. 101 indexed citations

18.

Alòs, Elisa. (2000). Stochastic heat equation with white-noise drift. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 36(2). 181–218. 6 indexed citations

19.

Alòs, Elisa & David Nualart. (1998). An Extension of Itô's Formula for Anticipating Processes. Journal of Theoretical Probability. 11(2). 493–514. 22 indexed citations

20.

Alòs, Elisa & David Nualart. (1997). Anticipating stochastic Volterra equations. Stochastic Processes and their Applications. 72(1). 73–95. 11 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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