Emmanuelle Clément

617 total citations
18 papers, 332 citations indexed

About

Emmanuelle Clément is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Emmanuelle Clément has authored 18 papers receiving a total of 332 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 7 papers in Mathematical Physics and 3 papers in Management Science and Operations Research. Recurrent topics in Emmanuelle Clément's work include Stochastic processes and financial applications (17 papers), Financial Risk and Volatility Modeling (9 papers) and Stochastic processes and statistical mechanics (7 papers). Emmanuelle Clément is often cited by papers focused on Stochastic processes and financial applications (17 papers), Financial Risk and Volatility Modeling (9 papers) and Stochastic processes and statistical mechanics (7 papers). Emmanuelle Clément collaborates with scholars based in France, Costa Rica and United States. Emmanuelle Clément's co-authors include Damien Lamberton, Philip Protter, Arnaud Gloter, Vlad Bally, Sylvain Delattre, Arturo Kohatsu‐Higa, Alain Monfort, Christian Gouriéroux and Benjamin Jourdain and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Econometrics and Probability Theory and Related Fields.

In The Last Decade

Emmanuelle Clément

18 papers receiving 306 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Emmanuelle Clément France 7 295 80 54 54 46 18 332
Tai‐Ho Wang United States 10 340 1.2× 113 1.4× 42 0.8× 56 1.0× 99 2.2× 33 444
Idris Kharroubi France 13 283 1.0× 85 1.1× 42 0.8× 82 1.5× 89 1.9× 28 353
Martin Larsson United States 9 362 1.2× 171 2.1× 56 1.0× 52 1.0× 45 1.0× 39 437
Martino Grasselli Italy 14 570 1.9× 139 1.7× 36 0.7× 170 3.1× 50 1.1× 52 607
Stefan Tappe Germany 10 350 1.2× 91 1.1× 60 1.1× 42 0.8× 64 1.4× 32 403
Christian Fries Germany 11 195 0.7× 50 0.6× 16 0.3× 21 0.4× 66 1.4× 55 289
Liming Feng United States 9 407 1.4× 73 0.9× 20 0.4× 67 1.2× 56 1.2× 22 458
Claude Martini France 8 308 1.0× 84 1.1× 25 0.5× 61 1.1× 129 2.8× 29 354
Tina Hviid Rydberg United Kingdom 8 399 1.4× 209 2.6× 68 1.3× 48 0.9× 69 1.5× 10 476
Almut E. D. Veraart United Kingdom 10 230 0.8× 114 1.4× 31 0.6× 20 0.4× 30 0.7× 48 305

Countries citing papers authored by Emmanuelle Clément

Since Specialization
Citations

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

Fields of papers citing papers by Emmanuelle Clément

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Emmanuelle Clément

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

All Works

18 of 18 papers shown
1.
Clément, Emmanuelle, et al.. (2024). Estimation of a pure-jump stable Cox-Ingersoll-Ross process. Bernoulli. 31(1). 2 indexed citations
2.
Clément, Emmanuelle. (2023). Hellinger and total variation distance in approximating Lévy driven SDEs. The Annals of Applied Probability. 33(3). 1 indexed citations
3.
Clément, Emmanuelle & Arnaud Gloter. (2020). Joint estimation for SDE driven by locally stable Lévy processes. Electronic Journal of Statistics. 14(2). 5 indexed citations
4.
Clément, Emmanuelle & Arnaud Gloter. (2019). Estimating functions for SDE driven by stable Lévy processes. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 55(3). 6 indexed citations
5.
Clément, Emmanuelle, et al.. (2018). Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. ESAIM Probability and Statistics. 22. 58–95. 2 indexed citations
6.
Clément, Emmanuelle, et al.. (2018). LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process. ESAIM Probability and Statistics. 23. 136–175. 9 indexed citations
7.
Jourdain, Benjamin, et al.. (2017). Asymptotics for the normalized error of the Ninomiya–Victoir scheme. Stochastic Processes and their Applications. 128(6). 1889–1928. 1 indexed citations
8.
Jourdain, Benjamin, et al.. (2017). Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations. SHILAP Revista de lepidopterología. 59. 1–14. 1 indexed citations
9.
Jourdain, Benjamin, et al.. (2016). Ninomiya–Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators. Monte Carlo Methods and Applications. 22(3). 197–228. 4 indexed citations
10.
Clément, Emmanuelle & Arnaud Gloter. (2015). Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes. Stochastic Processes and their Applications. 125(6). 2316–2352. 15 indexed citations
11.
Clément, Emmanuelle, Sylvain Delattre, & Arnaud Gloter. (2013). An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility. Stochastic Processes and their Applications. 123(7). 2500–2521. 17 indexed citations
12.
Clément, Emmanuelle & Arnaud Gloter. (2011). Limit theorems in the Fourier transform method for the estimation of multivariate volatility. Stochastic Processes and their Applications. 121(5). 1097–1124. 19 indexed citations
13.
Bally, Vlad & Emmanuelle Clément. (2010). Integration by parts formula and applications to equations with jumps. Probability Theory and Related Fields. 151(3-4). 613–657. 26 indexed citations
14.
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
15.
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
16.
Clément, Emmanuelle, Christian Gouriéroux, & Alain Monfort. (2000). Econometric specification of the risk neutral valuation model. Journal of Econometrics. 94(1-2). 117–143. 6 indexed citations
17.
Clément, Emmanuelle. (1998). Short Communication: Bias Correction for the Estimation ofDiscretized Diffusion Processesfrom an Approximated Likelihood Function. Theory of Probability and Its Applications. 42(2). 283–288. 1 indexed citations
18.
Clément, Emmanuelle. (1997). Estimation of Diffusion Processes by Simulated Moment Methods. Scandinavian Journal of Statistics. 24(3). 353–369. 4 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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2026