Pierre Henry‐Labordère

1.4k citations
51 papers · 774 indexed · h-index 17
Topics
Stochastic processes and financial applications (38 papers)Financial Risk and Volatility Modeling (15 papers)Insurance, Mortality, Demography, Risk Management (9 papers)

In The Last Decade

Pierre Henry‐Labordère

48 papers receiving 703 citations

Peers

Pierre Henry‐Labordère
Comparison fields: 5 of 49
  • Finance 557
  • Economics and Econometrics 159
  • Management Science and Operations Research 117
  • Statistical and Nonlinear Physics 107
  • Demography 102
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Citations per year

Countries citing papers authored by Pierre Henry‐Labordère

Since Specialization
Citations

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

Fields of papers citing papers by Pierre Henry‐Labordère

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pierre Henry‐Labordère. 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 Pierre Henry‐Labordère. The network helps show where Pierre Henry‐Labordère may publish in the future.

Co-authorship network of co-authors of Pierre Henry‐Labordère

This figure shows the co-authorship network connecting the top 25 collaborators of Pierre Henry‐Labordère. A scholar is included among the top collaborators of Pierre Henry‐Labordère 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 Pierre Henry‐Labordère. Pierre Henry‐Labordère 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
#WorkIndexed citations
1 1
2 2
3 1
4 11
5 6
6 7
7 15
8 1
9 24
10 6
11 4
12 20
13 15
14 38
15 8
16 12
17
Calibration of Local Stochastic Volatility Models to Market Smiles: A Monte-Carlo Approach
34
18 19
19
Field theory insight from the AdS/CFT correspondence
8
20 5

About Pierre Henry‐Labordère

Pierre Henry‐Labordère is a scholar working on Finance, Mathematical Physics and Demography, having authored 51 papers that have together received 774 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (38 papers), Financial Risk and Volatility Modeling (15 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). The work is most often cited by research in Finance (557 citations), Mathematical Physics (99 citations) and Management Science and Operations Research (117 citations). Pierre Henry‐Labordère has collaborated with scholars based in France, United States and United Kingdom. Frequent co-authors include Nizar Touzi, Julien Guyon, B. Juliá, Xiaolu Tan, Stefano De Marco, Mathias Beiglböck, Daniel Z. Freedman, Alfred Galichon, Jan Obłój and Zhenjie Ren. Their work appears in journals such as Journal of High Energy Physics, Journal of Optimization Theory and Applications and Stochastic Processes and their Applications.

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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