Pierre Vallois

1.2k citations
58 papers · 643 indexed · h-index 13
Topics
Stochastic processes and financial applications (29 papers)Stochastic processes and statistical mechanics (20 papers)Financial Risk and Volatility Modeling (9 papers)

In The Last Decade

Pierre Vallois

52 papers receiving 578 citations

Peers

Pierre Vallois
Comparison fields: 5 of 73
  • Finance 412
  • Mathematical Physics 202
  • Statistics and Probability 109
  • Economics and Econometrics 108
  • Applied Mathematics 100
Replace Laure Coutin with:
Laure Coutin France
Vlad Bally France
Bernard Roynette France
Frank Proske Norway
Arturo Kohatsu‐Higa Japan
Paolo Dai Pra Italy
Jin Feng United States
Giulia Di Nunno Norway
Stéphane Menozzi France
Uwe Küchler Germany
Pierre Vallois relative to Laure Coutin France Laure Coutin's profile →
Citations per field
00.5×1.5×
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Citations per year

Countries citing papers authored by Pierre Vallois

Since Specialization
Citations

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

Fields of papers citing papers by Pierre Vallois

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Pierre Vallois

This figure shows the co-authorship network connecting the top 25 collaborators of Pierre Vallois. A scholar is included among the top collaborators of Pierre Vallois 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 Vallois. Pierre Vallois 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 2
2 9
3 0
4 2
5 0
6 22
7
A Claims Persistence Process and Insurance
2
8 1
9 18
10 0
11 7
12 12
13 8
14
Range inter-event process in a symmetric birth death random walk and the detection of chaos
1
15 45
16 5
17
Processus associés à l'équation des milieux poreux
15
18 2
19 8
20
Sur le passage de certaines marches aléatoires planes au-dessus d'une hyperbole équilatère
2

About Pierre Vallois

Pierre Vallois is a scholar working on Finance, Mathematical Physics and Modeling and Simulation, having authored 58 papers that have together received 643 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (29 papers), Stochastic processes and statistical mechanics (20 papers) and Financial Risk and Volatility Modeling (9 papers). The work is most often cited by research in Finance (412 citations), Mathematical Physics (202 citations) and Statistics and Probability (109 citations). Pierre Vallois has collaborated with scholars based in France, United States and Finland. Frequent co-authors include Francesco Russo, Bernard Roynette, Charles S. Tapiero, Francesco G. Russo, Denis Talay, Mihai Gradinaru, Marc Yor, Paavo Salminen, Saı̈d Benachour and Thierry Bastogne. Their work appears in journals such as Bioinformatics, Journal of Theoretical Biology and Fuzzy Sets and Systems.

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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