Sylvain Corlay

2.6k total citations
5 papers, 78 citations indexed

About

Sylvain Corlay is a scholar working on Finance, Ocean Engineering and Artificial Intelligence. According to data from OpenAlex, Sylvain Corlay has authored 5 papers receiving a total of 78 indexed citations (citations by other indexed papers that have themselves been cited), including 4 papers in Finance, 1 paper in Ocean Engineering and 1 paper in Artificial Intelligence. Recurrent topics in Sylvain Corlay's work include Stochastic processes and financial applications (4 papers), Financial Risk and Volatility Modeling (2 papers) and Statistical Methods and Inference (1 paper). Sylvain Corlay is often cited by papers focused on Stochastic processes and financial applications (4 papers), Financial Risk and Volatility Modeling (2 papers) and Statistical Methods and Inference (1 paper). Sylvain Corlay collaborates with scholars based in France and United States. Sylvain Corlay's co-authors include Jacques Lévy Véhel and Gilles Pagès and has published in prestigious journals such as Mathematical Finance, Bernoulli and The Journal of Computational Finance.

In The Last Decade

Sylvain Corlay

5 papers receiving 75 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Sylvain Corlay France	3	46	33	22	9	9	5	78
Mikko S. Pakkanen United Kingdom	8	139 3.0×	74 2.2×	11 0.5×	4 0.4×	4 0.4×	21	176
Giacomo Ascione Italy	6	29 0.6×	14 0.4×	43 2.0×	24 2.7×	24 2.7×	38	99
Alessandro Gnoatto Italy	8	188 4.1×	48 1.5×	5 0.2×	10 1.1×	11 1.2×	29	210
Andrey Itkin United States	7	163 3.5×	37 1.1×	10 0.5×	4 0.4×	9 1.0×	26	187
Alexandre Popier France	8	189 4.1×	72 2.2×	20 0.9×	6 0.7×	35 3.9×	21	219
Eduardo Abi Jaber France	9	222 4.8×	73 2.2×	10 0.5×	4 0.4×	26 2.9×	23	238
Ting‐Kam Leonard Wong United States	7	42 0.9×	31 0.9×	2 0.1×	26 2.9×	31 3.4×	18	102
Stefano Pagliarani Italy	11	267 5.8×	28 0.8×	18 0.8×	5 0.6×	14 1.6×	41	284
Karel in ’t Hout Belgium	4	69 1.5×	10 0.3×	12 0.5×	3 0.3×	10 1.1×	10	133
Khalifa Es-Sebaiy Morocco	8	157 3.4×	74 2.2×	5 0.2×	2 0.2×	11 1.2×	32	177

Countries citing papers authored by Sylvain Corlay

Since Specialization

Citations

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

Fields of papers citing papers by Sylvain Corlay

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Sylvain Corlay

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

All Works

Sort: Min cites: Since: Top N: Style:

5 of 5 papers shown

1.

Corlay, Sylvain. (2016). B-spline techniques for volatility modeling. The Journal of Computational Finance. 19(3). 97–135. 10 indexed citations

2.

Corlay, Sylvain & Gilles Pagès. (2015). Functional quantization-based stratified sampling methods. Monte Carlo Methods and Applications. 21(1). 1–32. 1 indexed citations

3.

Corlay, Sylvain. (2014). Partial functional quantization and generalized bridges. Bernoulli. 20(2). 2 indexed citations

4.

Corlay, Sylvain, et al.. (2013). MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS. Mathematical Finance. 24(2). 364–402. 53 indexed citations

5.

Pagès, Gilles & Sylvain Corlay. (2010). Functional Quantization Based Stratified Sampling Methods. SSRN Electronic Journal. 12 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.

Explore authors with similar magnitude of impact