Aurélien Alfonsi

47 papers and 1.3k indexed citations i.

Aurélien Alfonsi has authored 47 papers that have received a total of 1.3k indexed citations. This includes 27 papers in Finance, 12 papers in Economics and Econometrics and 10 papers in Applied Mathematics. The topics of these papers are Stochastic processes and financial applications (22 papers), Financial Markets and Investment Strategies (7 papers) and Point processes and geometric inequalities (6 papers). Aurélien Alfonsi is often cited by papers focused on Stochastic processes and financial applications (22 papers), Financial Markets and Investment Strategies (7 papers) and Point processes and geometric inequalities (6 papers) and collaborates with scholars based in France, Germany and Canada. Aurélien Alfonsi's co-authors include Alexander Schied, Benjamin Jourdain, Arturo Kohatsu‐Higa, Benjamin Jourdain and Damiano Brigo and has published in prestigious journals such as Mathematics of Computation, SIAM Journal on Control and Optimization and Numerische Mathematik