Denis Talay

59 papers and 2.5k indexed citations i.

About

Denis Talay has authored 59 papers that have received a total of 2.5k indexed citations. This includes 39 papers in Finance, 12 papers in Mathematical Physics and 11 papers in Statistical and Nonlinear Physics. The topics of these papers are Stochastic processes and financial applications (38 papers), Stochastic processes and statistical mechanics (10 papers) and Financial Risk and Volatility Modeling (8 papers). Denis Talay is often cited by papers focused on Stochastic processes and financial applications (38 papers), Stochastic processes and statistical mechanics (10 papers) and Financial Risk and Volatility Modeling (8 papers) and collaborates with scholars based in France, Hong Kong and Switzerland. Denis Talay's co-authors include Mireille Bossy, Rajna Gibson, V. Bally, Vlad Bally and Luciano Tubaro and has published in prestigious journals such as Mathematics of Computation, Journal of Banking & Finance and Lecture notes in mathematics

In The Last Decade

Rankless by CCL
2025