Marc Yor

177 papers and 11.2k indexed citations i.

About

Marc Yor has authored 177 papers that have received a total of 11.2k indexed citations. This includes 109 papers in Finance, 87 papers in Mathematical Physics and 21 papers in Economics and Econometrics. The topics of these papers are Stochastic processes and financial applications (106 papers), Stochastic processes and statistical mechanics (65 papers) and Financial Risk and Volatility Modeling (32 papers). Marc Yor is often cited by papers focused on Stochastic processes and financial applications (106 papers), Stochastic processes and statistical mechanics (65 papers) and Financial Risk and Volatility Modeling (32 papers) and collaborates with scholars based in France, United States and United Kingdom. Marc Yor's co-authors include Jim Pitman, Hiroyuki Matsumoto, Hèlyette Geman, Bernard Roynette and Dilip B. Madan and has published in prestigious journals such as Lecture notes in mathematics, The Journal of Business and Transactions of the American Mathematical Society

In The Last Decade

Rankless by CCL
2025