Marc Yor

106 papers and 4.0k indexed citations i.

About

Marc Yor has authored 106 papers that have received a total of 4.0k indexed citations. This includes 76 papers in Finance, 41 papers in Mathematical Physics and 18 papers in Economics and Econometrics. The topics of these papers are Stochastic processes and financial applications (73 papers), Financial Risk and Volatility Modeling (32 papers) and Stochastic processes and statistical mechanics (30 papers). Marc Yor is often cited by papers focused on Stochastic processes and financial applications (73 papers), Financial Risk and Volatility Modeling (32 papers) and Stochastic processes and statistical mechanics (30 papers) and collaborates with scholars based in France, United States and United Kingdom. Marc Yor's co-authors include Dilip B. Madan, Hèlyette Geman, Jim Pitman, Bernard Roynette and Peter Carr and has published in prestigious journals such as Journal of the American Statistical Association, Lecture notes in mathematics and Journal of Mathematical Analysis and Applications

In The Last Decade

Rankless by CCL
2025