Nicolas Privault

142 papers and 1.2k indexed citations i.

About

Nicolas Privault has authored 142 papers that have received a total of 1.2k indexed citations. This includes 74 papers in Finance, 49 papers in Mathematical Physics and 43 papers in Applied Mathematics. The topics of these papers are Stochastic processes and financial applications (72 papers), Point processes and geometric inequalities (23 papers) and Stochastic processes and statistical mechanics (19 papers). Nicolas Privault is often cited by papers focused on Stochastic processes and financial applications (72 papers), Point processes and geometric inequalities (23 papers) and Stochastic processes and statistical mechanics (19 papers) and collaborates with scholars based in Singapore, France and Hong Kong. Nicolas Privault's co-authors include Ian Flint, Dusit Niyato, Ping Wang, Xiao Lu and Han-Bae Kong and has published in prestigious journals such as Journal of Computational Physics, The Annals of Statistics and IEEE Journal on Selected Areas in Communications

In The Last Decade

Rankless by CCL
2025