Nicolas Victoir

18 papers and 751 indexed citations i.

Nicolas Victoir has authored 18 papers that have received a total of 751 indexed citations. This includes 13 papers in Finance, 5 papers in Computational Theory and Mathematics and 5 papers in Applied Mathematics. The topics of these papers are Stochastic processes and financial applications (13 papers), Financial Risk and Volatility Modeling (4 papers) and Stochastic processes and statistical mechanics (4 papers). Nicolas Victoir is often cited by papers focused on Stochastic processes and financial applications (13 papers), Financial Risk and Volatility Modeling (4 papers) and Stochastic processes and statistical mechanics (4 papers) and collaborates with scholars based in United Kingdom, France and United States. Nicolas Victoir's co-authors include Peter K. Friz, Terry Lyons, Laure Coutin, Antoine Lejay and Syoiti Ninomiya and has published in prestigious journals such as Communications on Pure and Applied Mathematics, SIAM Journal on Numerical Analysis and Transactions of the American Mathematical Society.