Stéphane Crépey

60 papers and 1.1k indexed citations i.

About

Stéphane Crépey has authored 60 papers that have received a total of 1.1k indexed citations. This includes 50 papers in Finance, 16 papers in Management Science and Operations Research and 10 papers in Demography. The topics of these papers are Stochastic processes and financial applications (40 papers), Credit Risk and Financial Regulations (39 papers) and Financial Risk and Volatility Modeling (12 papers). Stéphane Crépey is often cited by papers focused on Stochastic processes and financial applications (40 papers), Credit Risk and Financial Regulations (39 papers) and Financial Risk and Volatility Modeling (12 papers) and collaborates with scholars based in France, United States and Sweden. Stéphane Crépey's co-authors include Tomasz R. Bielecki, Monique Jeanblanc, Areski Cousin, Matthew Dixon and Shiqi Song and has published in prestigious journals such as Lecture notes in mathematics, The Annals of Probability and Journal of Optimization Theory and Applications

In The Last Decade

Rankless by CCL
2025