Valdo Durrleman

21 papers and 756 indexed citations i.

About

Valdo Durrleman has authored 21 papers that have received a total of 756 indexed citations. This includes 18 papers in Finance, 9 papers in Economics and Econometrics and 4 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (12 papers) and Economic theories and models (6 papers). Valdo Durrleman is often cited by papers focused on Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (12 papers) and Economic theories and models (6 papers) and collaborates with scholars based in France, United States and United Kingdom. Valdo Durrleman's co-authors include Thierry Roncalli, Ashkan Nikeghbali, Éric Bouyé, Gaël Riboulet and Rama Cont and has published in prestigious journals such as SIAM Review, Journal of Applied Probability and Quantitative Finance

In The Last Decade

Rankless by CCL
2025