Christophe Stricker
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
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- Risk and Portfolio Optimization
Papers in
- Finance 27
- Stochastic processes and financial applications 25
- Financial Risk and Volatility Modeling 4
- Credit Risk and Financial Regulations 3
- Financial Markets and Investment Strategies 3
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- Economic theories and models 15
- Co-authors
- Yuri Kabanov (9 shared papers)Tahir Choulli (7 shared papers)Freddy Delbaen (4 shared papers)Martin Schweizer (4 shared papers)Walter Schachermayer (1 shared paper)Jia Li (1 shared paper)Catherine Donati-Martin (2 shared papers)Miklós Rásonyi (1 shared paper)
- Journals
- Lecture notes in mathematics (13 papers)Finance and Stochastics (7 papers)Mathematical Finance (5 papers)The Annals of Probability (3 papers)Stochastic Processes and their Applications (1 paper)
- Partner nations
- FranceRussiaSwitzerland
In The Last Decade
Christophe Stricker
37 papers receiving 787 citations
Peers
Comparison fields: 5 of 35
- Finance 840
- Management Science and Operations Research 303
- Economics and Econometrics 475
- Mathematical Physics 98
- Demography 116
Countries citing papers authored by Christophe Stricker
This map shows the geographic impact of Christophe Stricker's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Christophe Stricker with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Christophe Stricker more than expected).
Fields of papers citing papers by Christophe Stricker
This network shows the impact of papers produced by Christophe Stricker. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Christophe Stricker. The network helps show where Christophe Stricker may publish in the future.
Co-authors
The 12 scholars most cited alongside Christophe Stricker, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 38 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Couverture des actifs contingents et prix maximum | 1994 | 113 |
| 2 | 1997 | 91 | |
| 3 | Arbitrage et lois de martingale | 1990 | 89 |
| 4 | 1977 | 65 | |
| 5 | 2002 | 64 | |
| 6 | Lois de martingale, densités et décomposition de Föllmer Schweizer | 1992 | 55 |
| 7 | 1995 | 55 | |
| 8 | 2007 | 52 | |
| 9 | 1998 | 45 | |
| 10 | 2003 | 37 | |
| 11 | 1985 | 32 | |
| 12 | 1996 | 30 | |
| 13 | 2002 | 28 | |
| 14 | 2006 | 17 | |
| 15 | 1994 | 15 | |
| 16 | 2009 | 10 | |
| 17 | 2004 | 10 | |
| 18 | 2002 | 9 | |
| 19 | 2006 | 9 | |
| 20 | 2002 | 8 |
About Christophe Stricker
Christophe Stricker is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Mathematical Physics and General Economics, Econometrics and Finance, having authored 38 papers that have together received 910 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (25 papers), Economic theories and models (15 papers), Risk and Portfolio Optimization (6 papers), Financial Risk and Volatility Modeling (4 papers), Credit Risk and Financial Regulations (3 papers), Financial Markets and Investment Strategies (3 papers), Probability and Risk Models (3 papers) and Monetary Policy and Economic Impact (3 papers). The work is most often cited by research in Finance (840 citations), Management Science and Operations Research (303 citations), Economics and Econometrics (475 citations), Mathematical Physics (98 citations) and Demography (116 citations). Christophe Stricker has collaborated with scholars based in France, Russia and Switzerland. Frequent co-authors include Yuri Kabanov, Tahir Choulli, Freddy Delbaen, Martin Schweizer, Walter Schachermayer, Jia Li, Catherine Donati-Martin, Miklós Rásonyi, Alain Rouault and Michel Émery. Their work appears in journals such as Lecture notes in mathematics, Finance and Stochastics, Mathematical Finance, The Annals of Probability and Stochastic Processes and their Applications.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.