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 18
- Stochastic processes and financial applications 18
- Financial Risk and Volatility Modeling 4
- Financial Markets and Investment Strategies 2
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- Economic theories and models 13
- Housing Market and Economics 1
- Co-authors
- Tahir Choulli (5 shared papers)Yuri Kabanov (4 shared papers)Freddy Delbaen (4 shared papers)Martin Schweizer (4 shared papers)Walter Schachermayer (1 shared paper)Jia Li (1 shared paper)Miklós Rásonyi (1 shared paper)Thorsten Rheinländer (1 shared paper)
- Journals
- Finance and Stochastics (7 papers)Mathematical Finance (5 papers)The Annals of Probability (3 papers)Lecture notes in mathematics (2 papers)Stochastic Processes and their Applications (1 paper)
- Partner nations
- FranceSwitzerlandRussia
In The Last Decade
Christophe Stricker
24 papers receiving 553 citations
Peers
Comparison fields: 5 of 28
- Finance 604
- Management Science and Operations Research 223
- Economics and Econometrics 345
- Demography 91
- Mathematical Physics 54
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 24 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Couverture des actifs contingents et prix maximum | 1994 | 92 |
| 2 | 1997 | 83 | |
| 3 | Arbitrage et lois de martingale | 1990 | 71 |
| 4 | 2002 | 58 | |
| 5 | 1995 | 52 | |
| 6 | Lois de martingale, densités et décomposition de Föllmer Schweizer | 1992 | 44 |
| 7 | 2007 | 43 | |
| 8 | 1998 | 41 | |
| 9 | 1977 | 41 | |
| 10 | 2003 | 34 | |
| 11 | 2006 | 14 | |
| 12 | 1994 | 13 | |
| 13 | 2009 | 10 | |
| 14 | 2002 | 9 | |
| 15 | 2002 | 8 | |
| 16 | 2007 | 5 | |
| 17 | 2004 | 5 | |
| 18 | 2000 | 5 | |
| 19 | 2009 | 5 | |
| 20 | 2008 | 3 |
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 24 papers that have together received 643 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (18 papers), Economic theories and models (13 papers), Risk and Portfolio Optimization (5 papers), Financial Risk and Volatility Modeling (4 papers), Monetary Policy and Economic Impact (3 papers), Financial Markets and Investment Strategies (2 papers), Mathematical Dynamics and Fractals (2 papers) and Housing Market and Economics (1 paper). The work is most often cited by research in Finance (604 citations), Management Science and Operations Research (223 citations), Economics and Econometrics (345 citations), Demography (91 citations) and Mathematical Physics (54 citations). Christophe Stricker has collaborated with scholars based in France, Switzerland and Russia. Frequent co-authors include Tahir Choulli, Yuri Kabanov, Freddy Delbaen, Martin Schweizer, Walter Schachermayer, Jia Li, Miklós Rásonyi, Thorsten Rheinländer, Alain Rouault and Catherine Donati-Martin. Their work appears in journals such as Finance and Stochastics, Mathematical Finance, The Annals of Probability, Lecture notes in mathematics 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.