Marc Yor
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Mathematical Physics top 0.05%
- Stochastic processes and statistical mechanics
- Mathematical Dynamics and Fractals
Papers in
- Finance 107
- Stochastic processes and financial applications 104
- Financial Risk and Volatility Modeling 32
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- Stochastic processes and statistical mechanics 64
- Mathematical Dynamics and Fractals 24
- advanced mathematical theories 15
- Co-authors
- Daniel Revuz (1 shared paper)Hélyette Geman (9 shared papers)Jim Pitman (16 shared papers)Dilip B. Madan (16 shared papers)Peter Carr (5 shared papers)Hiroyuki Matsumoto (9 shared papers)Neil O’Connell (2 shared papers)Mihael Perman (1 shared paper)
- Journals
- Lecture notes in mathematics (11 papers)Electronic Communications in Probability (8 papers)Probability Theory and Related Fields (8 papers)Journal of Applied Probability (7 papers)Mathematical Finance (7 papers)
- Partner nations
- FranceUnited StatesUnited Kingdom
In The Last Decade
Marc Yor
167 papers receiving 9.8k citations
Marc Yor's Hit Papers
Peers
Comparison fields: 5 of 128
- Finance 7.1k
- Mathematical Physics 3.7k
- Statistics and Probability 1.8k
- Applied Mathematics 1.1k
- Management Science and Operations Research 1.2k
Countries citing papers authored by Marc Yor
This map shows the geographic impact of Marc Yor'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 Marc Yor with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marc Yor more than expected).
Fields of papers citing papers by Marc Yor
This network shows the impact of papers produced by Marc Yor. 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 Marc Yor. The network helps show where Marc Yor may publish in the future.
Co-authors
The 25 scholars most cited alongside Marc Yor, 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 173 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Continuous Martingales and Brownian Motion Hit paper breakdown → | 1999 | 3396 |
| 2 | The Fine Structure of Asset Returns: An Empirical Investigation Hit paper breakdown → | 2002 | 1162 |
| 3 | The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator Hit paper breakdown → | 1997 | 678 |
| 4 | Stochastic Volatility for Lévy Processes Hit paper breakdown → | 2003 | 577 |
| 5 | 1993 | 400 | |
| 6 | 1982 | 231 | |
| 7 | 1992 | 201 | |
| 8 | 1992 | 178 | |
| 9 | 2001 | 170 | |
| 10 | 1997 | 155 | |
| 11 | 1996 | 152 | |
| 12 | 2001 | 149 | |
| 13 | 1997 | 142 | |
| 14 | 2000 | 140 | |
| 15 | 2001 | 124 | |
| 16 | 1978 | 120 | |
| 17 | 2005 | 112 | |
| 18 | 2001 | 99 | |
| 19 | 1980 | 84 | |
| 20 | 1986 | 80 |
About Marc Yor
Marc Yor is a scholar working on Finance, Mathematical Physics, Economics and Econometrics, Statistics and Probability and Applied Mathematics, having authored 173 papers that have together received 10.8k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (104 papers), Stochastic processes and statistical mechanics (64 papers), Financial Risk and Volatility Modeling (32 papers), Mathematical Dynamics and Fractals (24 papers), advanced mathematical theories (15 papers), Bayesian Methods and Mixture Models (14 papers), Probability and Risk Models (12 papers) and Random Matrices and Applications (9 papers). The work is most often cited by research in Finance (7.1k citations), Mathematical Physics (3.7k citations), Statistics and Probability (1.8k citations), Applied Mathematics (1.1k citations) and Management Science and Operations Research (1.2k citations). Marc Yor has collaborated with scholars based in France, United States and United Kingdom. Frequent co-authors include Daniel Revuz, Hélyette Geman, Jim Pitman, Dilip B. Madan, Peter Carr, Hiroyuki Matsumoto, Neil O’Connell, Mihael Perman, Monique Jeanblanc and Jean Bertoin. Their work appears in journals such as Lecture notes in mathematics, Electronic Communications in Probability, Probability Theory and Related Fields, Journal of Applied Probability and Mathematical Finance.
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.