Nicolas Privault
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Mathematical Physics top 2%
- Stochastic processes and statistical mechanics
Papers in
- Finance 92
- Stochastic processes and financial applications 91
- Financial Risk and Volatility Modeling 24
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- Stochastic processes and statistical mechanics 27
- advanced mathematical theories 14
- Co-authors
- Dusit Niyato (11 shared papers)Ian Flint (12 shared papers)Ping Wang (8 shared papers)Bernt Øksendal (1 shared paper)Knut K. Aase (1 shared paper)Jan Ubøe (1 shared paper)Xiao Lu (4 shared papers)Youssef El‐Khatib (3 shared papers)
In The Last Decade
Nicolas Privault
175 papers receiving 1.4k citations
Peers
Comparison fields: 5 of 96
- Finance 611
- Mathematical Physics 361
- Applied Mathematics 335
- Statistics and Probability 238
- Modeling and Simulation 63
Countries citing papers authored by Nicolas Privault
This map shows the geographic impact of Nicolas Privault'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 Nicolas Privault with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nicolas Privault more than expected).
Fields of papers citing papers by Nicolas Privault
This network shows the impact of papers produced by Nicolas Privault. 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 Nicolas Privault. The network helps show where Nicolas Privault may publish in the future.
Co-authors
The 25 scholars most cited alongside Nicolas Privault, 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 203 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2000 | 91 | |
| 2 | 2010 | 66 | |
| 3 | 2009 | 58 | |
| 4 | 2013 | 57 | |
| 5 | 1994 | 56 | |
| 6 | 2016 | 52 | |
| 7 | 2008 | 51 | |
| 8 | 2004 | 40 | |
| 9 | 2018 | 39 | |
| 10 | 2017 | 32 | |
| 11 | 2016 | 28 | |
| 12 | 2018 | 28 | |
| 13 | 2015 | 27 | |
| 14 | 2018 | 27 | |
| 15 | 2021 | 27 | |
| 16 | Concentration and deviation inequalities in infinite dimensions via covariance representations | 2002 | 24 |
| 17 | 2011 | 20 | |
| 18 | 1995 | 19 | |
| 19 | 2006 | 19 | |
| 20 | 2013 | 19 |
About Nicolas Privault
Nicolas Privault is a scholar working on Finance, Mathematical Physics, Applied Mathematics, Statistics and Probability and Management Science and Operations Research, having authored 203 papers that have together received 1.5k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (91 papers), Stochastic processes and statistical mechanics (27 papers), Point processes and geometric inequalities (26 papers), Financial Risk and Volatility Modeling (24 papers), Random Matrices and Applications (22 papers), Markov Chains and Monte Carlo Methods (14 papers), advanced mathematical theories (14 papers) and Geometric Analysis and Curvature Flows (12 papers). The work is most often cited by research in Finance (611 citations), Mathematical Physics (361 citations), Applied Mathematics (335 citations), Statistics and Probability (238 citations) and Modeling and Simulation (63 citations). Nicolas Privault has collaborated with scholars based in Singapore, France and Hong Kong. Frequent co-authors include Dusit Niyato, Ian Flint, Ping Wang, Bernt Øksendal, Knut K. Aase, Jan Ubøe, Xiao Lu, Youssef El‐Khatib, Han-Bae Kong and Giovanni Luca Torrisi. Their work appears in journals such as Lecture notes in mathematics, Potential Analysis, Comptes Rendus Mathématique, Journal of Applied Probability and Journal of Functional Analysis.
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.