Laure Coutin

Finance · 2001–2012

A researcher in the Science corpus: 8 papers; trusts 27 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

• Finance — 48 citations into it; #709 of 10,518 by trust here, #1,062 by citations
• Economics and Econometrics — 21 citations into it; #2,185 of 23,481 by trust here, #3,935 by citations
• Mathematical Physics — 15 citations into it; #3,475 of 8,562 by trust here, #2,682 by citations
• Applied Mathematics — 6 citations into it; #7,370 of 7,620 by trust here, #5,850 by citations

Whom Laure Coutin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Laurent Decreusefond
2. E. Nathanael
3. Patrick Cheridito
4. Zhongmin Qian
5. Michel Ledoux
6. Terry Lyons
7. David Nualart
8. P. Carmona
9. Richard F. Bass
10. Antoine Lejay

Who trusts Laure Coutin overall

1. Peter K. Friz
2. David Nualart
3. Martin Hairer
4. Yaozhong Hu
5. Antoine Lejay
6. Bruno Saussereau
7. Francesco Russo
8. Christian Bender
9. Joachim Lebovits
10. Nicolas Victoir

Papers from Laure Coutin's perspective

Ordered by how strongly the researchers Laure Coutin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic analysis, rough path analysis and fractional Brownian motions
2. Extending the Wong-Zakai theorem to reversible Markov processes
3. Arbitrage with fractional Brownian motion
4. System Control and Rough Paths
5. Tanaka formula for the fractional Brownian motion
6. Stieltjes Integrals of Hölder Continuous Functions with Applications to Fractional Brownian Motion
7. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
8. Probability and partial differential equations in modern applied mathematics
9. Arbitrage in fractional Brownian motion models (Finance and Stochastics)
10. Approximations of the Brownian rough path with applications to stochastic analysis

Their papers

• Affine fractional stochastic volatility models (2012) — 152 citations
• Stochastic analysis, rough path analysis and fractional Brownian motions (2002) — 403 citations
• Tanaka formula for the fractional Brownian motion (2001) — 80 citations
• Semi-martingales and rough paths theory (2005) — 52 citations
• Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process (2008) — 67 citations
• An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion (2007) — 61 citations
• Stochastic integration with respect to fractional brownian motion (2003) — 142 citations
• Stochastic Volterra Equations with Singular Kernels (2001) — 53 citations