| Financial modelling with jump processes R Cont, P Tankov Chapman & Hall / CRC Press, 2004 | 6483* | 2004 |
| Empirical properties of asset returns: stylized facts and statistical issues R Cont Quantitative Finance 1 (2), 223-236, 2001 | 4490 | 2001 |
| Herd behavior and aggregate fluctuations in financial markets R Cont, JP Bouchaud Macroeconomic dynamics 4 (2), 170-196, 2000 | 1211 | 2000 |
| A finite difference scheme for option pricing in jump-diffusion and exponential Lévy models R Cont, E Voltchkova SIAM Journal of Numerical Analysis 43 (4), 1596-1626, 2005 | 676 | 2005 |
| Network structure and systemic risk in banking systems R Cont, A Moussa, E Santos Handbook on Systemic Risk, 327-368, 2013 | 641 | 2013 |
| A stochastic model for order book dynamics R Cont, S Stoikov, R Talreja Operations Research 58 (3), 549-563, 2010 | 621 | 2010 |
| Dynamics of implied volatility surfaces R Cont, J Da Fonseca Quantitative finance 2 (1), 45-60, 2002 | 605 | 2002 |
| Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models. R Cont Long Memory in Economics, 289-310, 2007 | 574 | 2007 |
| The price impact of order book events R Cont, A Kukanov, S Stoikov Journal of Financial Econometrics 12 (1), 48-77, 2014 | 534 | 2014 |
| Model uncertainty and its impact on the pricing of derivative instruments R Cont Mathematical Finance 16 (3), 519-547, 2006 | 511 | 2006 |
| Robustness and sensitivity analysis of risk measurement procedures R Cont, R Deguest, G Scandolo Quantitative finance 10 (6), 593-606, 2010 | 489 | 2010 |
| A Langevin approach to stock market fluctuations and crashes JP Bouchaud, R Cont The European Physical Journal B-Condensed Matter and Complex Systems 6 (4 …, 1998 | 463 | 1998 |
| Resilience to contagion in financial networks H Amini, R Cont, A Minca Mathematical Finance 26 (2), 329-365, 2016 | 449 | 2016 |
| Nonparametric calibration of jump-diffusion processes R Cont, P Tankov Journal of Computational Finance 7 (3), 1-49, 2004 | 406* | 2004 |
| Price dynamics in a Markovian limit order market R Cont, A De Larrard SIAM Journal on Financial Mathematics 4 (1), 1-25, 2013 | 381 | 2013 |
| Universal features of price formation in financial markets: perspectives from Deep Learning J Sirignano, R Cont Quantitative Finance 19 (9), 1449-1459, 2019 | 371 | 2019 |
| Convergent multiplicative processes repelled from zero: power laws and truncated power laws D Sornette, R Cont Journal de Physique I 7 (3), 431-444, 1997 | 350 | 1997 |
| Functional Ito calculus and stochastic integral representation of martingales R Cont, DA Fournie Annals of Probability 41 (1), 109-133, 2013 | 329 | 2013 |
| Scaling in stock market data: stable laws and beyond R Cont, JP Bouchaud, M Potters B. Dubrulle, F. Graner, D. Sornette (eds.) Scale Invariance and Beyond, 75-85, 1997 | 318* | 1997 |
| Integro-differential equations for option prices in exponential Lévy models R Cont, E Voltchkova Finance and Stochastics 9 (3), 299-325, 2005 | 256 | 2005 |
Peter TankovENSAE ParisTech確認したメール アドレス: ensae.fr