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François Delarue

François Delarue publishes mostly in Finance, Mathematical Physics and Demography, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Financial Risk and Volatility Modeling.

World rank
#318,407
of 1,633,909 ranked researchers
Rank in France
#17,840
of 96,116
Works
35
Citations
191
Citations per work
5.5

What does François Delarue research?

Finance: 35.8%Mathematical Physics: 11.3%Demography: 7.5%Economics and Econometrics: 5.7%other fields: 39.7%36%top field
Finance35.8%Mathematical Physics11.3%Demography7.5%Economics and Econometrics5.7%other fields39.7%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance36% of their works
  2. 2Mathematical Physics11% of their works
  3. 3Demography8% of their works
  4. 4Economics and Econometrics6% of their works
  5. 5Management Science and Operations Research6% of their works
  6. 6Statistics and Probability6% of their works

Research topics

Which keywords describe François Delarue's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Interacting Particle Systems, Scaling Limits, Volatility, Mortality Forecasting and Population Ageing.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 16 words, with their numbers
  1. Option Pricing141 topic
  2. Stochastic Calculus141 topic
  3. GARCH Models51 topic
  4. Interacting Particle Systems51 topic
  5. Scaling Limits51 topic
  6. Volatility51 topic
  7. Mortality Forecasting41 topic
  8. Population Ageing41 topic
  9. Fluctuation Theorems21 topic
  10. Heterogeneous21 topic
  11. Multiscale Methods21 topic
  12. Stochastic Thermodynamics21 topic
  13. Turbulent Flows21 topic
  14. Vortex Dynamics21 topic
  15. Adaptation11 topic
  16. Evolution11 topic

Where does François Delarue work?

François Delarue's main affiliation in the publication record is Laboratoire Jean-Alexandre Dieudonné, France.

How many publications and citations does François Delarue have?

Science Explorer counts 35 works and 191 citations for François Delarue, ranking #318,407 of 1,633,909 researchers worldwide on the composite score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.