| Multivariate normal approximation using Stein's method and Malliavin calculus I Nourdin, G Peccati, A Réveillac Annales de l'IHP Probabilités et statistiques 46 (1), 45-58, 2010 | 167 | 2010 |
| Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/4 I Nourdin, A Réveillac | 65 | 2009 |
| Forward–backward systems for expected utility maximization U Horst, Y Hu, P Imkeller, A Réveillac, J Zhang Stochastic Processes and their Applications 124 (5), 1813-1848, 2014 | 62 | 2014 |
| Utility maximization with random horizon: a BSDE approach M Jeanblanc, T Mastrolia, D Possamaï, A Réveillac International Journal of Theoretical and Applied Finance 18 (07), 1550045, 2015 | 39 | 2015 |
| Stein estimation for the drift of Gaussian processes using the Malliavin calculus N Privault, A Réveillac | 37 | 2008 |
| The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 I Nourdin, A Réveillac, J Swanson | 32 | 2010 |
| Stochastic regularization effects of semi-martingales on random functions R Duboscq, A Réveillac Journal de Mathématiques Pures et Appliquées 106 (6), 1141-1173, 2016 | 29 | 2016 |
| Risk measures for processes and BSDEs I Penner, A Réveillac Finance and Stochastics 19, 23-66, 2015 | 27 | 2015 |
| Differentiability of quadratic BSDEs generated by continuous martingales P Imkeller, A Réveillac, A Richter | 25* | 2012 |
| FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity G Dos Reis, A Réveillac, J Zhang Stochastic processes and their applications 121 (9), 2114-2150, 2011 | 25 | 2011 |
| Hermite variations of the fractional Brownian sheet A Réveillac, M Stauch, CA Tudor Stochastics and Dynamics 12 (03), 1150021, 2012 | 24 | 2012 |
| On the Malliavin differentiability of BSDEs T Mastrolia, D Possamaï, A Réveillac | 22 | 2017 |
| Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets A Réveillac Stochastic analysis and applications 27 (1), 51-73, 2009 | 22 | 2009 |
| Functional limit theorems for generalized variations of the fractional Brownian sheet MS Pakkanen, A Réveillac | 18 | 2016 |
| CRRA utility maximization under risk constraints S Moreno-Bromberg, T Pirvu, A Réveillac arXiv preprint arXiv:1106.1702, 2011 | 17 | 2011 |
| Estimation of quadratic variation for two-parameter diffusions A Réveillac Stochastic Processes and their Applications 119 (5), 1652-1672, 2009 | 17 | 2009 |
| Stein estimation of Poisson process intensities N Privault, A R veillac Statistical inference for stochastic processes 12 (1), 37-53, 2009 | 14 | 2009 |
| Density analysis of BSDEs T Mastrolia, D Possamaï, A Réveillac | 13 | 2016 |
| Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization P Imkeller, A Réveillac, J Zhang International Journal of Theoretical and Applied Finance 14 (05), 635-667, 2011 | 12 | 2011 |
| An expansion formula for Hawkes processes and application to cyber-insurance derivatives C Hillairet, A Réveillac, M Rosenbaum Stochastic Processes and their Applications 160, 89-119, 2023 | 11 | 2023 |
