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A. Alfonsi

45 papers hereh-index 222.5k citations96 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author37
  • middle author2
  • last author2

Across the 44 of 45 papers where every author was matched, so the position is known.

fields
  • math.PR24
  • q-fin.TR5
  • q-fin.CP3
  • math.NA2
  • math.ST2
  • q-fin.MF2
same name
  • A. Alfonsi — 48 papers, h 36
  • A. Alfonsi — 23 papers
  • A. Alfonsi — 9 papers
  • A. Alfonsi — 3 papers
  • A. Alfonsi — 2 papers
  • A. Alfonsi — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20062026
most citedExact and high order discretization schemes for Wishart processes and their affine extensions

36 citations · 126 across the 37 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

math.PR2016

Evolution of the Wasserstein distance between the marginals of two Markov processes

Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain

In this paper, we are interested in the time derivative of the Wasserstein distance between the marginals of two Markov processes. As recalled in the introduction, the Kantorovich…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.