| Alpha-CIR model with branching processes in sovereign interest rate modeling Y Jiao, C Ma, S Scotti Finance and Stochastics 21 (3), 789-813, 2017 | 69 | 2017 |
| A branching process approach to power markets Y Jiao, C Ma, S Scotti, C Sgarra Energy Economics 79, 144-156, 2019 | 41 | 2019 |
| Uncertainty and the politics of employment protection A Vindigni, S Scotti, C Tealdi Journal of Labor Economics 33 (1), 209-267, 2015 | 36 | 2015 |
| The Alpha‐Heston stochastic volatility model Y Jiao, C Ma, S Scotti, C Zhou Mathematical finance 31 (3), 943-978, 2021 | 34 | 2021 |
| An optimal dividend and investment control problem under debt constraints E Chevalier, VL Vath, S Scotti SIAM Journal on Financial Mathematics 4 (1), 297-326, 2013 | 26 | 2013 |
| A gamma ornstein–uhlenbeck model driven by a hawkes process G Bernis, R Brignone, S Scotti, C Sgarra Mathematics and Financial Economics 15 (4), 747-773, 2021 | 21 | 2021 |
| Optimal investment in markets with over and under-reaction to information G Callegaro, M Gaïgi, S Scotti, C Sgarra Mathematics and Financial Economics 11, 299-322, 2017 | 20 | 2017 |
| The rough Hawkes Heston stochastic volatility model A Bondi, S Pulido, S Scotti Mathematical Finance, 2022 | 17 | 2022 |
| Optimal execution cost for liquidation through a limit order market E Chevalier, VL Vath, S Scotti, A Roch International Journal of Theoretical and Applied Finance 19 (01), 1650004, 2016 | 14 | 2016 |
| Optimal exit strategies for investment projects E Chevalier, VL Vath, A Roch, S Scotti Journal of Mathematical Analysis and Applications 425 (2), 666-694, 2015 | 10 | 2015 |
| Clustering effects via Hawkes processes G Bernis, S Scotti From Probability to Finance: Lecture Notes of BICMR Summer School on …, 2020 | 9 | 2020 |
| Sensitivity analysis for marked Hawkes processes: application to CLO pricing G Bernis, K Salhi, S Scotti Mathematics and Financial Economics 12 (4), 541-559, 2018 | 8 | 2018 |
| Alternative to beta coefficients in the context of diffusions G Bernis, S Scotti Quantitative Finance 17 (2), 275-288, 2017 | 8 | 2017 |
| Optimal harvesting under marine reserves and uncertain environment M Gaïgi, VL Vath, S Scotti European Journal of Operational Research 301 (3), 1181-1194, 2022 | 7 | 2022 |
| Applications de la Théorie des Erreurs par Formes de Dirichlet S Scotti École polytechnique, 2008 | 7 | 2008 |
| Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data I Raffaelli, S Scotti, G Toscano Annals of Operations Research 336 (1), 27-45, 2024 | 4 | 2024 |
| Is the variance swap rate affine in the spot variance? Evidence from S&P500 data ME Mancino, S Scotti, G Toscano Applied Mathematical Finance 27 (4), 288-316, 2020 | 4 | 2020 |
| Bid-ask spread modelling, a perturbation approach T Lim, VL Vath, JM Sahut, S Scotti Seminar on Stochastic Analysis, Random Fields and Applications VII: Centro …, 2013 | 4 | 2013 |
| Perturbative Approach on Financial Markets S Scotti arXiv preprint arXiv:0806.0287, 2008 | 4 | 2008 |
| Errors Theory using Dirichlet Forms, Linear Partial Differential Equations and Wavelets S Scotti arXiv preprint arXiv:0708.1073, 2007 | 4 | 2007 |
