Mean field games and applications A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton lectures on mathematical finance 2010, 205-266, 2011 | 837 | 2011 |

The Skorokhod embedding problem and model-independent bounds for option prices A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton lectures on mathematical finance 2010, 267-318, 2011 | 266 | 2011 |

Pricing and hedging in exponential Lévy models: review of recent results A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton Lectures on Mathematical Finance 2010, 319-359, 2011 | 141 | 2011 |

On multivariate extensions of value-at-risk A Cousin, E Di Bernardino Journal of multivariate analysis 119, 32-46, 2013 | 102 | 2013 |

Hedging default risks of CDOs in Markovian contagion models JP Laurent, A Cousin, JD Fermanian Quantitative Finance 11 (12), 1773-1791, 2011 | 88 | 2011 |

Kriging of financial term-structures A Cousin, H Maatouk, D Rullière European Journal of Operational Research 255 (2), 631-648, 2016 | 65 | 2016 |

About the pricing equations in finance A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton Lectures on Mathematical Finance 2010, 63-203, 2011 | 58 | 2011 |

A multifractal mass transference principle for Gibbs measures with applications to dynamical Diophantine approximation AH Fan, J Schmeling, S Troubetzkoy Proceedings of the London Mathematical Society 107 (5), 1173-1219, 2013 | 55 | 2013 |

On multivariate extensions of conditional-tail-expectation A Cousin, E Di Bernardino Insurance: Mathematics and Economics 55, 272-282, 2014 | 54 | 2014 |

Dynamic hedging of portfolio credit risk in a Markov copula model TR Bielecki, A Cousin, S Crépey, A Herbertsson Journal of Optimization Theory and Applications 161, 90-102, 2014 | 48 | 2014 |

Adaptive robust control under model uncertainty TR Bielecki, T Chen, I Cialenco, A Cousin, M Jeanblanc SIAM Journal on Control and Optimization 57 (2), 925-946, 2019 | 30 | 2019 |

Hedging CDO tranches in a Markovian environment A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Paris-Princeton Lectures on Mathematical Finance 2010, 1-61, 2011 | 29 | 2011 |

An overview of factor models for pricing CDO tranches A Cousin, JP Laurent Frontiers In Quantitative Finance, Ed. R. Cont, Wiley Finance, 2008 | 29 | 2008 |

Comparison results for exchangeable credit risk portfolios A Cousin, JP Laurent Insurance: Mathematics and Economics 42 (3), 1118-1127, 2008 | 28 | 2008 |

Beyond surrogate modeling: Learning the local volatility via shape constraints M Chataigner, A Cousin, S Crépey, M Dixon, D Gueye SIAM Journal on Financial Mathematics 12 (3), SC58-SC69, 2021 | 20 | 2021 |

A bottom-up dynamic model of portfolio credit risk with stochastic intensities and random recoveries TR Bielecki, A Cousin, S Crépey, A Herbertsson Communications in Statistics-Theory and Methods 43 (7), 1362-1389, 2014 | 19 | 2014 |

An extension of Davis and Lo's contagion model A Cousin, D Dorobantu, D Rullière Quantitative Finance 13 (3), 407-420, 2013 | 19 | 2013 |

A bottom-up dynamic model of portfolio credit risk. part I: Markov copula perspective TR Bielecki, A Cousin, S Crépey, A Herbertsson 2012 Recent Advances in Financial Engineering: Proceedings of the …, 2014 | 18 | 2014 |

Paris-Princeton lectures on mathematical finance 2010 A Cousin, S Crépey, O Guéant, D Hobson, M Jeanblanc, JM Lasry, ... Springer Science & Business Media, 2011 | 17 | 2011 |

Delta-hedging correlation risk? A Cousin, S Crépey, YH Kan Review of Derivatives Research 15, 25-56, 2012 | 16 | 2012 |