Hacène Djellout

18 papers and 286 indexed citations i.

Hacène Djellout has authored 18 papers that have received a total of 286 indexed citations. This includes 8 papers in Finance, 7 papers in Statistics and Probability and 7 papers in Mathematical Physics. The topics of these papers are Financial Risk and Volatility Modeling (6 papers), Stochastic processes and financial applications (6 papers) and Markov Chains and Monte Carlo Methods (5 papers). Hacène Djellout is often cited by papers focused on Financial Risk and Volatility Modeling (6 papers), Stochastic processes and financial applications (6 papers) and Markov Chains and Monte Carlo Methods (5 papers) and collaborates with scholars based in France, China and Burundi. Hacène Djellout's co-authors include Arnaud Guillin, Liming Wu, Cédric Chauvière and Florence Merlevède and has published in prestigious journals such as The Annals of Probability, Stochastic Processes and their Applications and The Annals of Applied Probability.