Martin Jacobsen

29 papers and 471 indexed citations i.

Martin Jacobsen has authored 29 papers that have received a total of 471 indexed citations. This includes 12 papers in Statistics and Probability, 12 papers in Finance and 9 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (11 papers), Probability and Risk Models (8 papers) and Stochastic processes and statistical mechanics (8 papers). Martin Jacobsen is often cited by papers focused on Stochastic processes and financial applications (11 papers), Probability and Risk Models (8 papers) and Stochastic processes and statistical mechanics (8 papers) and collaborates with scholars based in Denmark, France and United States. Martin Jacobsen's co-authors include Niels Keiding, J. Rosiński, Marc Yor, Thomas Mikosch and Jesper M. Møller and has published in prestigious journals such as Journal of the American Statistical Association, The Annals of Statistics and Physica D Nonlinear Phenomena