Masaaki Fukasawa

43 papers and 647 indexed citations i.

About

Masaaki Fukasawa has authored 43 papers that have received a total of 647 indexed citations. This includes 42 papers in Finance, 26 papers in Economics and Econometrics and 6 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (38 papers), Financial Risk and Volatility Modeling (28 papers) and Complex Systems and Time Series Analysis (14 papers). Masaaki Fukasawa is often cited by papers focused on Stochastic processes and financial applications (38 papers), Financial Risk and Volatility Modeling (28 papers) and Complex Systems and Time Series Analysis (14 papers) and collaborates with scholars based in Japan, France and United States. Masaaki Fukasawa's co-authors include Marcus Wunsch, Jim Gatheral, Omar El Euch, Alexandre Brouste‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌ and Mathieu Rosenbaum and has published in prestigious journals such as The Annals of Statistics, Journal of Statistical Software and Mathematical Finance

In The Last Decade

Rankless by CCL
2025