Mathieu Rosenbaum

40 papers and 890 indexed citations i.

Mathieu Rosenbaum has authored 40 papers that have received a total of 890 indexed citations. This includes 32 papers in Finance, 24 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (18 papers) and Complex Systems and Time Series Analysis (18 papers). Mathieu Rosenbaum is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (18 papers) and Complex Systems and Time Series Analysis (18 papers) and collaborates with scholars based in France, United States and United Kingdom. Mathieu Rosenbaum's co-authors include Charles‐Albert Lehalle, Thibault Jaisson, Omar El Euch, Alexandre B. Tsybakov and Jim Gatheral and has published in prestigious journals such as Journal of the American Statistical Association, The Annals of Statistics and Operations Research