Emmanuel Gobet

97 papers and 1.9k indexed citations i.

Emmanuel Gobet has authored 97 papers that have received a total of 1.9k indexed citations. This includes 81 papers in Finance, 19 papers in Statistics and Probability and 18 papers in Management Science and Operations Research. The topics of these papers are Stochastic processes and financial applications (77 papers), Financial Risk and Volatility Modeling (23 papers) and Advanced Mathematical Modeling in Engineering (16 papers). Emmanuel Gobet is often cited by papers focused on Stochastic processes and financial applications (77 papers), Financial Risk and Volatility Modeling (23 papers) and Advanced Mathematical Modeling in Engineering (16 papers) and collaborates with scholars based in France, Spain and Italy. Emmanuel Gobet's co-authors include Mohammed Miri, Eric Benhamou, Ankush Agarwal, Stefano Pagliarani and Céline Labart and has published in prestigious journals such as Mathematics of Computation, The Annals of Statistics and SIAM Journal on Numerical Analysis.