Mathieu Rosenbaum
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Economics and Econometrics top 2%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
Papers in
- Finance 50
- Stochastic processes and financial applications 39
- Financial Risk and Volatility Modeling 36
- Financial Markets and Investment Strategies 11
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- Complex Systems and Time Series Analysis 25
- Economic theories and models 4
- Market Dynamics and Volatility 4
- Co-authors
- Omar El Euch (6 shared papers)Alexandre B. Tsybakov (3 shared papers)Christian Y. Robert (7 shared papers)Masaaki Fukasawa (4 shared papers)Charles‐Albert Lehalle (7 shared papers)Andrea Pallavicini (1 shared paper)Peter Tankov (4 shared papers)Jean Jacod (1 shared paper)
- Journals
- SIAM Journal on Financial Mathematics (6 papers)Stochastic Processes and their Applications (5 papers)Mathematical Finance (4 papers)The Annals of Applied Probability (4 papers)Quantitative Finance (4 papers)
- Partner nations
- FranceUnited StatesUnited Kingdom
In The Last Decade
Mathieu Rosenbaum
57 papers receiving 848 citations
Mathieu Rosenbaum's Hit Papers
Peers
Comparison fields: 5 of 48
- Finance 698
- Economics and Econometrics 377
- Statistics and Probability 106
- Mathematical Physics 90
- Applied Mathematics 69
Countries citing papers authored by Mathieu Rosenbaum
This map shows the geographic impact of Mathieu Rosenbaum's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mathieu Rosenbaum with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mathieu Rosenbaum more than expected).
Fields of papers citing papers by Mathieu Rosenbaum
This network shows the impact of papers produced by Mathieu Rosenbaum. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mathieu Rosenbaum. The network helps show where Mathieu Rosenbaum may publish in the future.
Co-authors
The 25 scholars most cited alongside Mathieu Rosenbaum, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 62 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The characteristic function of rough Heston models Hit paper breakdown → | 2019 | 160 |
| 2 | 2010 | 88 | |
| 3 | 2018 | 81 | |
| 4 | 2018 | 80 | |
| 5 | 2014 | 56 | |
| 6 | 2018 | 55 | |
| 7 | 2010 | 34 | |
| 8 | 2009 | 32 | |
| 9 | 2007 | 25 | |
| 10 | 2015 | 25 | |
| 11 | 2010 | 17 | |
| 12 | 2012 | 15 | |
| 13 | 2012 | 14 | |
| 14 | 2015 | 13 | |
| 15 | 2008 | 12 | |
| 16 | 2018 | 12 | |
| 17 | 2018 | 12 | |
| 18 | 2010 | 11 | |
| 19 | 2017 | 11 | |
| 20 | 2013 | 11 |
About Mathieu Rosenbaum
Mathieu Rosenbaum is a scholar working on Finance, Economics and Econometrics, Mathematical Physics, Statistics and Probability and Applied Mathematics, having authored 62 papers that have together received 897 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (39 papers), Financial Risk and Volatility Modeling (36 papers), Complex Systems and Time Series Analysis (25 papers), Financial Markets and Investment Strategies (11 papers), Stochastic processes and statistical mechanics (6 papers), Statistical Methods and Inference (6 papers), Economic theories and models (4 papers) and Market Dynamics and Volatility (4 papers). The work is most often cited by research in Finance (698 citations), Economics and Econometrics (377 citations), Statistics and Probability (106 citations), Mathematical Physics (90 citations) and Applied Mathematics (69 citations). Mathieu Rosenbaum has collaborated with scholars based in France, United States and United Kingdom. Frequent co-authors include Omar El Euch, Alexandre B. Tsybakov, Christian Y. Robert, Masaaki Fukasawa, Charles‐Albert Lehalle, Andrea Pallavicini, Peter Tankov, Jean Jacod, Thibault Jaisson and Frédéric Abergel. Their work appears in journals such as SIAM Journal on Financial Mathematics, Stochastic Processes and their Applications, Mathematical Finance, The Annals of Applied Probability and Quantitative Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.