Mathieu Rosenbaum

31 papers and 761 indexed citations i.

Mathieu Rosenbaum has authored 31 papers that have received a total of 761 indexed citations. This includes 26 papers in Finance, 14 papers in Economics and Econometrics and 6 papers in Mathematical Physics. The topics of these papers are Stochastic processes and financial applications (26 papers), Financial Risk and Volatility Modeling (19 papers) and Complex Systems and Time Series Analysis (13 papers). Mathieu Rosenbaum is often cited by papers focused on Stochastic processes and financial applications (26 papers), Financial Risk and Volatility Modeling (19 papers) and Complex Systems and Time Series Analysis (13 papers) and collaborates with scholars based in France, United States and Japan. Mathieu Rosenbaum's co-authors include Omar El Euch, Jim Gatheral, Christian Y. Robert, Peter Tankov and Andrea Pallavicini and has published in prestigious journals such as The Annals of Statistics, Operations Research and Journal of Multivariate Analysis.