Paul Gassiat

26 papers and 264 indexed citations i.

Paul Gassiat has authored 26 papers that have received a total of 264 indexed citations. This includes 24 papers in Finance, 8 papers in Economics and Econometrics and 6 papers in Applied Mathematics. The topics of these papers are Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (7 papers) and Economic theories and models (6 papers). Paul Gassiat is often cited by papers focused on Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (7 papers) and Economic theories and models (6 papers) and collaborates with scholars based in France, Germany and Italy. Paul Gassiat's co-authors include Peter K. Friz, Fausto Gozzi, Salvatore Federico, Benjamin Gess and Panagiotis E. Souganidis and has published in prestigious journals such as Transactions of the American Mathematical Society, SIAM Journal on Control and Optimization and Journal of Functional Analysis.