Mathieu Rosenbaum

École Polytechnique (Institut Polytechnique de Paris) - Palaiseau / France

Natural Sciences / Mathematical Sciences

AD Scientific Index ID: 1661505

Polytechnic School

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École Polytechnique (Institut Polytechnique de Paris)

Mathieu Rosenbaum's MOST POPULAR ARTICLES

1-) Volatility is rough Commodities, 659-690, 2022

2-) The characteristic function of rough Heston models Mathematical Finance 29 (1), 3-38, 2019

3-) Limit theorems for nearly unstable Hawkes processes

4-) Sparse recovery under matrix uncertainty

5-) Perfect hedging in rough Heston models The Annals of Applied Probability 28 (6), 3813-3856, 2018

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