Scholar

Mathieu Rosenbaum

Google Scholar ID: abnvNIsAAAAJ

Ecole Polytechnique

MathematicsQuantitative FinanceStatistics

Google Scholar↗

Citations & Impact

All-time

Citations

3,743

H-index

28

i10-index

54

Publications

20

Co-authors

0

Contact

No contact links provided.

Publications

4 items

Bridging the Reality Gap in Limit Order Book Simulation

2026

Cited

0

A unified theory of order flow, market impact, and volatility

2026

Cited

0

On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Model

2025

Cited

0

Competition and Incentives in a Shared Order Book

2025

Cited

0

Resume (English only)

Co-authors

0 total

Co-authors: 0 (list not available)