Scholar
Mathieu Rosenbaum
Google Scholar ID: abnvNIsAAAAJ
Ecole Polytechnique
Mathematics
Quantitative Finance
Statistics
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Citations & Impact
All-time
Citations
3,743
H-index
28
i10-index
54
Publications
20
Co-authors
0
Publications
7 items
Mean-field equilibrium of heterogeneous agents under market impact
2026
Cited
0
Rainfall is rough
2026
Cited
0
Exact conditional simulation of Point processes: Application to pathwise market impact estimation
2026
Cited
0
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
