Paul Jusselin

Finance · 2017–2020

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Paul Jusselin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Mathieu Rosenbaum
  2. Thibault Jaisson
  3. Omar El Euch
  4. Jim Gatheral
  5. Rama Cont
  6. Jasmina Hasanhodzic
  7. Mark Veraar
  8. Emmanuel Bacry
  9. Marc Potters
  10. Stéphane Goutte

Who trusts Paul Jusselin overall

  1. Jim Gatheral
  2. Christa Cuchiero
  3. Mathieu Rosenbaum

Papers from Paul Jusselin's perspective

Ordered by how strongly the researchers Paul Jusselin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Volatility is rough
  2. Limit theorems for nearly unstable Hawkes processes
  3. Pricing under rough volatility
  4. Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
  5. More Statistical Properties of Order Books and Price Impact
  6. Statistical theory of the continuous double auction
  7. No-dynamic-arbitrage and market impact
  8. A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
  9. Anomalous price impact and the critical nature of liquidity in financial markets
  10. Perfect hedging in rough Heston models (The Annals of Applied Probability)

Their papers