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researcher

Alexandre Boumezoued

10 papers hereh-index 6178 citations32 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • middle author5
  • last author1

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.CP3
  • math.ST2
  • q-fin.RM2
  • math.OC1
  • math.PR1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20152026
most citedThe implied volatility surface (also) is path-dependent

3 citations · 4 across the 7 of their papers we have counts for

collaborators
Showing 2015 · math.PRShow all

1 paper · 2 filters

math.PR2015

Population viewpoint on Hawkes processes

Alexandre Boumezoued

This paper focuses on a class of linear Hawkes processes with general immigrants. These are counting processes with shot noise intensity, including self-excited and externally exci…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.