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Researcher · Laboratoire de Probabilités et Modèles Aléatoires · France

Nathalie Eisenbaum

Nathalie Eisenbaum publishes mostly in Finance, Mathematical Physics and Statistics and Probability, on topics such as Stochastic processes and financial applications, Stochastic processes and statistical mechanics and Financial Risk and Volatility Modeling.

OpenAlex
World rank
#1,544,167
of 1,633,909 ranked researchers
Rank in France
#91,759
of 96,116
Works
21
Citations
23
Citations per work
1.1

What does Nathalie Eisenbaum research?

Finance: 34.3%Mathematical Physics: 31.4%Statistics and Probability: 8.6%Control and Systems Engineering: 5.7%other fields: 20.0%34%top field
Finance34.3%Mathematical Physics31.4%Statistics and Probability8.6%Control and Systems Engineering5.7%other fields20.0%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance34% of their works
  2. 2Mathematical Physics31% of their works
  3. 3Statistics and Probability9% of their works
  4. 4Control and Systems Engineering6% of their works
  5. 5Economics and Econometrics6% of their works
  6. 6Condensed Matter Physics3% of their works

Research topics

Which keywords describe Nathalie Eisenbaum's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Interacting Particle Systems, Scaling Limits, GARCH Models, Volatility, Banach Spaces and Bayesian Monte Carlo.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 16 words, with their numbers
  1. Option Pricing81 topic
  2. Stochastic Calculus81 topic
  3. Interacting Particle Systems61 topic
  4. Scaling Limits61 topic
  5. GARCH Models41 topic
  6. Volatility41 topic
  7. Banach Spaces21 topic
  8. Bayesian Monte Carlo21 topic
  9. Markov Chain21 topic
  10. Mathematical Physics21 topic
  11. Operators21 topic
  12. p-adic21 topic
  13. Clustering11 topic
  14. Mixture Models11 topic
  15. Multivariate Calibration11 topic
  16. Near-Infrared Spectroscopy11 topic

Where does Nathalie Eisenbaum work?

Nathalie Eisenbaum's main affiliation in the publication record is Laboratoire de Probabilités et Modèles Aléatoires, France.

How many publications and citations does Nathalie Eisenbaum have?

Science Explorer counts 21 works and 23 citations for Nathalie Eisenbaum, ranking #1,544,167 of 1,633,909 researchers worldwide on the composite score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.