| Incorporating signals into optimal trading CA Lehalle, E Neuman Finance and Stochastics 23 (2), 275-311, 2019 | 101 | 2019 |
| Optimal signal-adaptive trading with temporary and transient price impact E Neuman, M Voß SIAM Journal on Financial Mathematics 13 (2), 551-575, 2022 | 58 | 2022 |
| Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint E Neuman, M Rosenbaum | 53 | 2018 |
| Trading with the crowd E Neuman, M Voß Mathematical Finance 33 (3), 548-617, 2023 | 36 | 2023 |
| Optimal liquidation with signals: the general propagator case E Abi Jaber, E Neuman Mathematical Finance 35 (4), 841-866, 2025 | 29 | 2025 |
| Optimal portfolio liquidation in target zone models and catalytic superprocesses E Neuman, A Schied Finance and Stochastics 20 (2), 495-509, 2016 | 24 | 2016 |
| Equilibrium in functional stochastic games with mean-field interaction EA Jaber, E Neuman, M Voß arXiv preprint arXiv:2306.05433, 2023 | 23 | 2023 |
| The multiplicative chaos of H= 0 fractional Brownian fields P Hager, E Neuman The Annals of Applied Probability 32 (3), 2139-2179, 2022 | 21 | 2022 |
| Closed‐loop Nash competition for liquidity A Micheli, J Muhle‐Karbe, E Neuman Mathematical Finance 33 (4), 1082-1118, 2023 | 19 | 2023 |
| On the maximal displacement of subcritical branching random walks E Neuman, X Zheng Probability Theory and Related Fields 167 (3), 1137-1164, 2017 | 15 | 2017 |
| Sample path properties of Volterra processes L Mytnik, E Neuman arXiv preprint arXiv:1101.4969, 2011 | 14 | 2011 |
| Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients L Mytnik, E Neuman Stochastic Processes and their Applications 125 (9), 3355-3372, 2015 | 13 | 2015 |
| Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise E Neuman | 12 | 2018 |
| Monte Carlo for estimating exponential convolution I Gertsbakh, E Neuman, R Vaisman Communications in Statistics-Simulation and Computation 44 (10), 2696-2704, 2015 | 12 | 2015 |
| Statistical learning with sublinear regret of propagator models E Neuman, Y Zhang arXiv preprint arXiv:2301.05157, 2023 | 11 | 2023 |
| Price impact on term structure D Brigo, F Graceffa, E Neuman Quantitative Finance 22 (1), 171-195, 2022 | 11 | 2022 |
| On uniqueness and blowup properties for a class of second order SDEs A Gomez, JJ Lee, C Mueller, E Neuman, M Salins | 11 | 2017 |
| An offline learning approach to propagator models E Neuman, W Stockinger, Y Zhang arXiv preprint arXiv:2309.02994, 2023 | 10 | 2023 |
| Fast and slow optimal trading with exogenous information R Cont, A Micheli, E Neuman Finance and Stochastics 29 (2), 553-607, 2025 | 9 | 2025 |
| The multifractal nature of Volterra–Lévy processes E Neuman Stochastic Processes and their Applications 124 (9), 3121-3145, 2014 | 9 | 2014 |
Eduardo Abi-JaberProfessor, Ecole PolytechniqueVerified email at polytechnique.edu
