World's Best Scientists 2026 revealed!
Emmanuel Gobet

Emmanuel Gobet

D-Index & Metrics

Mathematics

D-Index
30
Citations
4018
World Ranking
3512
National Ranking
214

Emmanuel Gobet publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Emmanuel Gobet sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 171 publications — 49th percentile

49% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Emmanuel Gobet D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Emmanuel Gobet sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 30 D-Index — 5th percentile

5% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Emmanuel Gobet is affiliated with the École Polytechnique in France. Their research contributions are primarily in the field of Economics, Econometrics and Finance, with a focus on Finance, Statistics and Probability, and Management Science and Operations Research.

The main topics of their work include:

  • Stochastic processes and financial applications
  • Financial Risk and Volatility Modeling
  • Statistical Methods and Inference
  • Risk and Portfolio Optimization
  • Probabilistic and Robust Engineering Design
  • Climate Change Policy and Economics
  • Markov Chains and Monte Carlo Methods

Selected recent papers authored or co-authored by Emmanuel Gobet are:

  • Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations, 2020, Finance and Stochastics
  • Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations, 2020, Monte Carlo Methods and Applications
  • Extended Mckean-Vlasov optimal stochastic control applied to smart grid management, 2022, ESAIM Control Optimisation and Calculus of Variations
  • Estimation of extreme quantiles from heavy-tailed distributions with neural networks, 2023, Statistics and Computing
  • A Mean Field Game Model for Renewable Investment Under Long-Term Uncertainty and Risk Aversion, 2024, Dynamic Games and Applications

Frequent co-authors collaborating with Emmanuel Gobet include:

  • Florian Bourgey
  • Michaël Allouche
  • Stéphane Girard
  • Stefano De Marco
  • Maxime Grangereau

Emmanuel Gobet's publications appear regularly in venues such as:

  • arXiv (Cornell University)
  • Annals of Operations Research
  • SIAM/ASA Journal on Uncertainty Quantification
  • Quantitative Finance
  • Mathematical Finance

Best Publications

  • A regression-based Monte Carlo method to solve backward stochastic differential equations

    Emmanuel Gobet;Jean-Philippe Lemor;Xavier Warin

  • Weak approximation of killed diffusion using Euler schemes

    Emmanuel Gobet

  • Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations

    Jean-Philippe Lemor;Emmanuel Gobet;Xavier Warin

  • Time Dependent Heston Model

    E. Benhamou;E. Gobet;M. Miri

  • LAN property for ergodic diffusions with discrete observations

    Emmanuel Gobet

  • Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach

    Christophe Barrera-Esteve;Florent Bergeret;Charles Dossal;Emmanuel Gobet

  • Nonparametric estimation of scalar diffusions based on low frequency data

    Emmanuel Gobet;Marc Hoffmann;Markus Reiss

  • Euler schemes and half-space approximation for the simulation of diffusion in a domain

    Emmanuel Gobet

  • Local asymptotic mixed normality property for elliptic diffusion: a Malliavin calculus approach

    Emmanuel Gobet

  • A symmetrized Euler scheme for an efficient approximation of reflected diffusions

    Mireille Bossy;Emmanuel Gobet;Denis Talay

  • Error expansion for the discretization of backward stochastic differential equations

    Emmanuel Gobet;Céline Labart

  • Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions

    Emmanuel Gobet;Plamen Turkedjiev

  • Discrete time hedging errors for options with irregular payoffs

    Emmanuel Gobet;Emmanuel Temam

  • Smart expansion and fast calibration for jump diffusions

    Eric Benhamou;Emmanuel Gobet;Mohammed Miri

  • Sensitivity Analysis Using Itô-Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control

    Emmanuel Gobet;Remi Munos

  • Stopped diffusion processes: Boundary corrections and overshoot

    Emmanuel Gobet;Stéphane Menozzi

  • Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus

    Emmanuel Gobet;Arturo Kohatsu-Higa

  • Solving BSDE with Adaptive Control Variate

    Emmanuel Gobet;Céline Labart

  • DISCRETIZATION AND SIMULATION OF THE ZAKAI EQUATION

    Emmanuel Gobet;Gilles Pagès;Huyên Pham;Jacques Printems

  • Sharp estimates for the convergence of the density of the Euler scheme in small time

    Emmanuel Gobet;Céline Labart

  • Expansion formulas for European options in a local volatility model

    Eric Benhamou;Emmanuel Gobet;Mohammed Miri

  • Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed

    Emmanuel Gobet;Marc Hoffmann;Markus Reiß

  • Time dependent Heston model

    Emmanuel Gobet

Frequent Co-Authors

Gilles Pagès
Gilles Pagès Sorbonne University
Rémi Munos
Rémi Munos French Institute for Research in Computer Science and Automation - INRIA
Peter W. Glynn
Peter W. Glynn Stanford University
Eric Moulines
Eric Moulines Mohamed bin Zayed University of Artificial Intelligence
Huyên Pham
Huyên Pham École Polytechnique
Etienne Pardoux
Etienne Pardoux Aix-Marseille University
François Delarue
François Delarue Université Côte d'Azur
Denis Talay
Denis Talay French Institute for Research in Computer Science and Automation - INRIA

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