Standout Papers

The Market Model of Interest Rate Dynamics 1997 2026 2006 2016 545
  1. The Market Model of Interest Rate Dynamics (1997)
    Alan Brace, Marek Musiela et al. Mathematical Finance

Immediate Impact

6 by Nobel laureates 72 standout
Sub-graph 1 of 23

Citing Papers

Prescriptive analytics: Literature review and research challenges
2019 Standout
Financial time series forecasting model based on CEEMDAN and LSTM
2018 Standout
3 intermediate papers

Works of Alan Brace being referenced

The Market Model of Interest Rate Dynamics
1997 Standout
INDEX FUTURES OPTIONS IN AUSTRALIA ‐AN EMPIRICAL FOCUS ON VOLATILITY
1991
and 1 more

Author Peers

Author Last Decade Papers Cites
Alan Brace 713 48 33 231 123 12 824
Josef Teichmann 661 92 6 182 68 63 891
Éric Fournié 494 34 2 145 118 17 657
Bernt Øksendal 515 79 2 253 111 29 744
Jesper Andreasen 738 22 168 134 17 767
Douglas P. Kennedy 329 49 15 103 38 52 927
Damien Lamberton 776 106 244 146 30 928
Huyên Pham 598 41 318 87 23 684
Leunglung Chan 637 31 218 206 26 764
Henrik Hult 446 10 2 162 59 30 677
Yu. M. Kabanov 551 29 283 104 26 758

All Works

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Rankless by CCL
2026