Ernesto Mordecki

1.3k total citations
51 papers, 723 citations indexed

About

Ernesto Mordecki is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Ernesto Mordecki has authored 51 papers receiving a total of 723 indexed citations (citations by other indexed papers that have themselves been cited), including 37 papers in Finance, 18 papers in Mathematical Physics and 13 papers in Economics and Econometrics. Recurrent topics in Ernesto Mordecki's work include Stochastic processes and financial applications (37 papers), Stochastic processes and statistical mechanics (17 papers) and Probability and Risk Models (10 papers). Ernesto Mordecki is often cited by papers focused on Stochastic processes and financial applications (37 papers), Stochastic processes and statistical mechanics (17 papers) and Probability and Risk Models (10 papers). Ernesto Mordecki collaborates with scholars based in Uruguay, Brazil and Chile. Ernesto Mordecki's co-authors include Felipe Cucker, José Fajardo, Alan Lewis, Paavo Salminen, Antoine Lejay, Soledad Torres, Dmitry Kramkov, Raúl Tempone, Georgios E. Zouraris and Anders Szepessy and has published in prestigious journals such as IEEE Transactions on Automatic Control, Scientific Reports and SIAM Journal on Numerical Analysis.

In The Last Decade

Ernesto Mordecki

47 papers receiving 636 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ernesto Mordecki Uruguay 13 463 174 152 149 115 51 723
Uwe Küchler Germany 13 633 1.4× 75 0.4× 176 1.2× 200 1.3× 70 0.6× 44 1.0k
Salah Mohammed United States 8 365 0.8× 84 0.5× 44 0.3× 39 0.3× 48 0.4× 18 590
Mojtaba Nourian Canada 11 209 0.5× 168 1.0× 148 1.0× 58 0.4× 44 0.4× 20 501
Yuan‐Hua Ni China 11 232 0.5× 182 1.0× 94 0.6× 112 0.8× 69 0.6× 28 592
Sotirios Sabanis United Kingdom 12 428 0.9× 32 0.2× 70 0.5× 54 0.4× 131 1.1× 29 764
Andreas Neuenkirch Germany 17 589 1.3× 32 0.2× 82 0.5× 51 0.3× 105 0.9× 34 716
Gopal K. Basak India 11 257 0.6× 68 0.4× 80 0.5× 48 0.3× 14 0.1× 41 510
Siqing Gan China 19 571 1.2× 40 0.2× 43 0.3× 40 0.3× 81 0.7× 70 958
Salah-Eldin A. Mohammed United States 15 443 1.0× 43 0.2× 50 0.3× 32 0.2× 48 0.4× 28 620
Bernt Øksendal Norway 11 521 1.1× 16 0.1× 255 1.7× 168 1.1× 113 1.0× 28 763

Countries citing papers authored by Ernesto Mordecki

Since Specialization
Citations

This map shows the geographic impact of Ernesto Mordecki's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ernesto Mordecki with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ernesto Mordecki more than expected).

Fields of papers citing papers by Ernesto Mordecki

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ernesto Mordecki. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ernesto Mordecki. The network helps show where Ernesto Mordecki may publish in the future.

Co-authorship network of co-authors of Ernesto Mordecki

This figure shows the co-authorship network connecting the top 25 collaborators of Ernesto Mordecki. A scholar is included among the top collaborators of Ernesto Mordecki based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ernesto Mordecki. Ernesto Mordecki is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Mordecki, Ernesto, et al.. (2023). Diffusion spiders: Green kernel, excessive functions and optimal stopping. Stochastic Processes and their Applications. 167. 104229–104229.
2.
Mordecki, Ernesto, et al.. (2022). On the impact of the Covid-19 health crisis on GDP forecasting: An empirical approach. Journal of Dynamics and Games. 9(3). 229–229. 1 indexed citations
3.
4.
Fraiman, Ricardo, et al.. (2021). Level set and drift estimation from a reflected brownian motion with drift. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 2 indexed citations
5.
Mordecki, Ernesto, et al.. (2019). A zero interest rate Black-Derman-Toy model. arXiv (Cornell University). 3 indexed citations
6.
Mordecki, Ernesto, et al.. (2016). A finite exact algorithm to solve a dice game. Journal of Applied Probability. 53(1). 91–105. 1 indexed citations
7.
Mordecki, Ernesto, et al.. (2015). Robustness of Cucker–Smale flocking model. IET Control Theory and Applications. 9(3). 346–350. 4 indexed citations
8.
Lejay, Antoine, Ernesto Mordecki, & Soledad Torres. (2014). Numerical approximation of Backward Stochastic Differential Equations with Jumps. Stochastic Analysis and Applications. 32. 18 indexed citations
9.
Mordecki, Ernesto, et al.. (2012). Hierarchical Cucker-Smale Model Subject to Random Failure. IEEE Transactions on Automatic Control. 57(7). 1789–1793. 23 indexed citations
10.
Fajardo, José & Ernesto Mordecki. (2011). Skewness premium with Lévy processes. Quantitative Finance. 14(9). 1619–1626. 9 indexed citations
11.
Fajardo, José & Ernesto Mordecki. (2008). Duality and Symmetry with Time-Changed Lévy Processes. Brazilian Review of Econometrics. 28(1). 95–110. 5 indexed citations
12.
Mordecki, Ernesto, Anders Szepessy, Raúl Tempone, & Georgios E. Zouraris. (2008). Adaptive Weak Approximation of Diffusions with Jumps. SIAM Journal on Numerical Analysis. 46(4). 1732–1768. 20 indexed citations
13.
Cucker, Felipe & Ernesto Mordecki. (2007). Flocking in noisy environments. Journal de Mathématiques Pures et Appliquées. 89(3). 278–296. 131 indexed citations
14.
Fajardo, José & Ernesto Mordecki. (2005). Duality And Derivative Pricing With Time-Changed Lévy Processes. RePEc: Research Papers in Economics. 5 indexed citations
15.
Mordecki, Ernesto & Mario Wschebor. (2005). Approximation of the occupation measure of Lévy processes. Comptes Rendus Mathématique. 340(8). 605–610. 3 indexed citations
16.
Mordecki, Ernesto, et al.. (2003). Ruin probabilities for Levy processes with mixed-exponential negative jumps. Теория вероятностей и ее применения. 48(1). 188–194. 8 indexed citations
17.
Mordecki, Ernesto & Wálter Moreira. (2001). Russian Options for a Diffusion with Negative Jumps. SSRN Electronic Journal. 3 indexed citations
18.
Mordecki, Ernesto, et al.. (2000). Perpetual Options for L evy Processes in the Bachelier Model. SSRN Electronic Journal. 5 indexed citations
19.
Mordecki, Ernesto. (2000). Optimal Stopping and Perpetual Options for Levy Processes. SSRN Electronic Journal. 3 indexed citations
20.
Mordecki, Ernesto. (1999). Optimal Stopping for a Diffusion with Jumps. SSRN Electronic Journal.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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