Fabio Mercurio
About
In The Last Decade
Fabio Mercurio
57 papers receiving 1.7k citations
Hit Papers
Peers
Comparison fields: 5 of 66
- Finance 1.8k
- Economics and Econometrics 578
- Demography 413
- General Economics, Econometrics and Finance 251
- Management Science and Operations Research 209
Countries citing papers authored by Fabio Mercurio
This map shows the geographic impact of Fabio Mercurio'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 Fabio Mercurio with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fabio Mercurio more than expected).
Fields of papers citing papers by Fabio Mercurio
This network shows the impact of papers produced by Fabio Mercurio. 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 Fabio Mercurio. The network helps show where Fabio Mercurio may publish in the future.
Co-authorship network of co-authors of Fabio Mercurio
This figure shows the co-authorship network connecting the top 25 collaborators of Fabio Mercurio. A scholar is included among the top collaborators of Fabio Mercurio 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 Fabio Mercurio. Fabio Mercurio is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | Looking Forward to Backward-Looking Rates: Completing the Generalized Forward Market Model | 0 |
| 2 | 12 | |
| 3 | 3 | |
| 4 | Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models | 2 |
| 5 | Pricing Inflation Derivatives | 1 |
| 6 | Modern Libor Market Models: Using Different Curves for Projecting Rates and for Discounting | 1 |
| 7 | Interest Rates and The Credit Crunch: New Formulas and Market Models | 74 |
| 8 | 13 | |
| 9 | 431 | |
| 10 | 66 | |
| 11 | 8 | |
| 12 | 9 | |
| 13 | 8 | |
| 14 | Connecting Univariate Smiles and Basket Dynamics: A New Multidimensional Dynamics for Basket Options | 0 |
| 15 | 9 | |
| 16 | SMILE AT THE UNCERTAINTY | 19 |
| 17 | 11 | |
| 18 | Implied Volatility: A mixed up smile | 15 |
| 19 | 37 | |
| 20 | A Family of Humped Volatility Structures | 1 |
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.