Marcos Escobar

484 total citations
57 papers, 319 citations indexed

About

Marcos Escobar is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Marcos Escobar has authored 57 papers receiving a total of 319 indexed citations (citations by other indexed papers that have themselves been cited), including 52 papers in Finance, 16 papers in Economics and Econometrics and 10 papers in Demography. Recurrent topics in Marcos Escobar's work include Stochastic processes and financial applications (48 papers), Financial Risk and Volatility Modeling (33 papers) and Financial Markets and Investment Strategies (15 papers). Marcos Escobar is often cited by papers focused on Stochastic processes and financial applications (48 papers), Financial Risk and Volatility Modeling (33 papers) and Financial Markets and Investment Strategies (15 papers). Marcos Escobar collaborates with scholars based in Canada, Germany and Mexico. Marcos Escobar's co-authors include Alexey Rubtsov, Rudi Zagst, Luis Seco, Volker Bergen, Amedeo R. Odoni, Matthias Scherer, Julio B. Clempner, Julio Hernández, Paul Kriebel and David Saunders and has published in prestigious journals such as Analytica Chimica Acta, Journal of Banking & Finance and Computers & Operations Research.

In The Last Decade

Marcos Escobar

53 papers receiving 312 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Marcos Escobar Canada 10 265 101 91 85 24 57 319
Frank Thomas Seifried Germany 12 319 1.2× 235 2.3× 146 1.6× 53 0.6× 21 0.9× 52 403
Boda Kang Australia 10 192 0.7× 141 1.4× 92 1.0× 62 0.7× 9 0.4× 30 302
Tian‐Shyr Dai Taiwan 10 218 0.8× 80 0.8× 54 0.6× 64 0.8× 35 1.5× 47 304
Alexey Rubtsov Canada 9 191 0.7× 128 1.3× 89 1.0× 62 0.7× 30 1.3× 26 268
Jörn Saß Germany 11 192 0.7× 122 1.2× 106 1.2× 31 0.4× 13 0.5× 43 261
Vittorio Moriggia Italy 12 137 0.5× 126 1.2× 164 1.8× 72 0.8× 56 2.3× 33 320
David Hobson Myers United States 4 175 0.7× 138 1.4× 199 2.2× 86 1.0× 40 1.7× 5 327
Bong‐Gyu Jang South Korea 10 186 0.7× 144 1.4× 50 0.5× 82 1.0× 63 2.6× 55 267
Christophette Blanchet‐Scalliet France 7 219 0.8× 109 1.1× 86 0.9× 78 0.9× 26 1.1× 22 298

Countries citing papers authored by Marcos Escobar

Since Specialization
Citations

This map shows the geographic impact of Marcos Escobar'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 Marcos Escobar with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marcos Escobar more than expected).

Fields of papers citing papers by Marcos Escobar

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marcos Escobar. 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 Marcos Escobar. The network helps show where Marcos Escobar may publish in the future.

Co-authorship network of co-authors of Marcos Escobar

This figure shows the co-authorship network connecting the top 25 collaborators of Marcos Escobar. A scholar is included among the top collaborators of Marcos Escobar 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 Marcos Escobar. Marcos Escobar 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.
2.
Escobar, Marcos & Wei Fan. (2023). A New Type of Cev Model. Properties, Comparison and Application to Portfolio Optimization. SSRN Electronic Journal.
3.
Escobar, Marcos, et al.. (2023). Setting the VIX Free: A Generalized Affine GARCH Model. SSRN Electronic Journal. 1 indexed citations
4.
5.
Escobar, Marcos, et al.. (2020). Pricing multiple barrier derivatives under stochastic volatility. The Journal of Computational Finance. 24(2). 1 indexed citations
6.
Escobar, Marcos, et al.. (2017). A multivariate stochastic volatility model with applications in the foreign exchange market. Review of Derivatives Research. 21(1). 1–43. 9 indexed citations
7.
Escobar, Marcos, et al.. (2016). Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs. Risks. 4(4). 41–41. 10 indexed citations
8.
Escobar, Marcos, et al.. (2016). Optimal investment under multi-factor stochastic volatility. Quantitative Finance. 17(2). 241–260. 23 indexed citations
9.
Escobar, Marcos, et al.. (2016). Estimation of Stochastic Covariance Models using a Continuum of Moment Conditions. 42. 1 indexed citations
10.
Escobar, Marcos, et al.. (2015). PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION. International Journal of Theoretical and Applied Finance. 18(3). 1550018–1550018. 3 indexed citations
11.
Escobar, Marcos, et al.. (2015). Robust portfolio choice with derivative trading under stochastic volatility. Journal of Banking & Finance. 61. 142–157. 47 indexed citations
12.
Escobar, Marcos, et al.. (2015). International Portfolio Choice Under Multi-Factor Stochastic Volatility. SSRN Electronic Journal. 2 indexed citations
13.
Escobar, Marcos & Julio Hernández. (2014). A Note on the Distribution of Multivariate Brownian Extrema. International Journal of Stochastic Analysis. 2014. 1–6. 3 indexed citations
14.
Escobar, Marcos, et al.. (2014). Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance. Applied Mathematical Finance. 21(4). 363–397. 4 indexed citations
15.
Escobar, Marcos, et al.. (2014). Portfolio Choice with Stochastic Interest Rates and Learning About Stock Return Predictability. SSRN Electronic Journal. 1 indexed citations
16.
Escobar, Marcos, Peter Hieber, & Matthias Scherer. (2013). Efficiently pricing double barrier derivatives in stochastic volatility models. Review of Derivatives Research. 17(2). 191–216. 5 indexed citations
17.
18.
Escobar, Marcos, et al.. (2011). A General Structural Approach for Credit Modeling under Stochastic Volatility. Journal of financial transformation. 32. 123–132. 3 indexed citations
19.
Escobar, Marcos, et al.. (2011). Options on a CPPI Portfolio. International Mathematical Forum. 6(5). 229–262. 1 indexed citations
20.
Escobar, Marcos, et al.. (2009). Pricing of spread options on stochastically correlated underlyings. The Journal of Computational Finance. 12(3). 31–61. 7 indexed citations

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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