Marek Musiela

81 total papers · 4.5k total citations
29 papers, 2.2k citations indexed

About

Marek Musiela is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Marek Musiela has authored 29 papers receiving a total of 2.2k indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 12 papers in Economics and Econometrics and 5 papers in Management Science and Operations Research. Recurrent topics in Marek Musiela's work include Stochastic processes and financial applications (18 papers), Economic theories and models (9 papers) and Financial Risk and Volatility Modeling (7 papers). Marek Musiela is often cited by papers focused on Stochastic processes and financial applications (18 papers), Economic theories and models (9 papers) and Financial Risk and Volatility Modeling (7 papers). Marek Musiela collaborates with scholars based in Australia, France and United States. Marek Musiela's co-authors include Marek Rutkowski, Alan Brace, Thaleia Zariphopoulou, Pierre Louis Lions, Alain Breton, Rüdiger Frey, Pierre‐Louis Lions, Beniamin Gołdys, Ekaterina Sokolova and Norbert Christopeit and has published in prestigious journals such as Journal of the American Statistical Association, Probability Theory and Related Fields and Journal of Multivariate Analysis.

In The Last Decade

Marek Musiela

29 papers receiving 1.9k citations

Hit Papers

Martingale Methods in Fin... 1997 2026 2006 2016 1997 1997 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation benchmark for papers published in the same subfield and year, or reaches the top citation threshold in at least one of its specific research topics.

  1. Martingale Methods in Financial Modelling
    1997 624 citations Marek Musiela, Marek Rutkowski CERN Document Server (European Organization for Nuclear Research) profile →
  2. The Market Model of Interest Rate Dynamics
    1997 589 citations Alan Brace, Marek Musiela et al. Mathematical Finance profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Marek Musiela 1.9k 761 377 326 214 29 2.2k
Fabio Mercurio 1.8k 0.9× 578 0.8× 414 1.1× 209 0.6× 249 1.2× 61 2.0k
Leif B. G. Andersen 2.2k 1.1× 624 0.8× 430 1.1× 203 0.6× 176 0.8× 58 2.4k
Marek Rutkowski 2.1k 1.1× 668 0.9× 381 1.0× 269 0.8× 136 0.6× 78 2.3k
A. J. Morton 2.3k 1.2× 915 1.2× 402 1.1× 276 0.8× 385 1.8× 19 2.7k
David Hobson 1.7k 0.9× 745 1.0× 241 0.6× 450 1.4× 93 0.4× 82 2.0k
Tomas Björk 2.1k 1.1× 1.2k 1.5× 753 2.0× 795 2.4× 124 0.6× 43 2.6k
Patrick Cheridito 2.0k 1.0× 917 1.2× 261 0.7× 877 2.7× 132 0.6× 62 2.5k
Jean‐Pierre Fouque 2.0k 1.0× 801 1.1× 370 1.0× 358 1.1× 82 0.4× 87 2.9k
Ronnie Sircar 1.5k 0.8× 789 1.0× 209 0.6× 304 0.9× 90 0.4× 88 1.8k
Vadim Linetsky 2.1k 1.1× 493 0.6× 269 0.7× 256 0.8× 98 0.5× 83 2.7k

Countries citing papers authored by Marek Musiela

Since Specialization
Citations

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

Fields of papers citing papers by Marek Musiela

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Marek Musiela

This figure shows the co-authorship network connecting the top 25 collaborators of Marek Musiela. A scholar is included among the top collaborators of Marek Musiela 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 Marek Musiela. Marek Musiela is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Loading papers...

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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by A Rein Breakdown of academic impact, for papers by Kang Tsou Breakdown of academic impact, for papers by Viveca Brattström Breakdown of academic impact, for papers by Bryan J. Venters Breakdown of academic impact, for papers by S. Tamir Rashid Breakdown of academic impact, for papers by Juliane Bendig Breakdown of academic impact, for papers by Lidong Tian Breakdown of academic impact, for papers by Anind K. Dey
Rankless by CCL
2026