Marek Musiela
- Finance top 0.2%
- Economics and Econometrics top 1%
- Demography top 1%
- Management Science and Operations Research top 2%
- General Economics, Econometrics and Finance top 5%
- Co-authors
- Marek RutkowskiAlan BraceThaleia ZariphopoulouPierre Louis LionsAlain BretonRüdiger FreyPierre‐Louis LionsBeniamin Gołdys
- Topics
- Stochastic processes and financial applications (18 papers)Economic theories and models (9 papers)Financial Risk and Volatility Modeling (7 papers)
- Journals
- Journal of the American Statistical AssociationProbability Theory and Related FieldsJournal of Multivariate Analysis
- Partner nations
- AustraliaFranceUnited States
In The Last Decade
Marek Musiela
29 papers receiving 1.9k citations
Hit Papers
Peers
Comparison fields: 5 of 70
- Finance 1.9k
- Economics and Econometrics 759
- Demography 377
- Management Science and Operations Research 325
- General Economics, Econometrics and Finance 213
Countries citing papers authored by Marek Musiela
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | 14 | |
| 2 | 5 | |
| 3 | 67 | |
| 4 | SOME PROPERTIES OF DIFFUSION PROCESSES WITH SINGULAR COEFFICIENTS | 2 |
| 5 | 20 | |
| 6 | 174 | |
| 7 | 170 | |
| 8 | 16 | |
| 9 | The Market Model of Interest Rate Dynamicsbreakdown → | 589 |
| 10 | 103 | |
| 11 | 10 | |
| 12 | 91 | |
| 13 | 4 | |
| 14 | 12 | |
| 15 | 3 | |
| 16 | 12 | |
| 17 | 9 | |
| 18 | 3 | |
| 19 | 5 | |
| 20 | 13 |
About Marek Musiela
Marek Musiela is a scholar working on Finance, Statistics and Probability and Mathematical Physics, having authored 29 papers that have together received 2.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (18 papers), Economic theories and models (9 papers) and Financial Risk and Volatility Modeling (7 papers). The work is most often cited by research in Finance (1.9k citations), Demography (377 citations) and Economics and Econometrics (759 citations). Marek Musiela has collaborated with scholars based in Australia, France and United States. Frequent 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. Their work appears in journals such as Journal of the American Statistical Association, Probability Theory and Related Fields and Journal of Multivariate Analysis.
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.