Marek Rutkowski

4.7k total citations · 2 hit papers
79 papers, 2.3k citations indexed

About

Marek Rutkowski is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Marek Rutkowski has authored 79 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 66 papers in Finance, 22 papers in Economics and Econometrics and 8 papers in Demography. Recurrent topics in Marek Rutkowski's work include Stochastic processes and financial applications (58 papers), Credit Risk and Financial Regulations (39 papers) and Banking stability, regulation, efficiency (19 papers). Marek Rutkowski is often cited by papers focused on Stochastic processes and financial applications (58 papers), Credit Risk and Financial Regulations (39 papers) and Banking stability, regulation, efficiency (19 papers). Marek Rutkowski collaborates with scholars based in Australia, Poland and United States. Marek Rutkowski's co-authors include Marek Musiela, Tomasz R. Bielecki, Monique Jeanblanc, Rüdiger Frey, Stéphane Crépey, Alan Brace, Youssef Ouknine, Martin Schweizer, Jakša Cvitanić and Jérôme Detemple and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and IEEE Transactions on Automatic Control.

In The Last Decade

Marek Rutkowski

73 papers receiving 2.0k citations

Hit Papers

Martingale Methods in Financial Modelling 1997 2026 2006 2016 1997 2004 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 threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), 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. Credit Risk: Modeling, Valuation and Hedging
    2004 620 citations Tomasz R. Bielecki, Marek Rutkowski CERN Document Server (European Organization for Nuclear Research) profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Marek Rutkowski Australia 16 2.1k 669 382 268 141 79 2.3k
Leif B. G. Andersen United States 23 2.2k 1.1× 623 0.9× 432 1.1× 204 0.8× 66 0.5× 58 2.4k
Fabio Mercurio United States 17 1.8k 0.8× 578 0.9× 413 1.1× 209 0.8× 67 0.5× 61 2.0k
Marek Musiela Australia 15 1.9k 0.9× 759 1.1× 377 1.0× 325 1.2× 58 0.4× 29 2.2k
Tomasz R. Bielecki United States 24 1.8k 0.8× 603 0.9× 326 0.9× 554 2.1× 121 0.9× 89 2.4k
Monique Jeanblanc France 24 1.9k 0.9× 726 1.1× 376 1.0× 463 1.7× 120 0.9× 90 2.2k
Ronnie Sircar United States 22 1.5k 0.7× 794 1.2× 210 0.5× 304 1.1× 89 0.6× 88 1.8k
Tomas Björk Sweden 17 2.1k 1.0× 1.2k 1.7× 762 2.0× 798 3.0× 151 1.1× 43 2.7k
David Hobson United Kingdom 23 1.7k 0.8× 729 1.1× 238 0.6× 439 1.6× 38 0.3× 82 1.9k
Hoi Ying Wong Hong Kong 23 1.1k 0.5× 611 0.9× 486 1.3× 464 1.7× 107 0.8× 128 1.5k
Phelim P. Boyle Canada 18 1.4k 0.7× 747 1.1× 371 1.0× 271 1.0× 150 1.1× 53 1.8k

Countries citing papers authored by Marek Rutkowski

Since Specialization
Citations

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

Fields of papers citing papers by Marek Rutkowski

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Marek Rutkowski

This figure shows the co-authorship network connecting the top 25 collaborators of Marek Rutkowski. A scholar is included among the top collaborators of Marek Rutkowski 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 Rutkowski. Marek Rutkowski 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.
Rutkowski, Marek, et al.. (2024). Use of Autoencoder and One-Hot Encoding for Customer Segmentation. EUROPEAN RESEARCH STUDIES JOURNAL. XXVII(Special Issue A). 72–82. 1 indexed citations
2.
3.
Li, Libo, et al.. (2023). Generalized BSDE and reflected BSDE with random time horizon. Electronic Journal of Probability. 28(none). 1 indexed citations
4.
Rutkowski, Marek, et al.. (2021). Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales. 6(4). 319–319. 3 indexed citations
5.
Jeanblanc, Monique, et al.. (2018). Integral representations of martingales for progressive enlargements of filtrations. Stochastic Processes and their Applications. 129(4). 1229–1258. 2 indexed citations
6.
Rutkowski, Marek, et al.. (2016). Arbitrage-free pricing of multi-person game claims in discrete time. Finance and Stochastics. 21(1). 111–155. 1 indexed citations
7.
Rutkowski, Marek, et al.. (2015). Discrete time stochastic multi-player competitive games with affine payoffs. Stochastic Processes and their Applications. 126(1). 1–32. 2 indexed citations
8.
Rutkowski, Marek, et al.. (2014). Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection. Stochastic Processes and their Applications. 124(8). 2672–2698. 4 indexed citations
9.
Li, Libo & Marek Rutkowski. (2012). Random times and multiplicative systems. Stochastic Processes and their Applications. 122(5). 2053–2077. 7 indexed citations
10.
Rutkowski, Marek, et al.. (2012). A zero-sum competitive multi-player game. Demonstratio Mathematica. 45(2). 415–433. 3 indexed citations
11.
Rutkowski, Marek. (2009). Valuation of Credit Default Swaptions and Credit Default Index Swaptions. SSRN Electronic Journal. 4 indexed citations
12.
Rutkowski, Marek, et al.. (2009). Forward Start Options Under Stochastic Volatility and Stochastic Interest Rates. SSRN Electronic Journal. 1 indexed citations
13.
Bielecki, Tomasz R., Monique Jeanblanc, & Marek Rutkowski. (2005). PDE approach to valuation and hedging of credit derivatives. Quantitative Finance. 5(3). 257–270. 23 indexed citations
14.
Musiela, Marek & Marek Rutkowski. (2005). Martingale Methods in Financial Modelling. CERN Document Server (European Organization for Nuclear Research). 174 indexed citations
15.
Bielecki, Tomasz R. & Marek Rutkowski. (2003). Dependent defaults and credit migrations. Applicationes Mathematicae. 30(2). 121–145. 10 indexed citations
16.
Bielecki, Tomasz R. & Marek Rutkowski. (2001). Multiple Ratings Model of Defaultable Term Structure. SSRN Electronic Journal. 5 indexed citations
17.
Piotrowicz-Cieślak, Agnieszka I., B. Adomas, & Marek Rutkowski. (2000). Occurrence of cyclitols in developing lupin seed tissues after Harvade.. Sodininkystė ir Daržininkystė. 19. 296–302. 1 indexed citations
18.
Rutkowski, Marek. (1999). Self‐Financing Trading Strategies for Sliding, Rolling‐Horizon, and Consol Bonds. Mathematical Finance. 9(4). 361–385. 1 indexed citations
19.
Rutkowski, Marek. (1994). Optimal Linear Filtering and Smoothing for a Discrete Time Stable Linear Model. Journal of Multivariate Analysis. 50(1). 68–92. 4 indexed citations
20.
Ouknine, Youssef & Marek Rutkowski. (1990). Strong comparison of solutions of one-dimensional stochastic differential equations. Stochastic Processes and their Applications. 36(2). 217–230. 8 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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