Martin Forde

844 total citations
36 papers, 441 citations indexed

About

Martin Forde is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Martin Forde has authored 36 papers receiving a total of 441 indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 13 papers in Mathematical Physics and 12 papers in Economics and Econometrics. Recurrent topics in Martin Forde's work include Stochastic processes and financial applications (32 papers), Financial Risk and Volatility Modeling (23 papers) and Stochastic processes and statistical mechanics (13 papers). Martin Forde is often cited by papers focused on Stochastic processes and financial applications (32 papers), Financial Risk and Volatility Modeling (23 papers) and Stochastic processes and statistical mechanics (13 papers). Martin Forde collaborates with scholars based in United Kingdom, Ireland and United States. Martin Forde's co-authors include Antoine Jacquier, Roger Lee, Benjamin Smith, José E. Figueroa‐López, Aleksandar Mijatović, Jin Feng, Jean‐Pierre Fouque, Stefan Gerhold, Hongzhong Zhang and Biman Das and has published in prestigious journals such as Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, Advances in Applied Probability and Stochastic Processes and their Applications.

In The Last Decade

Martin Forde

32 papers receiving 398 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Martin Forde United Kingdom 11 417 140 85 71 28 36 441
Omar El Euch France 5 310 0.7× 119 0.8× 47 0.6× 37 0.5× 19 0.7× 5 330
Mathieu Rosenbaum France 10 428 1.0× 216 1.5× 44 0.5× 31 0.4× 27 1.0× 22 462
Roger Lord Netherlands 11 506 1.2× 131 0.9× 172 2.0× 29 0.4× 34 1.2× 18 547
Christa Cuchiero Austria 11 263 0.6× 75 0.5× 34 0.4× 41 0.6× 52 1.9× 25 315
Eduardo Abi Jaber France 9 222 0.5× 73 0.5× 34 0.4× 41 0.6× 16 0.6× 23 238
Emmanuelle Clément France 7 295 0.7× 80 0.6× 54 0.6× 38 0.5× 46 1.6× 18 332
Rafael Mendoza‐Arriaga United States 10 237 0.6× 71 0.5× 91 1.1× 21 0.3× 51 1.8× 24 335
Martin Larsson United States 9 362 0.9× 171 1.2× 52 0.6× 34 0.5× 45 1.6× 39 437
Masaaki Fukasawa Japan 13 477 1.1× 247 1.8× 53 0.6× 29 0.4× 52 1.9× 40 523
Michael R. Tehranchi United Kingdom 11 342 0.8× 152 1.1× 43 0.5× 29 0.4× 75 2.7× 19 382

Countries citing papers authored by Martin Forde

Since Specialization
Citations

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

Fields of papers citing papers by Martin Forde

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Martin Forde

This figure shows the co-authorship network connecting the top 25 collaborators of Martin Forde. A scholar is included among the top collaborators of Martin Forde 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 Martin Forde. Martin Forde 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.
Forde, Martin & Benjamin Smith. (2023). MARKOVIAN STOCHASTIC VOLATILITY WITH STOCHASTIC CORRELATION — JOINT CALIBRATION AND CONSISTENCY OF SPX/VIX SHORT-MATURITY SMILES. International Journal of Theoretical and Applied Finance. 26(02n03).
2.
Forde, Martin, Masaaki Fukasawa, Stefan Gerhold, & Benjamin Smith. (2021). The Riemann–Liouville field and its GMC as H→0, and skew flattening for the rough Bergomi model. Statistics & Probability Letters. 181. 109265–109265. 6 indexed citations
3.
Forde, Martin, Benjamin Smith, & Lauri Viitasaari. (2020). Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the kt regime. Quantitative Finance. 21(4). 541–563. 8 indexed citations
4.
Armstrong, John, Martin Forde, Matthew Lorig, & Hongzhong Zhang. (2017). Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default:Curvature and the Heat Kernel Expansion. 3 indexed citations
5.
Forde, Martin & Rohini Kumar. (2016). Large-time option pricing using the Donsker–Varadhan LDP—correlated stochastic volatility with stochastic interest rates and jumps. The Annals of Applied Probability. 26(6). 2 indexed citations
6.
Forde, Martin. (2014). Portfolio optimization for an exponential Ornstein-Uhlenbeck model with proportional transaction costs. 1 indexed citations
7.
Forde, Martin, Rohini Kumar, & Hongzhong Zhang. (2014). Large deviations for the boundary local time of doubly reflected Brownian motion. Statistics & Probability Letters. 96. 262–268. 3 indexed citations
8.
Forde, Martin, et al.. (2013). THE LARGE-MATURITY SMILE FOR THE SABR AND CEV-HESTON MODELS. International Journal of Theoretical and Applied Finance. 16(8). 1350047–1350047. 6 indexed citations
9.
Forde, Martin, et al.. (2013). Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory. Advances in Applied Probability. 45(3). 860–875. 6 indexed citations
10.
Forde, Martin, et al.. (2013). Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory. Advances in Applied Probability. 45(3). 860–875. 2 indexed citations
11.
Forde, Martin & Antoine Jacquier. (2011). Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility. Research Portal (King's College London). 2 indexed citations
12.
Jacquier, Antoine, Aleksandar Mijatović, & Martin Forde. (2011). A Note on Essential Smoothness in the Heston Model. SSRN Electronic Journal.
13.
Forde, Martin. (2011). A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time. Stochastic Processes and their Applications. 121(12). 2802–2817. 10 indexed citations
14.
Forde, Martin, Antoine Jacquier, & Aleksandar Mijatović. (2011). A note on essential smoothness in the Heston model. Finance and Stochastics. 15(4). 781–784. 3 indexed citations
15.
Feng, Jin, Martin Forde, & Jean‐Pierre Fouque. (2010). Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model. SIAM Journal on Financial Mathematics. 1(1). 126–141. 35 indexed citations
16.
Forde, Martin, Antoine Jacquier, & Aleksandar Mijatović. (2010). Asymptotic formulae for implied volatility in the Heston model. Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences. 466(2124). 3593–3620. 37 indexed citations
17.
Forde, Martin & Antoine Jacquier. (2009). Small-Time Asymptotics for Implied Volatility Under a General Local-Stochastic Volatility Model. SSRN Electronic Journal. 8 indexed citations
18.
Forde, Martin & Antoine Jacquier. (2009). Small-Time Asymptotics for Implied Volatility under the Heston Model. Research Portal (King's College London). 11 indexed citations
19.
Forde, Martin & Antoine Jacquier. (2009). The Large Maturity Smile for the Heston Model. SSRN Electronic Journal. 7 indexed citations
20.
Das, Biman & Martin Forde. (1999). Isometric Push-up and Pull-down Strengths of Paraplegics in the Workspace: 1. Strength Measurement Profiles. Journal of Occupational Rehabilitation. 9(4). 277–289. 6 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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