Ernesto Mordecki

Q: What Schools Are Affiliated With Ernesto Mordecki

Ernesto Mordecki is affiliated with the following schools: University of the Republic , Universidad de la Republica

Ernesto Mordecki's AcademicInfluence.com Rankings

Ernesto Mordecki

Mathematics

#5448

World Rank

#7665

Historical Rank

Measure Theory

#4680

World Rank

#5479

Historical Rank

mathematics Degrees

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Mathematics

Why Is Ernesto Mordecki Influential?

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According to Wikipedia, Ernesto Mordecki Pupko is a Uruguayan mathematician and professor. Biography Mordecki is Professor at the Centro de Matemática of the University of the Republic, Uruguay. He received his Ph.D in statistics of stochastic processes in 1994 from the Steklov Mathematical Institute, under the supervision of Albert Shiryaev. His research interests include optimal stopping of stochastic processes and applications to finance. During 2000–2001 Mordecki was the director of the Centro de Matemática , Science Faculty, Montevideo.

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Ernesto Mordecki's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Optimal stopping and perpetual options for Lévy processes (2002) (253)
Flocking in noisy environments (2007) (195)
WIENER-HOPF FACTORIZATION FOR LEVY PROCESSES HAVING POSITIVE JUMPS WITH RATIONAL TRANSFORMS (2008) (96)
Optimal stopping for a diffusion with jumps (1999) (65)
Cucker-Smale Flocking Under Hierarchical Leadership and Random Interactions (2009) (58)
Symmetry and duality in Lévy markets (2006) (57)
Optimal stopping of Hunt and Lévy processes (2006) (50)
Bounds on option prices for semimartingale market models (2001) (47)
Adaptive Weak Approximation of Diffusions with Jumps (2006) (44)
Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps (2004) (36)
Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (2013) (28)
The distribution of the maximum of a Lévy process with positive jumps of phase-type ∗ (28)
Numerical approximation of Backward Stochastic Differential Equations with Jumps (2014) (27)
Skewness premium with Lévy processes (2014) (25)
Hierarchical Cucker-Smale Model Subject to Random Failure (2012) (18)
On optimal stopping of multidimensional diffusions (2016) (18)
PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (2006) (18)
Is a Brownian Motion Skew? (2014) (14)
Ruin probabilities for Lévy processes with mixed-exponential negative jumps@@@Ruin probabilities for Lévy processes with mixed-exponential negative jumps (2003) (11)
Optimal stopping of Brownian motion with broken drift (2018) (10)
Two consistent estimators for the skew Brownian motion (2019) (10)
Perpetual Options for Levy Processes in the Bachelier Model (2000) (10)
Skewness Premium with L\'evy Processes (2008) (10)
Market symmetry in time-changed Brownian models (2010) (10)
Fluid Limits Applied to Peer to Peer Network Analysis (2011) (9)
Duality and Derivative Pricing with Time-Changed Lévy Processes (2005) (9)
Put-Call Duality and Symmetry (2003) (8)
Robustness of Cucker-Smale flocking model (2014) (7)
Rice formula for processes with jumps and applications (2012) (7)
Computing Greeks for Lévy Models: The Fourier Transform Approach (2014) (7)
Ruin probabilities and optimal stopping for a diffusion with jumps (1997) (6)
Optimal stopping of oscillating Brownian motion (2019) (6)
A zero interest rate Black-Derman-Toy model (2019) (6)
Russian Options for a Diffusion with Negative Jumps (2001) (6)
Approximation of the occupation measure of Lévy processes (2005) (5)
Elementary Proofs on Optimal Stopping (2000) (5)
Level sets and drift estimation for reflected Brownian motion with drift (2016) (5)
A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (2006) (4)
Duality and Symmetry with Time-Changed Lévy Processes (2008) (4)
Decoupling between SARS-CoV-2 transmissibility and population mobility associated with increasing immunity from vaccination and infection in South America (2022) (4)
Large Deviation Principle for the Greedy Exploration Algorithm over Erdös-Rényi Graphs (2021) (4)
Optimal Stopping for Lévy Processes with One-Sided Solutions (2016) (4)
Asymptotic mixed normality and hellinger processes (1994) (3)
On the finiteness of the moments of the measure of level sets of random fields (2019) (3)
Exchange Credit Risk: Measurement and Implications on the Stability of Partially Dollarized Financial Systems (2012) (2)
Optimal stopping for Levy processes with polynomial rewards (2015) (2)
Zero Black–Derman–Toy Interest Rate Model (2021) (2)
Implied Volatility Smirk in Lévy Markets (2014) (2)
Smoothing of paths and weak approximation of the occupation measure of L evy processes (2003) (2)
Symmetry and Time Changed Brownian Motions (2008) (2)
An algorithm to solve optimal stopping problems for one-dimensional diffusions (2019) (2)
Optimal stopping, ruin probabilities and prophet inequalities for L'evy processes (2000) (2)
A finite exact algorithm to solve a dice game (2014) (2)
QoS Provision in a Dynamic Channel Allocation Based on Admission Control Decisions (2020) (2)
Necessary Conditions for Stable Convergence\\ of Semimartingales (2000) (2)
SARS-CoV-2 epidemic in the South American Southern cone: can combined immunity from vaccination and infection prevent the spread of Gamma and Lambda variants while easing restrictions? (2021) (1)
Optimal Stopping and Perpetual Options for L Evy Processes Optimal Stopping and Perpetual Options for L Evy Processes (2000) (1)
Optimal minimax strategy in a dice game (2009) (1)
SST anomaly variability in Southwestern Atlantic and El Ni~ oscillation (2004) (1)
Counting Knight's Tours through the Randomized Warnsdorff Rule (2006) (1)
Two-sided optimal stopping for Lévy processes (2019) (1)
Modelling the Uruguayan Debt Through Gaussians Models (2015) (1)
Pricing Derivatives on Two Lévy-driven Stocks (2003) (1)
Asymptotic normality of high level-large time crossings of a Gaussian process (2017) (1)
EXACT RUIN PROBABILITIES FOR LÉVY PROCESSES (2005) (0)
On the number of open knight's tours (2015) (0)
Level set and drift estimation from a reflected Brownian motion with drift (2019) (0)
Is a Brownian skew (2011) (0)
Fluid Limit for the Machine Repairman Model with Phase-Type Distributions (2013) (0)
Duality with Time-Changed Levy Processes ⁄ (2005) (0)
process with positive jumps of phase-type (2002) (0)
Diffusion spiders: Green kernel, excessive functions and optimal stopping (2022) (0)
Pricing bond options in emerging markets: A case study (2017) (0)
SST anomalies variability ad El Nino south oscillation in southwestern Atlantic (2002) (0)
Skewed Lévy Models And Implied Volatility Skew (2018) (0)
Country risk index for emerging economies: A dynamical proposal with a case study (2021) (0)
Rice formula for processes with jumps and applications (2014) (0)
Duality and Derivative Pricing (2003) (0)
Ernesto Mordecki , joint with Alexander Gushchin Bounds on Option Prices and Comparison of Statistical Experiments for Semimartingales (2001) (0)
PR ] 2 4 O ct 2 00 8 Skewness Premium with Lévy Processes ∗ (2008) (0)
Paper 2009-10 Skewness Premium with Lévy Processes (2009) (0)
Necessary conditions for stable convergence of semimartingales@@@Necessary conditions for stable convergence of semimartingales (1999) (0)
Pricing Derivatives on Two Lévy processes (2006) (0)
Testing the existence of an unadmixed ancestor from a specific population t generations ago (2022) (0)
A non-iterative algorithm for generalized pig games (2018) (0)
Country risk for emerging economies: a dynamical index proposal with a case study. (2021) (0)
N A ] 6 S ep 2 00 6 ADAPTIVE WEAK APPROXIMATION OF DIFFUSIONS WITH JUMPS (0)
PUBLICATIONS, ETC. 2008 (2008) (0)

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What Schools Are Affiliated With Ernesto Mordecki?

Ernesto Mordecki is affiliated with the following schools: