Concepedia

Ernesto Mordecki

EM

Statistics

Publications

17

Citations

843

H-Index

15

Active since

1995

Affiliations

Universidad de la República de Uruguay(Current)

Université de Lorraine

Institut Élie Cartan de Lorraine

Centro Uruguayo de Imagenología Molecular

Instituto Brasileiro de Mercado de Capitais

Ernesto Mordecki is an author at Universidad de la República de Uruguay specializing in probability theory, engineering, and stochastic processes.

Top concepts

EngineeringProbabilityStochastic ProcessesJump DiffusionsStatisticsStochastic CalculusFinanceBusinessAsset PricingOption Pricing

Publications per year

1995–2018

17

Publications

17

Optimal stopping and perpetual options for Lévy processes

Ernesto Mordecki · Finance and Stochastics · 2002 · 244 citations

Optimal Stopping, Option Pricing, Probability Theory +1

Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms

Alan Lewis, Ernesto Mordecki · Journal of Applied Probability · 2008 · 96 citations · Full text

Engineering, Integrable Probability, Stochastic Processes +11

Cucker–Smale Flocking Under Hierarchical Leadership and Random Interactions

Federico Dalmao, Ernesto Mordecki · SIAM Journal on Applied Mathematics · 2011 · 73 citations

Deterministic System, Behavioral Sciences, Hierarchical Leadership +8

Optimal stopping for a diffusion with jumps

Ernesto Mordecki · Finance and Stochastics · 1999 · 63 citations

Levy Process, Diffusion Process, Jump Diffusions

Symmetry and duality in Lévy markets

José Fajardo, Ernesto Mordecki · Quantitative Finance · 2006 · 51 citations

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