Statistics
Publications
17
Citations
855
H-Index
15
Active since
1995
Ernesto Mordecki is an author at Universidad de la República de Uruguay specializing in stochastic processes, engineering, and brownian motion.
Publications per year
1995–2018
17
17
Optimal stopping and perpetual options for Lévy processes
Ernesto Mordecki · Finance and Stochastics · 2002 · 246 citations
Engineering, Economics, Finance +16
Optimal stopping for a diffusion with jumps
Ernesto Mordecki · Finance and Stochastics · 1999 · 64 citations
Symmetry and duality in Lévy markets
José Fajardo, Ernesto Mordecki · Quantitative Finance · 2006 · 52 citations
Engineering, Economics, Finance +9
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