Fabio Mercurio

52 papers and 1.3k indexed citations i.

About

Fabio Mercurio has authored 52 papers that have received a total of 1.3k indexed citations. This includes 48 papers in Finance, 17 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. The topics of these papers are Stochastic processes and financial applications (45 papers), Financial Risk and Volatility Modeling (25 papers) and Credit Risk and Financial Regulations (19 papers). Fabio Mercurio is often cited by papers focused on Stochastic processes and financial applications (45 papers), Financial Risk and Volatility Modeling (25 papers) and Credit Risk and Financial Regulations (19 papers) and collaborates with scholars based in United States, Italy and United Kingdom. Fabio Mercurio's co-authors include Damiano Brigo, Minqiang Li, Massimo Morini, Francesco Rapisarda and Andrea Pallavicini and has published in prestigious journals such as European Journal of Operational Research, Mathematical Finance and Quantitative Finance

In The Last Decade

Rankless by CCL
2025