Mark Rubinstein

20.6k citations
162 papers · 14.5k · 4 hit papers · h-index 43

Impact in

  • Finance top 0.02%
    • Stochastic processes and financial applications
    • Financial Markets and Investment Strategies
    • Capital Investment and Risk Analysis
    • Financial Risk and Volatility Modeling
    • Economic theories and models
    • Complex Systems and Time Series Analysis

Papers in

Mark Rubinstein

158 papers receiving 12.7k citations

Mark Rubinstein's Hit Papers

Recovering Probability Distributions from Option Prices 1996 · 772 citations
7720+16+33Years since publication10002.0k3.0k

Peers

Mark Rubinstein
Comparison fields: 5 of 151
  • Finance 9.7k
  • Economics and Econometrics 5.4k
  • General Decision Sciences 328
  • Accounting 1.5k
  • General Economics, Econometrics and Finance 1.1k
Replace Robert J. Elliott with:
Robert J. Elliott Canada
Stephen Morris United Kingdom
Xavier Gabaix United States
Michael Y. Hu United States
Kalman J. Cohen United States
Robert G. Chambers United States
Jean‐Philippe Bouchaud France
Karl Brünner Germany
Michael P. Keane United States
Marcel Ausloos Belgium
Mark Rubinstein relative to Robert J. Elliott Canada Robert J. Elliott's profile →
Citations per field
00.5×10×12.6×
Robert J. Elliott · 1×
Citations per year

Countries citing papers authored by Mark Rubinstein

Since Specialization
Citations

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

Fields of papers citing papers by Mark Rubinstein

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 25 scholars most cited alongside Mark Rubinstein, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Mark Rubinstein Line = papers co-authored together Mark Rubinstein links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 162 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Option pricing: A simplified approach
Hit paper breakdown →
19793856
2
Implied Binomial Trees
Hit paper breakdown →
19941181
3
The Valuation of Uncertain Income Streams and the Pricing of Options
Hit paper breakdown →
19761164
4
Recovering Probability Distributions from Option Prices
Hit paper breakdown →
1996772
5 1985471
6 1973392
7 1973345
8 1974338
9 1996327
10 1996278
11 1994266
12 1997254
13 2002213
14 1981204
15 1976176
16 2001170
17 1999165
18 1996155
19 1997155
20 1976150

About Mark Rubinstein

Mark Rubinstein is a scholar working on Electronic, Optical and Magnetic Materials, Condensed Matter Physics, Finance, Atomic and Molecular Physics, and Optics and Economics and Econometrics, having authored 162 papers that have together received 14.5k indexed citations. Recurring topics across this work include Magnetic properties of thin films (36 papers), Financial Markets and Investment Strategies (29 papers), Stochastic processes and financial applications (25 papers), Magnetic and transport properties of perovskites and related materials (22 papers), Capital Investment and Risk Analysis (20 papers), Physics of Superconductivity and Magnetism (19 papers), Rare-earth and actinide compounds (19 papers) and Economic theories and models (17 papers). The work is most often cited by research in Finance (9.7k citations), Economics and Econometrics (5.4k citations), General Decision Sciences (328 citations), Accounting (1.5k citations) and General Economics, Econometrics and Finance (1.1k citations). Mark Rubinstein has collaborated with scholars based in United States, Canada and Germany. Frequent co-authors include John C. Cox, Stephen A. Ross, Jens Carsten Jackwerth, M. Jaime, M. B. Salamon, Hayne E. Leland, Douglas B. Chrisey, J. S. Horwitz, Robert H. Litzenberger and Randolph E. Treece. Their work appears in journals such as Journal of Applied Physics, The Journal of Finance, Physical review. B, Condensed matter, Journal of Magnetism and Magnetic Materials and Solid State Communications.

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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