Martin Forde
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Mathematical Physics top 10%
- Stochastic processes and statistical mechanics
Papers in
- Finance 32
- Stochastic processes and financial applications 32
- Financial Risk and Volatility Modeling 23
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- Stochastic processes and statistical mechanics 13
- Mathematical Dynamics and Fractals 3
- Co-authors
- Antoine Jacquier (12 shared papers)Roger Lee (1 shared paper)Benjamin Smith (6 shared papers)José E. Figueroa‐López (1 shared paper)Aleksandar Mijatović (3 shared papers)Jin Feng (1 shared paper)Jean‐Pierre Fouque (1 shared paper)Stefan Gerhold (3 shared papers)
- Journals
- International Journal of Theoretical and Applied Finance (4 papers)SIAM Journal on Financial Mathematics (3 papers)Quantitative Finance (2 papers)Journal of Occupational Rehabilitation (2 papers)Applied Mathematical Finance (2 papers)
- Partner nations
- United KingdomIrelandUnited States
In The Last Decade
Martin Forde
33 papers receiving 405 citations
Peers
Comparison fields: 5 of 34
- Finance 421
- Mathematical Physics 71
- Demography 85
- Economics and Econometrics 144
- Management Science and Operations Research 28
Countries citing papers authored by Martin Forde
This map shows the geographic impact of Martin Forde'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 Martin Forde with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Martin Forde more than expected).
Fields of papers citing papers by Martin Forde
This network shows the impact of papers produced by Martin Forde. 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 Martin Forde. The network helps show where Martin Forde may publish in the future.
Co-authors
The 15 scholars most cited alongside Martin Forde, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 36 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2009 | 62 | |
| 2 | 2012 | 60 | |
| 3 | 2010 | 37 | |
| 4 | 2010 | 36 | |
| 5 | 2010 | 32 | |
| 6 | 2012 | 26 | |
| 7 | 2009 | 25 | |
| 8 | 2011 | 22 | |
| 9 | 2021 | 17 | |
| 10 | 2020 | 15 | |
| 11 | Small-Time Asymptotics for Implied Volatility under the Heston Model | 2009 | 11 |
| 12 | 2011 | 10 | |
| 13 | Small-Time Asymptotics for Implied Volatility Under a General Local-Stochastic Volatility Model | 2009 | 8 |
| 14 | 2020 | 8 | |
| 15 | 2009 | 7 | |
| 16 | 2011 | 7 | |
| 17 | 2021 | 7 | |
| 18 | 2013 | 6 | |
| 19 | 1999 | 6 | |
| 20 | 2013 | 6 |
About Martin Forde
Martin Forde is a scholar working on Finance, Mathematical Physics, Economics and Econometrics, Demography and Statistical and Nonlinear Physics, having authored 36 papers that have together received 446 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (32 papers), Financial Risk and Volatility Modeling (23 papers), Stochastic processes and statistical mechanics (13 papers), Complex Systems and Time Series Analysis (9 papers), Insurance, Mortality, Demography, Risk Management (8 papers), Advanced Thermodynamics and Statistical Mechanics (3 papers), Economic theories and models (3 papers) and Mathematical Dynamics and Fractals (3 papers). The work is most often cited by research in Finance (421 citations), Mathematical Physics (71 citations), Demography (85 citations), Economics and Econometrics (144 citations) and Management Science and Operations Research (28 citations). Martin Forde has collaborated with scholars based in United Kingdom, Ireland and United States. Frequent co-authors include Antoine Jacquier, Roger Lee, Benjamin Smith, José E. Figueroa‐López, Aleksandar Mijatović, Jin Feng, Jean‐Pierre Fouque, Stefan Gerhold, Hongzhong Zhang and Biman Das. Their work appears in journals such as International Journal of Theoretical and Applied Finance, SIAM Journal on Financial Mathematics, Quantitative Finance, Journal of Occupational Rehabilitation and Applied Mathematical Finance.
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.