Citation analysis for Finance and Stochastics / Springer

Finance and Stochastics / Springer

1.03

Impact Factor

1.23

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0	1			0		0		(%)			0.07
1996		0.22		4	4	4	1	54	0		0		2 (3.7%)			0.09
1997		0.27		16	20	16	0.8	443	4		4		19 (4.3%)	14	0.88	0.09
1998	0.45	0.27	0.45	21	41	12	0.29	318	20	9	20	9	30 (9.4%)	2	0.1	0.1
1999	0.62	0.31	0.59	25	66	33	0.5	363	37	23	41	24	25 (6.9%)	3	0.12	0.13
2000	0.41	0.4	0.58	17	83	48	0.58	240	46	19	66	38	5 (2.1%)	4	0.24	0.15
2001	0.55	0.4	0.63	29	112	63	0.56	484	42	23	83	52	26 (5.4%)	4	0.14	0.15
2002	0.43	0.42	0.57	38	150	77	0.51	581	46	20	108	62	36 (6.2%)	5	0.13	0.18
2003	0.63	0.44	0.58		150	118	0.79		67	42	130	75	(%)			0.18
2004	0.76	0.49	0.77	29	179	139	0.78	394	38	29	109	84	35 (8.9%)	7	0.24	0.2
2005	0.45	0.53	0.82	32	211	180	0.85	445	29	13	113	93	39 (8.8%)	8	0.25	0.21
2006	0.84	0.51	0.88	28	239	199	0.83	281	61	51	128	112	30 (10.7%)	2	0.07	0.2
2007	0.7	0.44	0.76	27	266	210	0.79	292	60	42	127	97	33 (11.3%)	6	0.22	0.18
2008	0.4	0.47	0.66	24	290	254	0.88	166	55	22	116	77	22 (13.3%)	7	0.29	0.2
2009	0.73	0.47	0.83	23	313	281	0.9	176	51	37	140	116	17 (9.7%)	8	0.35	0.19
2010	0.72	0.44	0.99	24	337	334	0.99	140	47	34	134	132	20 (14.3%)	4	0.17	0.16
2011	0.7	0.51	0.75	29	366	345	0.94	189	47	33	126	94	23 (12.2%)	10	0.34	0.2
2012	0.7	0.56	0.82	30	396	396	1	141	53	37	127	104	19 (13.5%)	6	0.2	0.21
2013	0.8	0.66	0.87	31	427	499	1.17	134	59	47	130	113	14 (10.4%)	9	0.29	0.23
2014	0.8	0.67	0.94	31	458	539	1.18	107	61	49	137	129	16 (15%)	17	0.55	0.22
2015	1.03	0.82	1.23	31	489	653	1.34	39	62	64	145	178	9 (23.1%)	7	0.23	0.27

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published in year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	2002	Convex measures of risk and trading constraints. (2002). Schied, Alexander ; Follmer, Hans . In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:429-447. Full description at Econpapers \|\| Download paper	186
2	1997	*LIBOR and swap market models and measures ()*. (1997). Jamshidian, Farshid. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:4:p:293-330*. Full description at Econpapers \|\| Download paper	170
3	1997	*From the birds eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets ()*. (1997). Olsen, Richard ; Dacorogna, Michel ; Guillaume, Dominique M. ; Muller, Ulrich A. ; Dave, Rakhal R. ; Pictet, Olivier V.. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:2:p:95-129*. Full description at Econpapers \|\| Download paper	110
4	1999	Hedging and liquidation under transaction costs in currency markets. (1999). ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Kabanov, Y. M.. In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:2:p:237-248. Full description at Econpapers \|\| Download paper	83
5	2004	Liquidity risk and arbitrage pricing theory. (2004). Jarrow, Robert ; Protter, Philip ; Etin, Umut . In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:3:p:311-341. Full description at Econpapers \|\| Download paper	79
6	2002	Fourier series method for measurement of multivariate volatilities. (2002). Mancino, Maria Elvira ; Malliavin, Paul. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:1:p:49-61. Full description at Econpapers \|\| Download paper	78
7	2006	Generalized deviations in risk analysis. (2006). Zabarankin, Michael ; Uryasev, Stan ; Rockafellar, R.. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:1:p:51-74. Full description at Econpapers \|\| Download paper	73
8	2005	Conditional and dynamic convex risk measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:4:p:539-561. Full description at Econpapers \|\| Download paper	67
9	1999	Quantile hedging. (1999). Follmer, Hans ; Leukert, Peter. In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:3:p:251-273. Full description at Econpapers \|\| Download paper	66
10	1998	Robust hedging of the lookback option. (1998). Hobson, David G.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:4:p:329-347. Full description at Econpapers \|\| Download paper	63
11	2005	Inf-convolution of risk measures and optimal risk transfer. (2005). el Karoui, Nicole ; Barrieu, Pauline . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:2:p:269-298. Full description at Econpapers \|\| Download paper	58
12	1999	Applications of Malliavin calculus to Monte Carlo methods in finance. (1999). Fournie, Eric ; Lions, Pierre-Louis ; Touzi, Nizar ; Lebuchoux, Jerome ; Lasry, Jean-Michel . In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:4:p:391-412. Full description at Econpapers \|\| Download paper	57
13	2001	Utility maximization in incomplete markets with random endowment. (2001). wang, hui ; Cvitanic, Jaksa ; Schachermayer, Walter . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:259-272. Full description at Econpapers \|\| Download paper	56
14	2007	Moment explosions in stochastic volatility models. (2007). Andersen, Leif ; Piterbarg, Vladimir . In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:1:p:29-50. Full description at Econpapers \|\| Download paper	54
15	2007	The numÃ©raire portfolio in semimartingale financial models. (2007). Kardaras, Constantinos ; Karatzas, Ioannis . In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:447-493. Full description at Econpapers \|\| Download paper	52
16	2005	Local martingales, bubbles and option prices. (2005). Cox, Alexander ; Hobson, David . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:4:p:477-492. Full description at Econpapers \|\| Download paper	49
17	2001	The numeraire portfolio for unbounded semimartingales. (2001). Becherer, Dirk . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:3:p:327-341. Full description at Econpapers \|\| Download paper	48
18	2001	A solution approach to valuation with unhedgeable risks. (2001). Zariphopoulou, Thaleia . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:1:p:61-82. Full description at Econpapers \|\| Download paper	47
19	1997	*Continuous-time term structure models: Forward measure approach ()*. (1997). Musiela, Marek ; Rutkowski, Marek . In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:4:p:261-291*. Full description at Econpapers \|\| Download paper	47
20	2011	Robust pricing and hedging of double no-touch options. (2011). Cox, Alexander ; Oboj, Jan . In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:3:p:573-605. Full description at Econpapers \|\| Download paper	41
21	2004	Asymptotic analysis for optimal investment and consumption with transaction costs. (2004). Janeek, Karel ; Shreve, Steven. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:2:p:181-206. Full description at Econpapers \|\| Download paper	40
22	2002	Optimal stopping and perpetual options for LÃ©vy processes. (2002). Mordecki, Ernesto. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:473-493. Full description at Econpapers \|\| Download paper	39
23	2013	Model-independent bounds for option pricesâa mass transport approach. (2013). Penkner, Friedrich ; Henry-Labordere, Pierre ; Beiglbock, Mathias . In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:3:p:477-501. Full description at Econpapers \|\| Download paper	39
24	2001	The relaxed investor and parameter uncertainty. (2001). Rogers, Leonard. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:131-154. Full description at Econpapers \|\| Download paper	39
25	2000	Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. (2000). Hojgaard, Bjarne ; Asmussen, Soren ; Taksar, Michael . In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:3:p:299-324. Full description at Econpapers \|\| Download paper	39
26	2002	An analysis of a least squares regression method for American option pricing. (2002). Lamberton, Damien ; Protter, Philip ; Clement, Emmanuelle . In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:449-471. Full description at Econpapers \|\| Download paper	38
27	1998	Optimization of consumption with labor income. (1998). Jeanblanc-Picque, Monique ; el Karoui, Nicole . In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:4:p:409-440. Full description at Econpapers \|\| Download paper	38
28	2009	Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. (2009). Schied, Alexander ; SchÃÂ¶neborn, Torsten ; Schoneborn, Torsten . In: Finance and Stochastics. RePEc:spr:finsto:v:13:y:2009:i:2:p:181-204. Full description at Econpapers \|\| Download paper	37
29	2000	Game options. (2000). Kifer, Yuri . In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:4:p:443-463. Full description at Econpapers \|\| Download paper	36
30	2004	Vector-valued coherent risk measures. (2004). Jouini, ElyÃÂ¨s ; Meddeb, Moncef ; Touzi, Nizar . In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:531-552. Full description at Econpapers \|\| Download paper	36
31	1997	Processes of normal inverse Gaussian type. (1997). Barndorff-Nielsen, Ole. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1997:i:1:p:41-68. Full description at Econpapers \|\| Download paper	35
32	2001	Coherent risk measures and good-deal bounds. (2001). Jaschke, Stefan ; Kuchler, Uwe . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:181-200. Full description at Econpapers \|\| Download paper	35
33	1998	Local martingales and the fundamental asset pricing theorems in the discrete-time case. (1998). Shiryaev, A. N. ; Jacod, J.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:3:p:259-273. Full description at Econpapers \|\| Download paper	34
34	2002	Optimal capital structure and endogenous default. (2002). Rogers, Leonard ; Hilberink, Bianca. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:2:p:237-263. Full description at Econpapers \|\| Download paper	34
35	2000	Efficient hedging: Cost versus shortfall risk. (2000). Follmer, Hans ; Leukert, Peter. In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:2:p:117-146. Full description at Econpapers \|\| Download paper	34
36	2006	A jump to default extended CEV model: an application of Bessel processes. (2006). Carr, Peter ; Linetsky, Vadim . In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:3:p:303-330. Full description at Econpapers \|\| Download paper	33
37	2001	Analytical value-at-risk with jumps and credit risk. (2001). pan, jun ; Duffie, Darrell. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:155-180. Full description at Econpapers \|\| Download paper	33
38	2002	A multicurrency extension of the lognormal interest rate Market Models. (2002). Schlogl, Erik. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:2:p:173-196. Full description at Econpapers \|\| Download paper	32
39	2004	Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. (2004). Sass, Jorn ; Haussmann, Ulrich . In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:553-577. Full description at Econpapers \|\| Download paper	32
40	1998	Asymptotic arbitrage in large financial markets. (1998). Kramkov, Dmitry ; ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Kabanov, Y. M.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:2:p:143-172. Full description at Econpapers \|\| Download paper	32
41	1998	Option pricing with transaction costs and a nonlinear Black-Scholes equation. (1998). Barles, Guy ; Soner, Halil Mete . In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:4:p:369-397. Full description at Econpapers \|\| Download paper	32
42	2004	An example of indifference prices under exponential preferences. (2004). Musiela, Marek ; Zariphopoulou, Thaleia . In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:2:p:229-239. Full description at Econpapers \|\| Download paper	31
43	2007	Optimal investments for risk- and ambiguity-averse preferences: a duality approach. (2007). Schied, Alexander. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:1:p:107-129. Full description at Econpapers \|\| Download paper	31
44	2008	Dynamic risk measures: Time consistency and risk measures from BMO martingales. (2008). Bion-Nadal, Jocelyne . In: Finance and Stochastics. RePEc:spr:finsto:v:12:y:2008:i:2:p:219-244. Full description at Econpapers \|\| Download paper	31
45	2005	Diversity and relative arbitrage in equity markets. (2005). Kardaras, Constantinos ; Fernholz, Robert ; Karatzas, Ioannis . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:1:p:1-27. Full description at Econpapers \|\| Download paper	31
46	1999	On dynamic measures of risk. (1999). Cvitanic, Jaksa ; Karatzas, Ioannis . In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:4:p:451-482. Full description at Econpapers \|\| Download paper	30
47	1997	*On the range of options prices ()*. (1997). Eberlein, Ernst ; Jacod, Jean . In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:2:p:131-140*. Full description at Econpapers \|\| Download paper	30
48	1996	*Irreversible investment and industry equilibrium ()*. (1996). Baldursson, Fridrik ; Karatzas, Ioannis . In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1996:i:1:p:69-89*. Full description at Econpapers \|\| Download paper	29
49	2009	Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem. (2009). Morlais, Marie-Amelie . In: Finance and Stochastics. RePEc:spr:finsto:v:13:y:2009:i:1:p:121-150. Full description at Econpapers \|\| Download paper	29
50	2006	A super-replication theorem in Kabanovâs model of transaction costs. (2006). Campi, Luciano ; Schachermayer, Walter . In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:4:p:579-596. Full description at Econpapers \|\| Download paper	29

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2002	Convex measures of risk and trading constraints. (2002). Schied, Alexander ; Follmer, Hans . In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:429-447. Full description at Econpapers \|\| Download paper	74
2	1998	Robust hedging of the lookback option. (1998). Hobson, David G.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:4:p:329-347. Full description at Econpapers \|\| Download paper	42
3	2013	Model-independent bounds for option pricesâa mass transport approach. (2013). Penkner, Friedrich ; Henry-Labordere, Pierre ; Beiglbock, Mathias . In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:3:p:477-501. Full description at Econpapers \|\| Download paper	38
4	2007	The numÃ©raire portfolio in semimartingale financial models. (2007). Kardaras, Constantinos ; Karatzas, Ioannis . In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:447-493. Full description at Econpapers \|\| Download paper	35
5	2004	Liquidity risk and arbitrage pricing theory. (2004). Jarrow, Robert ; Protter, Philip ; Etin, Umut . In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:3:p:311-341. Full description at Econpapers \|\| Download paper	34
6	2006	Generalized deviations in risk analysis. (2006). Zabarankin, Michael ; Uryasev, Stan ; Rockafellar, R.. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:1:p:51-74. Full description at Econpapers \|\| Download paper	31
7	2011	Robust pricing and hedging of double no-touch options. (2011). Cox, Alexander ; Oboj, Jan . In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:3:p:573-605. Full description at Econpapers \|\| Download paper	30
8	2005	Conditional and dynamic convex risk measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:4:p:539-561. Full description at Econpapers \|\| Download paper	30
9	2007	Moment explosions in stochastic volatility models. (2007). Andersen, Leif ; Piterbarg, Vladimir . In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:1:p:29-50. Full description at Econpapers \|\| Download paper	29
10	2005	Local martingales, bubbles and option prices. (2005). Cox, Alexander ; Hobson, David . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:4:p:477-492. Full description at Econpapers \|\| Download paper	27
11	2009	Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. (2009). Schied, Alexander ; SchÃÂ¶neborn, Torsten ; Schoneborn, Torsten . In: Finance and Stochastics. RePEc:spr:finsto:v:13:y:2009:i:2:p:181-204. Full description at Econpapers \|\| Download paper	24
12	2012	Market viability via absence of arbitrage of the first kind. (2012). Kardaras, Constantinos . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:651-667. Full description at Econpapers \|\| Download paper	23
13	1997	*LIBOR and swap market models and measures ()*. (1997). Jamshidian, Farshid. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:4:p:293-330*. Full description at Econpapers \|\| Download paper	22
14	1999	Hedging and liquidation under transaction costs in currency markets. (1999). ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Kabanov, Y. M.. In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:2:p:237-248. Full description at Econpapers \|\| Download paper	22
15	1999	Quantile hedging. (1999). Follmer, Hans ; Leukert, Peter. In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:3:p:251-273. Full description at Econpapers \|\| Download paper	22
16	2004	Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. (2004). Sass, Jorn ; Haussmann, Ulrich . In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:553-577. Full description at Econpapers \|\| Download paper	19
17	2004	Asymptotic analysis for optimal investment and consumption with transaction costs. (2004). Janeek, Karel ; Shreve, Steven. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:2:p:181-206. Full description at Econpapers \|\| Download paper	19
18	2001	A solution approach to valuation with unhedgeable risks. (2001). Zariphopoulou, Thaleia . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:1:p:61-82. Full description at Econpapers \|\| Download paper	19
19	2005	Inf-convolution of risk measures and optimal risk transfer. (2005). el Karoui, Nicole ; Barrieu, Pauline . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:2:p:269-298. Full description at Econpapers \|\| Download paper	18
20	2000	Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. (2000). Hojgaard, Bjarne ; Asmussen, Soren ; Taksar, Michael . In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:3:p:299-324. Full description at Econpapers \|\| Download paper	18
21	2001	Utility maximization in incomplete markets with random endowment. (2001). wang, hui ; Cvitanic, Jaksa ; Schachermayer, Walter . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:259-272. Full description at Econpapers \|\| Download paper	18
22	2002	Fourier series method for measurement of multivariate volatilities. (2002). Mancino, Maria Elvira ; Malliavin, Paul. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:1:p:49-61. Full description at Econpapers \|\| Download paper	18
23	1997	*From the birds eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets ()*. (1997). Olsen, Richard ; Dacorogna, Michel ; Guillaume, Dominique M. ; Muller, Ulrich A. ; Dave, Rakhal R. ; Pictet, Olivier V.. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:2:p:95-129*. Full description at Econpapers \|\| Download paper	17
24	2004	Vector-valued coherent risk measures. (2004). Jouini, ElyÃÂ¨s ; Meddeb, Moncef ; Touzi, Nizar . In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:531-552. Full description at Econpapers \|\| Download paper	16
25	2014	Asymptotics of implied volatility to arbitrary order. (2014). Gao, Kun ; Lee, Roger . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:349-392. Full description at Econpapers \|\| Download paper	16
26	2009	Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem. (2009). Morlais, Marie-Amelie . In: Finance and Stochastics. RePEc:spr:finsto:v:13:y:2009:i:1:p:121-150. Full description at Econpapers \|\| Download paper	16
27	2005	Diversity and relative arbitrage in equity markets. (2005). Kardaras, Constantinos ; Fernholz, Robert ; Karatzas, Ioannis . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:1:p:1-27. Full description at Econpapers \|\| Download paper	16
28	2013	Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. (2013). Yang, Jingping ; Wang, Ruodu ; Peng, Liang . In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:2:p:395-417. Full description at Econpapers \|\| Download paper	14
29	2006	A super-replication theorem in Kabanovâs model of transaction costs. (2006). Campi, Luciano ; Schachermayer, Walter . In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:4:p:579-596. Full description at Econpapers \|\| Download paper	14
30	2008	Dynamic risk measures: Time consistency and risk measures from BMO martingales. (2008). Bion-Nadal, Jocelyne . In: Finance and Stochastics. RePEc:spr:finsto:v:12:y:2008:i:2:p:219-244. Full description at Econpapers \|\| Download paper	14
31	2000	Efficient hedging: Cost versus shortfall risk. (2000). Follmer, Hans ; Leukert, Peter. In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:2:p:117-146. Full description at Econpapers \|\| Download paper	13
32	2014	Robust hedging with proportional transaction costs. (2014). Soner, H. ; Dolinsky, Yan . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:327-347. Full description at Econpapers \|\| Download paper	13
33	1998	Option pricing with transaction costs and a nonlinear Black-Scholes equation. (1998). Barles, Guy ; Soner, Halil Mete . In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:4:p:369-397. Full description at Econpapers \|\| Download paper	13
34	2010	Hedging variance options on continuous semimartingales. (2010). Carr, Peter ; Lee, Roger . In: Finance and Stochastics. RePEc:spr:finsto:v:14:y:2010:i:2:p:179-207. Full description at Econpapers \|\| Download paper	12
35	1998	Asymptotic arbitrage in large financial markets. (1998). Kramkov, Dmitry ; ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Kabanov, Y. M.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:2:p:143-172. Full description at Econpapers \|\| Download paper	12
36	2014	A note on the condition of no unbounded profit with bounded risk. (2014). Takaoka, Koichiro ; Schweizer, Martin . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:393-405. Full description at Econpapers \|\| Download paper	12
37	2006	A jump to default extended CEV model: an application of Bessel processes. (2006). Carr, Peter ; Linetsky, Vadim . In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:3:p:303-330. Full description at Econpapers \|\| Download paper	12
38	2014	On the hedging of options on exploding exchange rates. (2014). Ruf, Johannes ; Fisher, Travis ; Carr, Peter . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:115-144. Full description at Econpapers \|\| Download paper	12
39	1998	Local martingales and the fundamental asset pricing theorems in the discrete-time case. (1998). Shiryaev, A. N. ; Jacod, J.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:3:p:259-273. Full description at Econpapers \|\| Download paper	12
40	2007	On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. (2007). Alos, Elisa ; Vives, Josep ; Leon, Jorge . In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:571-589. Full description at Econpapers \|\| Download paper	12
41	2011	Asymptotic analysis for stochastic volatility: martingale expansion. (2011). Fukasawa, Masaaki . In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:4:p:635-654. Full description at Econpapers \|\| Download paper	11
42	2002	An analysis of a least squares regression method for American option pricing. (2002). Lamberton, Damien ; Protter, Philip ; Clement, Emmanuelle . In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:449-471. Full description at Econpapers \|\| Download paper	11
43	2011	Multivariate utility maximization with proportional transaction costs. (2011). Campi, Luciano ; Owen, Mark . In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:3:p:461-499. Full description at Econpapers \|\| Download paper	11
44	1996	*Irreversible investment and industry equilibrium ()*. (1996). Baldursson, Fridrik ; Karatzas, Ioannis . In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1996:i:1:p:69-89*. Full description at Econpapers \|\| Download paper	11
45	2012	Model-independent hedging strategies for variance swaps. (2012). Hobson, David ; Klimmek, Martin . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:611-649. Full description at Econpapers \|\| Download paper	11
46	2010	Option hedging for small investors under liquidity costs. (2010). Soner, H. ; Etin, Umut ; Touzi, Nizar . In: Finance and Stochastics. RePEc:spr:finsto:v:14:y:2010:i:3:p:317-341. Full description at Econpapers \|\| Download paper	11
47	2002	The cumulant process and Esschers change of measure. (2002). Shiryaev, Albert N. ; Kallsen, Jan . In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:397-428. Full description at Econpapers \|\| Download paper	11
48	1998	Portfolio optimisation with strictly positive transaction costs and impulse control. (1998). Korn, Ralf . In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:2:p:85-114. Full description at Econpapers \|\| Download paper	10
49	2007	Multivariate risks and depth-trimmed regions. (2007). Cascos, Ignacio ; Molchanov, Ilya . In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:3:p:373-397. Full description at Econpapers \|\| Download paper	10
50	2001	Coherent risk measures and good-deal bounds. (2001). Jaschke, Stefan ; Kuchler, Uwe . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:181-200. Full description at Econpapers \|\| Download paper	10

Citing documents used to compute impact factor 64:

Year	Title
2015	On the forward rate concept in multi-state life insurance. (2015). Niemeyer, Andreas ; Christiansen, Marcus . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:2:p:295-327. Full description at Econpapers \|\| Download paper
2015	A dynamic optimal execution strategy under stochastic price recovery. (2015). Ieda, Masashi . In: Papers. RePEc:arx:papers:1502.04521. Full description at Econpapers \|\| Download paper
2015	Theoretical and Numerical Analysis of an Optimal Execution Problem with Uncertain Market Impact. (2015). Ishitani, Kensuke ; Kato, Takashi . In: Papers. RePEc:arx:papers:1506.02789. Full description at Econpapers \|\| Download paper
2015	Counterparty risk for CDS: Default clustering effects. (2015). Bo, Lijun ; Capponi, Agostino . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:29-42. Full description at Econpapers \|\| Download paper
2015	Shadow prices for continuous processes. (2015). Czichowsky, Christoph ; Schachermayer, Walter ; Yang, Junjian . In: Papers. RePEc:arx:papers:1408.6065. Full description at Econpapers \|\| Download paper
2015	Asymptotics for fixed transaction costs. (2015). Altarovici, Albert ; Muhle-Karbe, Johannes ; Soner, Halil . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:2:p:363-414. Full description at Econpapers \|\| Download paper
2015	Hedge and mutual fundsâ fees and the separation of private investments. (2015). Guasoni, Paolo ; Wang, Gu. In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:3:p:473-507. Full description at Econpapers \|\| Download paper
2015	Large-Maturity Regimes of the Heston Forward Smile. (2015). Jacquier, Antoine ; Roome, Patrick . In: Papers. RePEc:arx:papers:1410.7206. Full description at Econpapers \|\| Download paper
2015	Black-Scholes in a CEV random environment: a new approach to smile modelling. (2015). Jacquier, Antoine ; Roome, Patrick . In: Papers. RePEc:arx:papers:1503.08082. Full description at Econpapers \|\| Download paper
2015	Equilibrium investment strategy for defined-contribution pension schemes with generalized meanâvariance criterion and mortality risk. (2015). Wu, Huiling ; Zeng, Yan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:396-408. Full description at Econpapers \|\| Download paper
2015	Time-consistent investment strategy under partial information. (2015). Li, Yongwu ; Wang, Shouyang ; Qiao, Han . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:187-197. Full description at Econpapers \|\| Download paper
2015	Asset Price Bubbles. (2015). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:201-218. Full description at Econpapers \|\| Download paper
2015	Approximation of forward curve models in commodity markets with arbitrage-free finite dimensional models. (2015). Benth, Fred Espen ; Kruhner, Paul . In: Papers. RePEc:arx:papers:1512.05983. Full description at Econpapers \|\| Download paper
2015	Optimal investment with intermediate consumption under no unbounded profit with bounded risk. (2015). Chau, Huy N ; Mostovyi, Oleksii ; Fontana, Claudio ; Cosso, Andrea . In: Papers. RePEc:arx:papers:1509.01672. Full description at Econpapers \|\| Download paper
2015	Topics in Stochastic Portfolio Theory. (2015). Vervuurt, Alexander . In: Papers. RePEc:arx:papers:1504.02988. Full description at Econpapers \|\| Download paper
2015	The existence of dominating local martingale measures. (2015). Perkowski, Nicolas ; Imkeller, Peter . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:685-717. Full description at Econpapers \|\| Download paper
2015	How non-arbitrage, viability and numÃ©raire portfolio are related. (2015). Ma, Junfeng ; Choulli, Tahir ; Deng, Jun . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:719-741. Full description at Econpapers \|\| Download paper
2015	Robust superhedging with jumps and diffusion. (2015). Nutz, Marcel . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:12:p:4543-4555. Full description at Econpapers \|\| Download paper
2015	Robust Superhedging with Jumps and Diffusion. (2015). Nutz, Marcel . In: Papers. RePEc:arx:papers:1407.1674. Full description at Econpapers \|\| Download paper
2015	Robust Fundamental Theorem for Continuous Processes. (2015). Bouchard, Bruno ; Biagini, Sara ; Nutz, Marcel ; Kardaras, Constantinos . In: Papers. RePEc:arx:papers:1410.4962. Full description at Econpapers \|\| Download paper
2015	Convex duality with transaction costs. (2015). Soner, Mete H. ; Dolinsky, Yan . In: Papers. RePEc:arx:papers:1502.01735. Full description at Econpapers \|\| Download paper
2015	Martingale optimal transport in the Skorokhod space. (2015). Dolinsky, Yan ; Soner, Mete H. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:10:p:3893-3931. Full description at Econpapers \|\| Download paper
2015	Higher order elicitability and Osbands principle. (2015). Ziegel, Johanna F. ; Fissler, Tobias . In: Papers. RePEc:arx:papers:1503.08123. Full description at Econpapers \|\| Download paper
2015	Robust pricing and hedging under trading restrictions and the emergence of local martingale models. (2015). Alexander M. G. Cox, ; Obloj, Jan . In: Papers. RePEc:arx:papers:1406.0551. Full description at Econpapers \|\| Download paper
2015	Arbitrage theory without a num\eraire. (2015). Tehranchi, Michael R.. In: Papers. RePEc:arx:papers:1410.2976. Full description at Econpapers \|\| Download paper
2015	A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale. (2015). Kreher, Dorte ; Nikeghbali, Ashkan . In: Statistics & Probability Letters. RePEc:eee:stapro:v:104:y:2015:i:c:p:94-101. Full description at Econpapers \|\| Download paper
2015	Implied volatility in strict local martingale models. (2015). Jacquier, Antoine ; Keller-Ressel, Martin . In: Papers. RePEc:arx:papers:1508.04351. Full description at Econpapers \|\| Download paper
2015	Financial Models with Defaultable NumÃ©raires. (2015). Fisher, Travis ; Ruf, Johannes ; Pulido, Sergio . In: Working Papers. RePEc:hal:wpaper:hal-01240736. Full description at Econpapers \|\| Download paper
2015	Strict local martingales and bubbles. (2015). Kardaras, Constantinos ; Nikeghbali, Ashkan ; Kreher, Dorte . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64967. Full description at Econpapers \|\| Download paper
2015	Representation of homothetic forward performance processes via ergodic and infinite horizon quadratic BSDE in stochastic factor models. (2015). Liang, Gechun ; Zariphopoulou, Thaleia . In: Papers. RePEc:arx:papers:1511.04863. Full description at Econpapers \|\| Download paper
2015	Super-replication with nonlinear transaction costs and volatility uncertainty. (2015). Bank, Peter ; Dolinsky, Yan ; Gokay, Selim . In: Papers. RePEc:arx:papers:1411.1229. Full description at Econpapers \|\| Download paper
2015	Hedging, arbitrage and optimality with superlinear frictions. (2015). Guasoni, Paolo ; Mikl'os R'asonyi, . In: Papers. RePEc:arx:papers:1506.05895. Full description at Econpapers \|\| Download paper
2015	Shadow prices for continuous processes. (2015). Czichowsky, Christoph ; Schachermayer, Walter ; Yang, Junjian . In: Papers. RePEc:arx:papers:1408.6065. Full description at Econpapers \|\| Download paper
2015	Extreme negative dependence and risk aggregation. (2015). Wang, Bin . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:12-25. Full description at Econpapers \|\| Download paper
2015	A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Ra'ul . In: Papers. RePEc:arx:papers:1502.00908. Full description at Econpapers \|\| Download paper
2015	Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets. (2015). Linders, DaniÃÂ«l ; Dhaene, Jan ; Daniël Linders, ; Schoutens, Wim . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150002. Full description at Econpapers \|\| Download paper
2015	Studying mixability with supermodular aggregating functions. (2015). Puccetti, Giovanni ; Bignozzi, Valeria . In: Statistics & Probability Letters. RePEc:eee:stapro:v:100:y:2015:i:c:p:48-55. Full description at Econpapers \|\| Download paper
2015	On aggregation sets and lower-convex sets. (2015). Wang, Ruodu ; Mao, Tiantian . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:170-181. Full description at Econpapers \|\| Download paper
2015	On Reverse Stress Testing for Worst Case Scenarios: An Application to Credit Risk Modeling of Tunisian Economic Sectors. (2015). Dridi, Amira . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:4:y:2015:i:2:p:40-56. Full description at Econpapers \|\| Download paper
2015	Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790. Full description at Econpapers \|\| Download paper
2015	A directional multivariate value at risk. (2015). Torres, Raul ; Laniado, Henry ; Lillo, Rosa E. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:111-123. Full description at Econpapers \|\| Download paper
2015	Good deal bounds with convex constraints. (2015). Arai, Takuji . In: Papers. RePEc:arx:papers:1506.00396. Full description at Econpapers \|\| Download paper
2015	Quadratic hedging strategies for volatility swaps. (2015). Wang, Xingchun ; Fu, Jianping . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:125-132. Full description at Econpapers \|\| Download paper
2015	A variation of the Canadisation algorithm for the pricing of American options driven by LÃ©vy processes. (2015). Kleinert, Florian ; van Schaik, Kees . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:8:p:3234-3254. Full description at Econpapers \|\| Download paper
2015	Asymptotic Glosten Milgrom equilibrium. (2015). Xing, Hao . In: Papers. RePEc:arx:papers:1310.4994. Full description at Econpapers \|\| Download paper
2015	Asymptotic Glosten-Milgrom equilibrium. (2015). Xing, Hao . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60579. Full description at Econpapers \|\| Download paper
2015	An Introduction to Multilevel Monte Carlo for Option Valuation. (2015). Higham, Desmond J.. In: Papers. RePEc:arx:papers:1505.00965. Full description at Econpapers \|\| Download paper
2015	Regression and Convex Switching System Methods for Stochastic Control Problems with Applications to Multiple-Exercise Options. (2015). Yap, Nicholas Andrew . In: PhD Thesis. RePEc:uts:finphd:26. Full description at Econpapers \|\| Download paper
2015	High-frequency limit of Nash equilibria in a market impact game with transient price impact. (2015). Schied, Alexander ; Zhang, Tao ; Strehle, Elias . In: Papers. RePEc:arx:papers:1509.08281. Full description at Econpapers \|\| Download paper
2015	Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters. (2015). Pergamenshchikov, Sergey ; Berdjane, Belkacem . In: Papers. RePEc:arx:papers:1210.5111. Full description at Econpapers \|\| Download paper
2015	Optimal consumption and investment problem with random horizon in a BMAP model. (2015). Yang, Xiang-qun ; Chen, XU. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:197-205. Full description at Econpapers \|\| Download paper
2015	Time-consistent investment strategy under partial information. (2015). Li, Yongwu ; Wang, Shouyang ; Qiao, Han . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:187-197. Full description at Econpapers \|\| Download paper
2015	Model-independent Superhedging under Portfolio Constraints. (2015). Fahim, Arash ; Huang, Yu-Jui . In: Papers. RePEc:arx:papers:1402.2599. Full description at Econpapers \|\| Download paper
2015	On hedging American options under model uncertainty. (2015). Bayraktar, Erhan ; Zhou, Zhou ; Huang, Yu-Jui . In: Papers. RePEc:arx:papers:1309.2982. Full description at Econpapers \|\| Download paper
2015	Martingale optimal transport in the Skorokhod space. (2015). Soner, H. M. ; Dolinsky, Y.. In: Papers. RePEc:arx:papers:1404.1516. Full description at Econpapers \|\| Download paper
2015	Robust pricing and hedging under trading restrictions and the emergence of local martingale models. (2015). Alexander M. G. Cox, ; Obloj, Jan . In: Papers. RePEc:arx:papers:1406.0551. Full description at Econpapers \|\| Download paper
2015	Convex duality with transaction costs. (2015). Soner, Mete H. ; Dolinsky, Yan . In: Papers. RePEc:arx:papers:1502.01735. Full description at Econpapers \|\| Download paper
2015	Robust price bounds for the forward starting straddle. (2015). Hobson, David ; Klimmek, Martin . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:1:p:189-214. Full description at Econpapers \|\| Download paper
2015	Liquidity, risk measures, and concentration of measure. (2015). Lacker, Daniel . In: Papers. RePEc:arx:papers:1510.07033. Full description at Econpapers \|\| Download paper
2015	On minimizing drawdown risks of lifetime investments. (2015). Chen, Xinfu ; Li, Dongchen ; Landriault, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:46-54. Full description at Econpapers \|\| Download paper
2015	Analysis of a drawdown-based regime-switching LÃ©vy insurance model. (2015). Li, Bin ; Landriault, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:60:y:2015:i:c:p:98-107. Full description at Econpapers \|\| Download paper
2015	Consumption investment optimization with Epstein-Zin utility in incomplete markets. (2015). Xing, Hao . In: Papers. RePEc:arx:papers:1501.04747. Full description at Econpapers \|\| Download paper
2015	Personal finance and life insurance under separation of risk aversion and elasticity of substitution. (2015). Jensen, N. R. ; Steffensen, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:62:y:2015:i:c:p:28-41. Full description at Econpapers \|\| Download paper
2015	Survival in Speculative Markets. (2015). Dindo, Pietro . In: LEM Papers Series. RePEc:ssa:lemwps:2015/32. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Radner equilibrium in incomplete Levy models. (2015). Larsen, Kasper ; Sue, Tanawit Sae . In: Papers. RePEc:arx:papers:1507.02974. Full description at Econpapers \|\| Download paper
2015	Implied volatility in strict local martingale models. (2015). Jacquier, Antoine ; Keller-Ressel, Martin . In: Papers. RePEc:arx:papers:1508.04351. Full description at Econpapers \|\| Download paper
2015	Optimal investment with intermediate consumption under no unbounded profit with bounded risk. (2015). Chau, Huy N ; Mostovyi, Oleksii ; Fontana, Claudio ; Cosso, Andrea . In: Papers. RePEc:arx:papers:1509.01672. Full description at Econpapers \|\| Download paper
2015	Dependence Uncertainty Bounds for the Expectile of a Portfolio. (2015). Vanduffel, Steven ; Jakobsons, Edgars . In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:4:p:599-623:d:60385. Full description at Econpapers \|\| Download paper
2015	A model for a large investor trading at market indifference prices. I: Single-period case. (2015). Kramkov, Dmitry ; Bank, Peter . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:2:p:449-472. Full description at Econpapers \|\| Download paper
2015	A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. (2015). Cuchiero, Christa . In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:743-761. Full description at Econpapers \|\| Download paper
2015	Model Risk in Financial Markets:From Financial Engineering to Risk Management. (2015). . In: World Scientific Books. RePEc:wsi:wsbook:9524. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Law-invariant risk measures: extension properties and qualitative robustness. (2014). Munari, Cosimo ; Koch-Medina, Pablo . In: Papers. RePEc:arx:papers:1401.3121. Full description at Econpapers \|\| Download paper
2014	Capital adequacy tests and limited liability of financial institutions. (2014). Munari, Cosimo ; Moreno-Bromberg, Santiago ; Koch-Medina, Pablo . In: Papers. RePEc:arx:papers:1401.3133. Full description at Econpapers \|\| Download paper
2014	Rebalancing with Linear and Quadratic Costs. (2014). Muhle-Karbe, Johannes ; Liu, Ren ; Weber, Marko . In: Papers. RePEc:arx:papers:1402.5306. Full description at Econpapers \|\| Download paper
2014	Representation of infinite dimensional forward price models in commodity markets. (2014). Benth, Fred Espen ; Kruhner, Paul . In: Papers. RePEc:arx:papers:1403.4111. Full description at Econpapers \|\| Download paper
2014	Distortion Risk Measures and Elicitability. (2014). Ziegel, Johanna F. ; Wang, Ruodu . In: Papers. RePEc:arx:papers:1405.3769. Full description at Econpapers \|\| Download paper
2014	Consistent Price Systems under Model Uncertainty. (2014). Bouchard, Bruno ; Nutz, Marcel . In: Papers. RePEc:arx:papers:1408.5510. Full description at Econpapers \|\| Download paper
2014	Long Term Optimal Investment in Matrix Valued Factor Models. (2014). Xing, Hao ; Robertson, Scott . In: Papers. RePEc:arx:papers:1408.7010. Full description at Econpapers \|\| Download paper
2014	Efficient price dynamics in a limit order market: an utility indifference approach. (2014). Fukasawa, Masaaki . In: Papers. RePEc:arx:papers:1410.8224. Full description at Econpapers \|\| Download paper
2014	Risk measures with the CxLS property. (2014). Bellini, Fabio ; Bignozzi, Valeria ; Ziegel, Johanna F. ; Delbaen, Freddy . In: Papers. RePEc:arx:papers:1411.0426. Full description at Econpapers \|\| Download paper
2014	Derivatives pricing in energy markets: an infinite dimensional approach. (2014). Benth, Fred Espen ; Kruhner, Paul . In: Papers. RePEc:arx:papers:1412.7943. Full description at Econpapers \|\| Download paper
2014	Capital requirements with defaultable securities. (2014). Munari, Cosimo ; Farkas, Walter ; Koch-Medina, Pablo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:58-67. Full description at Econpapers \|\| Download paper
2014	Information, no-arbitrage and completeness for asset price models with a change point. (2014). Fontana, Claudio ; Grbac, Zorana ; Li, Qinghua ; Jeanblanc, Monique . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:9:p:3009-3030. Full description at Econpapers \|\| Download paper
2014	A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Yuchong . In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:425-433:d:41048. Full description at Econpapers \|\| Download paper
2014	Robust Fundamental Theorem for Continuous Processes. (2014). Biagini, Sara ; Nutz, Marcel ; Kardaras, Constantinos ; Bouchard, Bruno . In: Working Papers. RePEc:hal:wpaper:hal-01076062. Full description at Econpapers \|\| Download paper
2014	Large Deviations for the Extended Heston Model: The Large-Time Case. (2014). Mijatovi, Aleksandar ; Jacquier, Antoine . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:3:p:263-280. Full description at Econpapers \|\| Download paper
2014	Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension. (2014). Strong, Winslow . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:3:p:487-514. Full description at Econpapers \|\| Download paper
2014	On arbitrages arising with honest times. (2014). Fontana, Claudio ; Song, Shiqi ; Jeanblanc, Monique . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:3:p:515-543. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	On arbitrages arising from honest times. (2013). Fontana, Claudio ; Song, Shiqi ; Jeanblanc, Monique . In: Papers. RePEc:arx:papers:1207.1759. Full description at Econpapers \|\| Download paper
2013	Pricing American options via multi-level approximation methods. (2013). Belomestny, Denis ; Nagapetyan, Tigran ; Dickmann, Fabian . In: Papers. RePEc:arx:papers:1303.1334. Full description at Econpapers \|\| Download paper
2013	A variation of the Canadisation algorithm for the pricing of American options driven by L\evy processes. (2013). Kleinert, Florian ; van Schaik, Kees . In: Papers. RePEc:arx:papers:1304.4534. Full description at Econpapers \|\| Download paper
2013	Fast Estimation of True Bounds on Bermudan Option Prices under Jump-diffusion Processes. (2013). Zhou, Enlu ; Zhu, Helin ; Ye, Fan . In: Papers. RePEc:arx:papers:1305.4321. Full description at Econpapers \|\| Download paper
2013	Optimal robust bounds for variance options. (2013). Alexander M. G. Cox, ; Wang, Jiajie . In: Papers. RePEc:arx:papers:1308.4363. Full description at Econpapers \|\| Download paper
2013	Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. (2013). Wang, Bin ; Puccetti, Giovanni . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:821-828. Full description at Econpapers \|\| Download paper
2013	Model uncertainty and VaR aggregation. (2013). Puccetti, Giovanni ; Embrechts, Paul ; Ruschendorf, Ludger . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2750-2764. Full description at Econpapers \|\| Download paper
2013	Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions . (2013). Bouchard, Bruno ; Nutz, Marcel . In: Working Papers. RePEc:hal:wpaper:hal-00846830*. Full description at Econpapers \|\| Download paper
2013	On the game interpretation of a shadow price process in utility maximization problems under transaction costs. (2013). Rokhlin, Dmitry. In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:4:p:819-838. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	A note on super-hedging for investor-producers. (2012). Huu, Adrien Nguyen . In: Papers. RePEc:arx:papers:1112.4740. Full description at Econpapers \|\| Download paper
2012	A Note on A Family of Maximum Entropy Densities Matching Call Option Prices. (2012). Neri, Cassio ; Schneider, Lorenz . In: Papers. RePEc:arx:papers:1212.4279. Full description at Econpapers \|\| Download paper
2012	Symmetric equilibrium strategies in game theoretic real option models. (2012). Thijssen, Jacco ; Kort, Peter ; Huisman, Kuno ; Huisman, Kuno J. M., ; Thijssen, Jacco J. J., . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:48:y:2012:i:4:p:219-225. Full description at Econpapers \|\| Download paper
2012	On absolutely continuous compensators and nonlinear filtering equations in default risk models. (2012). Etin, Umut . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:11:p:3619-3647. Full description at Econpapers \|\| Download paper
2012	On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs. (2012). Paulsen, Jostein ; Bai, Lihua . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:122:y:2012:i:12:p:4005-4027. Full description at Econpapers \|\| Download paper
2012	Model-independent hedging strategies for variance swaps. (2012). Hobson, David ; Klimmek, Martin . In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:611-649. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Papers / arXiv.org	369
2	Finance and Stochastics / Springer	122
3	Stochastic Processes and their Applications / Elsevier	59
4	Insurance: Mathematics and Economics / Elsevier	55
5	European Journal of Operational Research / Elsevier	45
6	Working Papers / HAL	25
7	Journal of Banking & Finance / Elsevier	20
8	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	17
9	Asia-Pacific Financial Markets / Springer	16
10	Post-Print / HAL	14
11	MPRA Paper / University Library of Munich, Germany	14

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.