Citations ranking for series: Finance and Stochastics / Springer

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Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Finance and Stochastics / Springer

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990		0.09		0	0		0	0		0			0.04
1991		0.09		0	0		0	0		0			0.04
1992		0.09		0	0		0	0		0			0.04
1993		0.1		0	0		0	0		0			0.05
1994		0.11		0	0		0	0		0			0.05
1995		0.2		0	1		0	0		0			0.08
1996		0.24	4	4	4	1	47	0		0			0.1
1997		0.3	16	20	9	0.45	316	4		0	9	0.56	0.11
1998	0.45	0.29	21	41	11	0.27	216	20	9	0	2	0.1	0.11
1999	0.62	0.34	25	66	34	0.52	269	37	23	0	3	0.12	0.15
2000	0.39	0.42	17	83	46	0.55	168	46	18	0	4	0.24	0.16
2001	0.5	0.44	29	112	58	0.52	349	42	21	0	4	0.14	0.17
2002	0.37	0.45	38	150	66	0.44	390	46	17	0	5	0.13	0.2
2003	0.51	0.47		150	102	0.68	0	67	34	0			0.2
2004	0.74	0.53	29	179	119	0.66	257	38	28	0	5	0.17	0.22
2005	0.34	0.56	32	211	161	0.76	287	29	10	0	7	0.22	0.23
2006	0.74	0.55	28	239	171	0.72	174	61	45	6.7	2	0.07	0.22
2007	0.65	0.47	27	266	187	0.7	159	60	39	15.4	6	0.22	0.19
2008	0.45	0.5	23	289	232	0.8	115	55	25	16	7	0.3	0.21
2009	0.7	0.51	23	312	247	0.79	100	50	35	2.9	8	0.35	0.21
2010	0.67	0.47	24	336	287	0.85	77	46	31	19.4	3	0.13	0.17
2011	0.68	0.55	29	365	291	0.8	87	47	32	12.5	9	0.31	0.22
2012	0.7	0.67	30	395	380	0.96	50	53	37	16.2	8	0.27	0.26
2013	0.92	0.92	31	426	495	1.16	25	59	54	7.4	7	0.23	0.34
2014	0.52	0.68	16	442	335	0.76	9	61	32	9.4	9	0.56	0.24

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
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
%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

Most cited documents in this series:

Year	Title	Cited
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	129
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	115
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	82
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	67
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	58
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	51
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	44
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	43
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	42
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	40
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	40
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	37
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	37
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	35
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	33
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	31
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	30
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	28
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	27
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	27
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	27
2001	Analytical value-at-risk with jumps and credit risk. (2001). Duffie, Darrell ; Pan, Jun . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:155-180. Full description at Econpapers \|\| Download paper	26
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	26
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	26
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	26
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	26
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	25
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	25
2005	Pricing contingent claims with credit risk: Asymptotic expansion approach. (2005). Muroi, Yoshifumi. In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:3:p:415-427. Full description at Econpapers \|\| Download paper	24
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	24
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	24
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	23
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	23
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	23
2004	Vector-valued coherent risk measures. (2004). Jouini, ElyÃ¨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	22
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	22
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	22
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	22
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	21
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	21
2005	Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model. (2005). Brigo, Damiano ; Alfonsi, Aurelien . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:1:p:29-42. Full description at Econpapers \|\| Download paper	21
2005	Pricing options on realized variance. (2005). Madan, Dilip ; Carr, Peter ; Yor, Marc ; Geman, Helyette . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:4:p:453-475. Full description at Econpapers \|\| Download paper	20
2002	In the insurance business risky investments are dangerous. (2002). ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Frolova, Anna ; Kabanov, Yuri ; Pergamenshchikov, Serguei . In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:2:p:227-235. Full description at Econpapers \|\| Download paper	19
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	19
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	19
1999	Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences. (1999). Constantinides, George ; Zariphopoulou, Thaleia . In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:3:p:345-369. Full description at Econpapers \|\| Download paper	19
2001	Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model. (2001). Chiarella, Carl ; Oh Kang Kwon, . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:237-257. Full description at Econpapers \|\| Download paper	19
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	19
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	19
2001	Minimax and minimal distance martingale measures and their relationship to portfolio optimization. (2001). Ruschendorf, Ludger ; Goll, Thomas. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:4:p:557-581. Full description at Econpapers \|\| Download paper	18

Citing documents used to compute impact factor 32:

Year	Title	See
2014	Risk aggregation with dependence uncertainty. (2014). Bernard, Carole ; Wang, Ruodu ; Jiang, Xiao . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. (2014). Lo, Ambrose ; Cheung, Ka Chun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:180-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transaction costs, trading volume, and the liquidity premium. (2014). Muhle-Karbe, Johannes ; Schachermayer, Walter ; Guasoni, Paolo ; GERHOLD, STEFAN . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:1-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Non-Arbitrage up to Random Horizon for Semimartingale Models. (2014). Choulli, Tahir ; Jeanblanc, Monique ; Deng, Jun ; Aksamit, Anna . In: Papers. RePEc:arx:papers:1310.1142. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the characterisation of honest times that avoid all stopping times. (2014). Kardaras, Constantinos . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:373-384. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Discretisation-Invariant Swaps. (2014). Alexander, Carol ; Rauch, Johannes . In: Papers. RePEc:arx:papers:1404.1351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Glosten Milgrom equilibrium. (2014). Li, Cheng ; Xing, Hao . In: Papers. RePEc:arx:papers:1310.4994. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities. (2014). Aktar, Yalccin ; Taflin, Erik . In: Papers. RePEc:arx:papers:1405.3566. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure. (2014). Cui, Xiangyu ; Li, Xun . In: Papers. RePEc:arx:papers:1403.0718. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model-independent Superhedging under Portfolio Constraints. (2014). Fahim, Arash ; Huang, Yu-Jui . In: Papers. RePEc:arx:papers:1402.2599. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Martingale Inequalities and Deterministic Counterparts. (2014). Beiglbock, Mathias ; Nutz, Marcel . In: Papers. RePEc:arx:papers:1401.4698. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On hedging American options under model uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Huang, Yu-Jui . In: Papers. RePEc:arx:papers:1309.2982. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Martingale optimal transport in the Skorokhod space. (2014). Dolinsky, Y. ; Soner, H. M.. In: Papers. RePEc:arx:papers:1404.1516. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust hedging with proportional transaction costs. (2014). Dolinsky, Yan ; Soner, H.. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:327-347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust pricing and hedging under trading restrictions and the emergence of local martingale models. (2014). Alexander M. G. Cox, ; Obloj, Jan ; Hou, Zhaoxu . In: Papers. RePEc:arx:papers:1406.0551. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Longevity risk, cost of capital and hedging for life insurers under Solvency II. (2014). Meyricke, Ramona ; Sherris, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:147-155. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Partial information about contagion risk, self-exciting processes and portfolio optimization. (2014). Meinerding, Christoph ; Kraft, Holger ; Branger, Nicole . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:39:y:2014:i:c:p:18-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	BSDEs under partial information and financial applications. (2014). Cretarola, Alessandra ; Russo, Francesco ; Ceci, Claudia . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:8:p:2628-2653. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Pricing average options under time-changed LÃ©vy processes. (2014). Yamazaki, Akira . In: Review of Derivatives Research. RePEc:kap:revdev:v:17:y:2014:i:1:p:79-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
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	[Citation Analysis]
2014	Arbitrage of the first kind and filtration enlargements in semimartingale financial models. (2014). Acciaio, Beatrice ; Kardaras, Constantinos ; Fontana, Claudio . In: Papers. RePEc:arx:papers:1401.7198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Implicit transaction costs and the fundamental theorems of asset pricing. (2014). ALLAJ, ERINDI. In: Papers. RePEc:arx:papers:1310.1882. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Infinitesimal generators of q-Meixner processes. (2014). Bryc, Wlodzimierz ; Wesoowski, Jacek . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:915-926. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Martingale optimal transport in the Skorokhod space. (2014). Dolinsky, Y. ; Soner, H. M.. In: Papers. RePEc:arx:papers:1404.1516. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
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	[Citation Analysis]
2014	A benchmark approach to risk-minimization under partial information. (2014). Cretarola, Alessandra ; Ceci, Claudia ; Colaneri, Katia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:129-146. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	No-arbitrage condition for $S^{\mathfrak{t}-}$ in a progressively enlarged filtration. (2014). Song, Shiqi . In: Papers. RePEc:arx:papers:1405.4474. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

Year	Title	See
2014	Law-invariant risk measures: extension properties and qualitative robustness. (2014). Koch-Medina, Pablo ; Munari, Cosimo . In: Papers. RePEc:arx:papers:1401.3121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capital adequacy tests and limited liability of financial institutions. (2014). Koch-Medina, Pablo ; Munari, Cosimo ; Moreno-Bromberg, Santiago . In: Papers. RePEc:arx:papers:1401.3133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Rebalancing with Linear and Quadratic Costs. (2014). Liu, Ren ; Weber, Marko ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1402.5306. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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	[Citation Analysis]
2014	Distortion Risk Measures and Elicitability. (2014). Wang, Ruodu ; Ziegel, Johanna F.. In: Papers. RePEc:arx:papers:1405.3769. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	No-arbitrage condition for $S^{\mathfrak{t}-}$ in a progressively enlarged filtration. (2014). Song, Shiqi . In: Papers. RePEc:arx:papers:1405.4474. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust pricing and hedging under trading restrictions and the emergence of local martingale models. (2014). Alexander M. G. Cox, ; Obloj, Jan ; Hou, Zhaoxu . In: Papers. RePEc:arx:papers:1406.0551. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Capital requirements with defaultable securities. (2014). Farkas, Walter ; Munari, Cosimo ; 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	[Citation Analysis]

Recent citations received in: 2013

Year	Title	See
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	[Citation Analysis]
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	[Citation Analysis]
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	[Citation Analysis]
2013	Pathwise stochastic integrals for model free finance. (2013). Perkowski, Nicolas ; Promel, David J.. In: Papers. RePEc:arx:papers:1311.6187. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. (2013). Puccetti, Giovanni ; Wang, Ruodu . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:821-828. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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	[Citation Analysis]
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	[Citation Analysis]

Recent citations received in: 2012

Year	Title	See
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	[Citation Analysis]
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	[Citation Analysis]
2012	On an Integral Equation for the Free Boundary of Stochastic, Irreversible Investment Problems. (2012). Ferrari, Giorgio . In: Working Papers. RePEc:bie:wpaper:471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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	[Citation Analysis]
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	[Citation Analysis]
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	[Citation Analysis]
2012	A note on super-hedging for investor-producers. (2012). Huu, Adrien Nguyen . In: Working Papers. RePEc:hal:wpaper:hal-00653982. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Implied Volatility Surface: Construction Methodologies and Characteristics. (2011). Homescu, Cristian . In: Papers. RePEc:arx:papers:1107.1834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models. (2011). Jacquier, Antoine ; Mijatovic, Aleksandar ; Keller-Ressel, Martin . In: Papers. RePEc:arx:papers:1108.3998. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Small and Large Time Implied Volatilities in the Minimal Market Model. (2011). Platen, Eckhard ; Guo, Zhi . In: Papers. RePEc:arx:papers:1109.6154. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Monte Carlo methods via a dual approach for some discrete time stochastic control problems. (2011). Hambly, Ben ; Gyurko, Lajos Gergely ; Witte, Jan Hendrik . In: Papers. RePEc:arx:papers:1112.4351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On efficiency of mean-variance based portfolio selection in DC pension schemes. (2011). Vigna, Elena . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:154. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Measure preserving derivatives and the pricing kernel puzzle. (2011). Beare, Brendan K.. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:47:y:2011:i:6:p:689-697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Investment/consumption problem in illiquid markets with regimes switching. (2011). Gozzi, Fausto ; Pham, Huyen ; Gassiat, Paul . In: Working Papers. RePEc:hal:wpaper:hal-00610214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the existence of shadow prices. (2011). Benedetti, Giuseppe ; Campi, Luciano ; Muhle-Karbe, Johannes ; Kallsen, Jan . In: Working Papers. RePEc:hal:wpaper:hal-00645980. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Small and Large Time Implied Volatilities in the Minimal Market Model. (2011). Platen, Eckhard ; Guo, Zhi . In: Research Paper Series. RePEc:uts:rpaper:297. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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