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Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
3
Impact Factor (IF)
0
5 Years IF
0.25
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2005 0 0 0 5 5 4 0 0 0 0 0
2006 0 0 0 6 11 8 0 5 5 0 0
2007 0 0 0 1 12 9 0 11 11 0 0
2008 0 0 0 2 14 0 0 7 12 0 0
2009 0.33 0.06 0.07 3 17 5 1 1 3 1 14 1 0 0
2010 0 0 0 3 20 0 1 5 17 0 0
2012 0 0.05 0.11 1 21 0 1 2 3 9 1 0 0
2013 0 0.04 0 6 27 0 1 3 1 9 0 0
2014 0 0 0 1 28 0 3 7 13 0 0
2015 0 0.03 0 1 29 0 1 4 7 11 0 0
2017 0 0.17 0 1 30 0 5 9 1 9 0 0
2019 0 0 0 1 31 0 10 1 3 0 0
2021 1 0.03 0.5 2 33 2 1 15 1 1 2 1 0 0
2023 0.5 0.06 0.33 1 34 0 2 19 2 1 3 1 0 0
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
50 most cited documents in this series
#YearTitleCited
12007Financial Modeling Under Non-Gaussian Distributions. (2007). Rockinger, Michael ; Poon, Ser-Huang ; Jondeau, Eric. In: Springer Finance. RePEc:spr:sprfln:978-1-84628-696-4.

Full description at Econpapers || Download paper

10
22006A Benchmark Approach to Quantitative Finance. (2006). Heath, David ; Platen, Eckhard. In: Springer Finance. RePEc:spr:sprfln:978-3-540-47856-0.

Full description at Econpapers || Download paper

5
32009Term-Structure Models. (2009). Filipovic, Damir. In: Springer Finance. RePEc:spr:sprfln:978-3-540-68015-4.

Full description at Econpapers || Download paper

3
42021Time-Inconsistent Control Theory with Finance Applications. (2021). Murgoci, Agatha ; Khapko, Mariana ; Bjrk, Tomas. In: Springer Finance. RePEc:spr:sprfln:978-3-030-81843-2.

Full description at Econpapers || Download paper

3
52005Mathematics of Financial Markets. (2005). Kopp, Ekkehard P ; Elliott, Robert J. In: Springer Finance. RePEc:spr:sprfln:978-0-387-22640-8.

Full description at Econpapers || Download paper

3
62009Mathematical Methods for Financial Markets. (2009). Chesney, Marc ; Yor, Marc ; Jeanblanc, Monique. In: Springer Finance. RePEc:spr:sprfln:978-1-84628-737-4.

Full description at Econpapers || Download paper

3
72006Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective. (2006). Carmona, Ren A ; Tehranchi, Michael R. In: Springer Finance. RePEc:spr:sprfln:978-3-540-27067-6.

Full description at Econpapers || Download paper

2
82006The Mathematics of Arbitrage. (2006). Schachermayer, Walter ; Delbaen, Freddy. In: Springer Finance. RePEc:spr:sprfln:978-3-540-31299-4.

Full description at Econpapers || Download paper

2
92017Financial Markets Theory. (2017). Fontana, Claudio ; Barucci, Emilio. In: Springer Finance. RePEc:spr:sprfln:978-1-4471-7322-9.

Full description at Econpapers || Download paper

1
102019Mathematical Finance. (2019). Kallsen, Jan ; Eberlein, Ernst. In: Springer Finance. RePEc:spr:sprfln:978-3-030-26106-1.

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1
112012Analytically Tractable Stochastic Stock Price Models. (2012). Gulisashvili, Archil. In: Springer Finance. RePEc:spr:sprfln:978-3-642-31214-4.

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1
122005Semiparametric Modeling of Implied Volatility. (2005). Fengler, Matthias R. In: Springer Finance. RePEc:spr:sprfln:978-3-540-30591-0.

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1
132008Mathematical Models of Financial Derivatives. (2008). Kwok, Yue-Kuen. In: Springer Finance. RePEc:spr:sprfln:978-3-540-68688-0.

Full description at Econpapers || Download paper

1
142005Risk and Asset Allocation. (2005). Meucci, Attilio. In: Springer Finance. RePEc:spr:sprfln:978-3-540-27904-4.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006A Benchmark Approach to Quantitative Finance. (2006). Heath, David ; Platen, Eckhard. In: Springer Finance. RePEc:spr:sprfln:978-3-540-47856-0.

Full description at Econpapers || Download paper

5
22009Mathematical Methods for Financial Markets. (2009). Chesney, Marc ; Yor, Marc ; Jeanblanc, Monique. In: Springer Finance. RePEc:spr:sprfln:978-1-84628-737-4.

Full description at Econpapers || Download paper

3
32021Time-Inconsistent Control Theory with Finance Applications. (2021). Murgoci, Agatha ; Khapko, Mariana ; Bjrk, Tomas. In: Springer Finance. RePEc:spr:sprfln:978-3-030-81843-2.

Full description at Econpapers || Download paper

3
42006The Mathematics of Arbitrage. (2006). Schachermayer, Walter ; Delbaen, Freddy. In: Springer Finance. RePEc:spr:sprfln:978-3-540-31299-4.

Full description at Econpapers || Download paper

2
52007Financial Modeling Under Non-Gaussian Distributions. (2007). Rockinger, Michael ; Poon, Ser-Huang ; Jondeau, Eric. In: Springer Finance. RePEc:spr:sprfln:978-1-84628-696-4.

Full description at Econpapers || Download paper

2
62006Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective. (2006). Carmona, Ren A ; Tehranchi, Michael R. In: Springer Finance. RePEc:spr:sprfln:978-3-540-27067-6.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2021

YearCiting document