Citation analysis for Mathematical Finance / Wiley Blackwell

Citation Profile [Updated: 2026-08-21 11:52:43]

5 Years H Index

Impact Factor (IF)

1.79

5 Years IF

1.42

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
1991	0	0.11	0.12	0	17	17	599	1	2	0		0		1	100	1	0.06	0.06
1992	0	0.12	0.03	0	16	33	662	1	3	17		17			0	1	0.06	0.06
1993	0.09	0.13	0.17	0.09	21	54	472	8	12	33	3	33	3	4	50	3	0.14	0.06
1994	0.08	0.14	0.14	0.06	20	74	804	9	22	37	3	54	3	2	22.2	2	0.1	0.07
1995	0.29	0.22	0.38	0.31	19	93	889	35	57	41	12	74	23		0	8	0.42	0.1
1996	0.67	0.25	0.55	0.44	19	112	1362	60	119	39	26	93	41		0	4	0.21	0.11
1997	0.68	0.24	0.65	0.54	18	130	1749	83	204	38	26	95	51	3	3.6	9	0.5	0.11
1998	0.76	0.28	0.69	0.58	20	150	935	103	307	37	28	97	56	5	4.9	5	0.25	0.13
1999	0.76	0.3	0.82	0.68	16	166	3549	134	443	38	29	96	65	6	4.5	8	0.5	0.14
2000	1.06	0.34	1.37	1.28	28	194	1069	260	708	36	38	92	118	1	0.4	5	0.18	0.16
2001	0.77	0.38	1.24	1.06	20	214	655	262	973	44	34	101	107	3	1.1	4	0.2	0.17
2002	0.54	0.39	1.1	1.1	25	239	964	259	1235	48	26	102	112		0	5	0.2	0.21
2003	0.64	0.43	1.29	1	26	265	509	337	1576	45	29	109	109	10	3	6	0.23	0.21
2004	0.94	0.47	1.58	1.36	30	295	881	460	2041	51	48	115	156	13	2.8	6	0.2	0.21
2005	0.73	0.5	1.51	0.89	29	324	883	484	2529	56	41	129	115	8	1.7	17	0.59	0.23
2006	1.08	0.49	1.55	1.02	33	357	1146	550	3081	59	64	130	132	12	2.2	10	0.3	0.22
2007	0.89	0.44	1.61	0.91	27	384	757	614	3701	62	55	143	130	9	1.5	8	0.3	0.2
2008	1.12	0.47	1.62	1.04	30	414	943	667	4373	60	67	145	151	28	4.2	15	0.5	0.22
2009	0.75	0.46	1.65	0.99	22	436	622	719	5092	57	43	149	147	41	5.7	10	0.45	0.23
2014	0	0.52	2.26	2.55	16	452	438	1021	9421	0		22	56	20	2	8	0.5	0.22
2015	1.25	0.52	2.04	1.25	28	480	437	978	10400	16	20	16	20		0	7	0.25	0.21
2016	1.16	0.49	2.42	1.16	33	513	650	1234	11640	44	51	44	51	8	0.6	23	0.7	0.2
2017	1.26	0.51	1.98	1.35	35	548	415	1080	12724	61	77	77	104	2	0.2	13	0.37	0.2
2018	1.53	0.52	1.97	1.5	37	585	293	1155	13879	68	104	112	168	17	1.5	15	0.41	0.22
2019	1.03	0.53	1.91	1.45	35	620	562	1183	15062	72	74	149	216	10	0.8	29	0.83	0.21
2020	1.22	0.63	2.1	1.37	47	667	455	1404	16466	72	88	168	230	52	3.7	24	0.51	0.3
2021	1.83	0.72	2.04	1.51	42	709	240	1448	17914	82	150	187	282	104	7.2	13	0.31	0.26
2022	1.25	0.71	1.83	1.29	30	739	123	1355	19269	89	111	196	252	58	4.3	10	0.33	0.21
2023	0.88	0.66	1.58	1.05	38	777	197	1224	20493	72	63	191	200	52	4.2	10	0.26	0.19
2024	0.97	0.7	1.63	1.18	15	792	33	1287	21780	68	66	192	227	21	1.6	3	0.2	0.2
2025	1.79	0.93	1.74	1.42	26	818	44	1426	23206	53	95	172	245	4	0.3	20	0.77	0.27

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

#	Year	Title	Cited
1	1999	Coherent Measures of Risk. (1999). Artzner, Philippe ; Eber, Jean-Marc ; Delbaen, Freddy ; Heath, David. In: Mathematical Finance. RePEc:bla:mathfi:v:9:y:1999:i:3:p:203-228. Full description at Econpapers \|\| Download paper	2983
2	1996	A YIELDâFACTOR MODEL OF INTEREST RATES. (1996). Duffie, Darrell ; Kan, Rui. In: Mathematical Finance. RePEc:bla:mathfi:v:6:y:1996:i:4:p:379-406. Full description at Econpapers \|\| Download paper	782
3	1997	Backward Stochastic Differential Equations in Finance. (1997). Peng, S. ; El Karoui, N. ; Quenez, M. C.. In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:1:p:1-71. Full description at Econpapers \|\| Download paper	569
4	1995	THE GARCH OPTION PRICING MODEL. (1995). Duan, Jin-Chuan. In: Mathematical Finance. RePEc:bla:mathfi:v:5:y:1995:i:1:p:13-32. Full description at Econpapers \|\| Download paper	458
5	2000	Optimal Dynamic Portfolio Selection: Multiperiod MeanâVariance Formulation. (2000). Ng, Wan-Lung ; Li, Duan. In: Mathematical Finance. RePEc:bla:mathfi:v:10:y:2000:i:3:p:387-406. Full description at Econpapers \|\| Download paper	316
6	1998	Long memory in continuousâtime stochastic volatility models. (1998). Renault, Eric ; Comte, Fabienne. In: Mathematical Finance. RePEc:bla:mathfi:v:8:y:1998:i:4:p:291-323. Full description at Econpapers \|\| Download paper	300
7	1997	The Market Model of Interest Rate Dynamics. (1997). Musiela, Marek ; Dariusz G¸atarek, ; Brace, Alan. In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:2:p:127-155. Full description at Econpapers \|\| Download paper	255
8	2006	A BENCHMARK APPROACH TO FINANCE. (2006). Platen, Eckhard. In: Mathematical Finance. RePEc:bla:mathfi:v:16:y:2006:i:1:p:131-151. Full description at Econpapers \|\| Download paper	243
9	1994	MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY. (1994). Taylor, Stephen J.. In: Mathematical Finance. RePEc:bla:mathfi:v:4:y:1994:i:2:p:183-204. Full description at Econpapers \|\| Download paper	220
10	2002	Monte Carlo valuation of American options. (2002). Rogers, Leonard ; L. C. G. Rogers, . In: Mathematical Finance. RePEc:bla:mathfi:v:12:y:2002:i:3:p:271-286. Full description at Econpapers \|\| Download paper	207
11	2007	AN OLDâNEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT. (2007). Teboulle, Marc ; Ben-Tal, Aharon. In: Mathematical Finance. RePEc:bla:mathfi:v:17:y:2007:i:3:p:449-476. Full description at Econpapers \|\| Download paper	177
12	2019	The characteristic function of rough Heston models. (2019). el Euch, Omar ; Rosenbaum, Mathieu. In: Mathematical Finance. RePEc:bla:mathfi:v:29:y:2019:i:1:p:3-38. Full description at Econpapers \|\| Download paper	175
13	1997	Arbitrage with Fractional Brownian Motion. (1997). Rogers, Leonard ; L. C. G. Rogers, . In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:1:p:95-105. Full description at Econpapers \|\| Download paper	171
14	1994	MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT. (1994). Duan, Jin-Chuan. In: Mathematical Finance. RePEc:bla:mathfi:v:4:y:1994:i:2:p:155-167. Full description at Econpapers \|\| Download paper	166
15	2006	MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS. (2006). Cont, Rama. In: Mathematical Finance. RePEc:bla:mathfi:v:16:y:2006:i:3:p:519-547. Full description at Econpapers \|\| Download paper	163
16	1992	ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS. (1992). Jarrow, Robert ; Myneni, Ravi ; Carr, Peter. In: Mathematical Finance. RePEc:bla:mathfi:v:2:y:1992:i:2:p:87-106. Full description at Econpapers \|\| Download paper	160
17	1991	Optimal Stopping and the American Put. (1991). Jacka, S. D.. In: Mathematical Finance. RePEc:bla:mathfi:v:1:y:1991:i:2:p:1-14. Full description at Econpapers \|\| Download paper	159
18	1993	BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES. (1993). Yor, Marc ; Geman, Helyette. In: Mathematical Finance. RePEc:bla:mathfi:v:3:y:1993:i:4:p:349-375. Full description at Econpapers \|\| Download paper	157
19	2000	The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets. (2000). Frittelli, Marco. In: Mathematical Finance. RePEc:bla:mathfi:v:10:y:2000:i:1:p:39-52. Full description at Econpapers \|\| Download paper	157
20	2008	BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME. (2008). Zhou, Xunyu ; Jin, Hanqing. In: Mathematical Finance. RePEc:bla:mathfi:v:18:y:2008:i:3:p:385-426. Full description at Econpapers \|\| Download paper	154
21	1991	Universal Portfolios. (1991). Cover, Thomas M.. In: Mathematical Finance. RePEc:bla:mathfi:v:1:y:1991:i:1:p:1-29. Full description at Econpapers \|\| Download paper	149
22	2016	COHERENCE AND ELICITABILITY. (2016). Ziegel, Johanna F. In: Mathematical Finance. RePEc:bla:mathfi:v:26:y:2016:i:4:p:901-918. Full description at Econpapers \|\| Download paper	147
23	2003	Stochastic Volatility for LÃ©vy Processes. (2003). Carr, Peter ; Yor, Marc ; Geman, Helyette ; Madan, Dilip B.. In: Mathematical Finance. RePEc:bla:mathfi:v:13:y:2003:i:3:p:345-382. Full description at Econpapers \|\| Download paper	144
24	1993	OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS. (1993). Grossman, Sanford ; Zhou, Zhongquan . In: Mathematical Finance. RePEc:bla:mathfi:v:3:y:1993:i:3:p:241-276. Full description at Econpapers \|\| Download paper	137
25	1999	Interest Rate Dynamics and Consistent Forward Rate Curves. (1999). Christensen, Bent Jesper ; Bjork, Tomas. In: Mathematical Finance. RePEc:bla:mathfi:v:9:y:1999:i:4:p:323-348. Full description at Econpapers \|\| Download paper	137
26	1992	DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1. (1992). Scheinkman, Jose ; PagÃ¨s, Henri ; Bensaid, Bernard ; Lesne, Jean-Philippe ; Pages, Henri . In: Mathematical Finance. RePEc:bla:mathfi:v:2:y:1992:i:2:p:63-86. Full description at Econpapers \|\| Download paper	135
27	2000	Pricing Via Utility Maximization and Entropy. (2000). Rouge, Richard ; el Karoui, Nicole. In: Mathematical Finance. RePEc:bla:mathfi:v:10:y:2000:i:2:p:259-276. Full description at Econpapers \|\| Download paper	134
28	2002	Exponential Hedging and Entropic Penalties. (2002). Rheinlander, Thorsten ; Grandits, Peter ; Schweizer, Martin ; Delbaen, Freddy ; Samperi, Dominick ; Stricker, Christophe . In: Mathematical Finance. RePEc:bla:mathfi:v:12:y:2002:i:2:p:99-123. Full description at Econpapers \|\| Download paper	132
29	2004	THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES. (2004). Lee, Roger W.. In: Mathematical Finance. RePEc:bla:mathfi:v:14:y:2004:i:3:p:469-480. Full description at Econpapers \|\| Download paper	131
30	2008	OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS. (2008). Jouini, ElyÃ¨s ; Schachermayer, W. ; Touzi, N.. In: Mathematical Finance. RePEc:bla:mathfi:v:18:y:2008:i:2:p:269-292. Full description at Econpapers \|\| Download paper	131
31	2004	The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time. (2004). Schachermayer, Walter. In: Mathematical Finance. RePEc:bla:mathfi:v:14:y:2004:i:1:p:19-48. Full description at Econpapers \|\| Download paper	130
32	1996	HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12. (1996). Jaksa Cvitanić, ; Karatzas, Ioannis. In: Mathematical Finance. RePEc:bla:mathfi:v:6:y:1996:i:2:p:133-165. Full description at Econpapers \|\| Download paper	128
33	2005	AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION. (2005). Kalkbrener, Michael. In: Mathematical Finance. RePEc:bla:mathfi:v:15:y:2005:i:3:p:425-437. Full description at Econpapers \|\| Download paper	127
34	2002	A DIFFUSION MODEL FOR ELECTRICITY PRICES. (2002). Barlow, M. T.. In: Mathematical Finance. RePEc:bla:mathfi:v:12:y:2002:i:4:p:287-298. Full description at Econpapers \|\| Download paper	126
35	1997	Bond Market Structure in the Presence of Marked Point Processes. (1997). ÐÐ°Ð±Ð°Ð½Ð¾Ð², Ð®ÑÐ¸Ð¹ ; Kabanov, Yuri ; Runggaldier, Wolfgang ; Bjork, Tomas. In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:2:p:211-239. Full description at Econpapers \|\| Download paper	119
36	1997	Pricing Stock Options in a JumpâDiffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods. (1997). Scott, Louis O.. In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:4:p:413-426. Full description at Econpapers \|\| Download paper	119
37	2014	MEANâVARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION. (2014). Yu, Xun ; Bjork, Tomas ; Murgoci, Agatha. In: Mathematical Finance. RePEc:bla:mathfi:v:24:y:2014:i:1:p:1-24. Full description at Econpapers \|\| Download paper	118
38	2007	THE RANGE OF TRADED OPTION PRICES. (2007). Mark H. A. Davis, ; Hobson, David G.. In: Mathematical Finance. RePEc:bla:mathfi:v:17:y:2007:i:1:p:1-14. Full description at Econpapers \|\| Download paper	115
39	2009	RISK MEASURES ON ORLICZ HEARTS. (2009). Li, Tianhui ; Cheridito, Patrick. In: Mathematical Finance. RePEc:bla:mathfi:v:19:y:2009:i:2:p:189-214. Full description at Econpapers \|\| Download paper	112
40	1998	Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach. (1998). Koo, Hyeng Keun. In: Mathematical Finance. RePEc:bla:mathfi:v:8:y:1998:i:1:p:49-65. Full description at Econpapers \|\| Download paper	109
41	1995	VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1. (1995). Ritchken, Peter ; Sankarasubramanian, L.. In: Mathematical Finance. RePEc:bla:mathfi:v:5:y:1995:i:1:p:55-72. Full description at Econpapers \|\| Download paper	109
42	2001	The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims. (2001). Kunitomo, Naoto ; Takahashi, Akihiko. In: Mathematical Finance. RePEc:bla:mathfi:v:11:y:2001:i:1:p:117-151. Full description at Econpapers \|\| Download paper	105
43	2006	DISTRIBUTIONâINVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY. (2006). Weber, Stefan. In: Mathematical Finance. RePEc:bla:mathfi:v:16:y:2006:i:2:p:419-441. Full description at Econpapers \|\| Download paper	104
44	2005	DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS. (2005). Lando, David ; Jarrow, Robert ; Yu, Fan. In: Mathematical Finance. RePEc:bla:mathfi:v:15:y:2005:i:1:p:1-26. Full description at Econpapers \|\| Download paper	103
45	1999	Term Structure Models Driven by General LÃ©vy Processes. (1999). Raible, Sebastian ; Eberlein, Ernst. In: Mathematical Finance. RePEc:bla:mathfi:v:9:y:1999:i:1:p:31-53. Full description at Econpapers \|\| Download paper	102
46	2004	Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall. (2004). Scaillet, Olivier. In: Mathematical Finance. RePEc:bla:mathfi:v:14:y:2004:i:1:p:115-129. Full description at Econpapers \|\| Download paper	102
47	1997	A Continuity Correction for Discrete Barrier Options. (1997). Kou, Steven ; Glasserman, Paul ; Broadie, Mark. In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:4:p:325-349. Full description at Econpapers \|\| Download paper	101
48	1997	An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs. (1997). Wilmott, P. ; Whalley, A. E.. In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:3:p:307-324. Full description at Econpapers \|\| Download paper	100
49	1998	Robustness of the Black and Scholes Formula. (1998). Shreve, Steven E. ; el Karoui, Nicole ; Jeanblanc-Picque, Monique . In: Mathematical Finance. RePEc:bla:mathfi:v:8:y:1998:i:2:p:93-126. Full description at Econpapers \|\| Download paper	96
50	1996	OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL1. (1996). Renault, Eric ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:6:y:1996:i:3:p:279-302. Full description at Econpapers \|\| Download paper	95

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

#	Year	Title	Cited
1	1999	Coherent Measures of Risk. (1999). Artzner, Philippe ; Eber, Jean-Marc ; Delbaen, Freddy ; Heath, David. In: Mathematical Finance. RePEc:bla:mathfi:v:9:y:1999:i:3:p:203-228. Full description at Econpapers \|\| Download paper	438
2	2019	The characteristic function of rough Heston models. (2019). el Euch, Omar ; Rosenbaum, Mathieu. In: Mathematical Finance. RePEc:bla:mathfi:v:29:y:2019:i:1:p:3-38. Full description at Econpapers \|\| Download paper	89
3	1997	Backward Stochastic Differential Equations in Finance. (1997). Peng, S. ; El Karoui, N. ; Quenez, M. C.. In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:1:p:1-71. Full description at Econpapers \|\| Download paper	74
4	2016	COHERENCE AND ELICITABILITY. (2016). Ziegel, Johanna F. In: Mathematical Finance. RePEc:bla:mathfi:v:26:y:2016:i:4:p:901-918. Full description at Econpapers \|\| Download paper	50
5	1998	Long memory in continuousâtime stochastic volatility models. (1998). Renault, Eric ; Comte, Fabienne. In: Mathematical Finance. RePEc:bla:mathfi:v:8:y:1998:i:4:p:291-323. Full description at Econpapers \|\| Download paper	45
6	2015	OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS. (2015). Touzi, Nizar ; Espinosa, Gilles-Edouard . In: Mathematical Finance. RePEc:bla:mathfi:v:25:y:2015:i:2:p:221-257. Full description at Econpapers \|\| Download paper	43
7	2019	Mean field and nâagent games for optimal investment under relative performance criteria. (2019). Zariphopoulou, Thaleia ; Lacker, Daniel. In: Mathematical Finance. RePEc:bla:mathfi:v:29:y:2019:i:4:p:1003-1038. Full description at Econpapers \|\| Download paper	42
8	2023	Recent advances in reinforcement learning in finance. (2023). Xu, Renyuan ; Yang, Huining ; Hambly, Ben. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:437-503. Full description at Econpapers \|\| Download paper	41
9	1995	THE GARCH OPTION PRICING MODEL. (1995). Duan, Jin-Chuan. In: Mathematical Finance. RePEc:bla:mathfi:v:5:y:1995:i:1:p:13-32. Full description at Econpapers \|\| Download paper	41
10	1991	Universal Portfolios. (1991). Cover, Thomas M.. In: Mathematical Finance. RePEc:bla:mathfi:v:1:y:1991:i:1:p:1-29. Full description at Econpapers \|\| Download paper	41
11	1996	A YIELDâFACTOR MODEL OF INTEREST RATES. (1996). Duffie, Darrell ; Kan, Rui. In: Mathematical Finance. RePEc:bla:mathfi:v:6:y:1996:i:4:p:379-406. Full description at Econpapers \|\| Download paper	39
12	2000	Optimal Dynamic Portfolio Selection: Multiperiod MeanâVariance Formulation. (2000). Ng, Wan-Lung ; Li, Duan. In: Mathematical Finance. RePEc:bla:mathfi:v:10:y:2000:i:3:p:387-406. Full description at Econpapers \|\| Download paper	39
13	2007	AN OLDâNEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT. (2007). Teboulle, Marc ; Ben-Tal, Aharon. In: Mathematical Finance. RePEc:bla:mathfi:v:17:y:2007:i:3:p:449-476. Full description at Econpapers \|\| Download paper	36
14	1994	MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY. (1994). Taylor, Stephen J.. In: Mathematical Finance. RePEc:bla:mathfi:v:4:y:1994:i:2:p:183-204. Full description at Econpapers \|\| Download paper	36
15	2014	MEANâVARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION. (2014). Yu, Xun ; Bjork, Tomas ; Murgoci, Agatha. In: Mathematical Finance. RePEc:bla:mathfi:v:24:y:2014:i:1:p:1-24. Full description at Econpapers \|\| Download paper	32
16	1997	Arbitrage with Fractional Brownian Motion. (1997). Rogers, Leonard ; L. C. G. Rogers, . In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:1:p:95-105. Full description at Econpapers \|\| Download paper	28
17	2002	Monte Carlo valuation of American options. (2002). Rogers, Leonard ; L. C. G. Rogers, . In: Mathematical Finance. RePEc:bla:mathfi:v:12:y:2002:i:3:p:271-286. Full description at Econpapers \|\| Download paper	28
18	2008	BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME. (2008). Zhou, Xunyu ; Jin, Hanqing. In: Mathematical Finance. RePEc:bla:mathfi:v:18:y:2008:i:3:p:385-426. Full description at Econpapers \|\| Download paper	27
19	2008	OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS. (2008). Jouini, ElyÃ¨s ; Schachermayer, W. ; Touzi, N.. In: Mathematical Finance. RePEc:bla:mathfi:v:18:y:2008:i:2:p:269-292. Full description at Econpapers \|\| Download paper	26
20	2020	Network valuation in financial systems. (2020). Barucca, Paolo ; D'Errico, Marco ; Bardoscia, Marco ; Caldarelli, Guido ; Visentin, Gabriele ; Caccioli, Fabio ; Battiston, Stefano. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1181-1204. Full description at Econpapers \|\| Download paper	23
21	2023	Algorithmic market making in dealer markets with hedging and market impact. (2023). GuÃ©ant, Olivier ; Bergault, Philippe ; Gueant, Olivier ; Barzykin, Alexander. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:1:p:41-79. Full description at Econpapers \|\| Download paper	22
22	2017	THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL. (2017). Grasselli, Martino. In: Mathematical Finance. RePEc:bla:mathfi:v:27:y:2017:i:4:p:1013-1034. Full description at Econpapers \|\| Download paper	21
23	2016	RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS. (2016). Cont, Rama ; Amini, Hamed ; Minca, Andreea. In: Mathematical Finance. RePEc:bla:mathfi:v:26:y:2016:i:2:p:329-365. Full description at Econpapers \|\| Download paper	20
24	2020	Continuousâtime meanâvariance portfolio selection: A reinforcement learning framework. (2020). Yu, Xun ; Wang, Haoran. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1273-1308. Full description at Econpapers \|\| Download paper	19
25	2006	DISTRIBUTIONâINVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY. (2006). Weber, Stefan. In: Mathematical Finance. RePEc:bla:mathfi:v:16:y:2006:i:2:p:419-441. Full description at Econpapers \|\| Download paper	19
26	2016	A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM. (2016). Schachermayer, W ; Beiglbock, M ; Penkner, F ; Acciaio, B. In: Mathematical Finance. RePEc:bla:mathfi:v:26:y:2016:i:2:p:233-251. Full description at Econpapers \|\| Download paper	19
27	2020	Meanâfield games with differing beliefs for algorithmic trading. (2020). Jaimungal, Sebastian ; Casgrain, Philippe. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:995-1034. Full description at Econpapers \|\| Download paper	18
28	2009	AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS. (2009). Chambers, Christopher. In: Mathematical Finance. RePEc:bla:mathfi:v:19:y:2009:i:2:p:335-342. Full description at Econpapers \|\| Download paper	18
29	1998	OnâLine Portfolio Selection Using Multiplicative Updates. (1998). Singer, Yoram ; Schapire, Robert E. ; Warmuth, Manfred K. ; Helmbold, David P.. In: Mathematical Finance. RePEc:bla:mathfi:v:8:y:1998:i:4:p:325-347. Full description at Econpapers \|\| Download paper	17
30	2000	The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets. (2000). Frittelli, Marco. In: Mathematical Finance. RePEc:bla:mathfi:v:10:y:2000:i:1:p:39-52. Full description at Econpapers \|\| Download paper	17
31	2021	Bayes risk, elicitability, and the Expected Shortfall. (2021). Mao, Tiantian ; Wang, Ruodu ; Embrechts, Paul. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1190-1217. Full description at Econpapers \|\| Download paper	16
32	2006	DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION. (2006). Choi, Kyoung Jin ; Shim, Gyoocheol. In: Mathematical Finance. RePEc:bla:mathfi:v:16:y:2006:i:2:p:443-467. Full description at Econpapers \|\| Download paper	15
33	1993	OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS. (1993). Grossman, Sanford ; Zhou, Zhongquan . In: Mathematical Finance. RePEc:bla:mathfi:v:3:y:1993:i:3:p:241-276. Full description at Econpapers \|\| Download paper	15
34	2004	Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall. (2004). Scaillet, Olivier. In: Mathematical Finance. RePEc:bla:mathfi:v:14:y:2004:i:1:p:115-129. Full description at Econpapers \|\| Download paper	15
35	1998	Complete Models with Stochastic Volatility. (1998). Rogers, Leonard ; L. C. G. Rogers, ; Hobson, David G.. In: Mathematical Finance. RePEc:bla:mathfi:v:8:y:1998:i:1:p:27-48. Full description at Econpapers \|\| Download paper	15
36	1992	ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS. (1992). Jarrow, Robert ; Myneni, Ravi ; Carr, Peter. In: Mathematical Finance. RePEc:bla:mathfi:v:2:y:1992:i:2:p:87-106. Full description at Econpapers \|\| Download paper	15
37	2005	AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION. (2005). Kalkbrener, Michael. In: Mathematical Finance. RePEc:bla:mathfi:v:15:y:2005:i:3:p:425-437. Full description at Econpapers \|\| Download paper	15
38	2006	MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS. (2006). Cont, Rama. In: Mathematical Finance. RePEc:bla:mathfi:v:16:y:2006:i:3:p:519-547. Full description at Econpapers \|\| Download paper	15
39	2006	A BENCHMARK APPROACH TO FINANCE. (2006). Platen, Eckhard. In: Mathematical Finance. RePEc:bla:mathfi:v:16:y:2006:i:1:p:131-151. Full description at Econpapers \|\| Download paper	15
40	1997	The Market Model of Interest Rate Dynamics. (1997). Musiela, Marek ; Dariusz G¸atarek, ; Brace, Alan. In: Mathematical Finance. RePEc:bla:mathfi:v:7:y:1997:i:2:p:127-155. Full description at Econpapers \|\| Download paper	15
41	2023	Learning equilibrium meanâvariance strategy. (2023). Jia, Yanwei ; Dong, Yuchao ; Dai, Min. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:4:p:1166-1212. Full description at Econpapers \|\| Download paper	14
42	2021	Size matters for OTC market makers: General results and dimensionality reduction techniques. (2021). GuÃ©ant, Olivier ; Bergault, Philippe ; Gueant, Olivier. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:279-322. Full description at Econpapers \|\| Download paper	14
43	2002	Exponential Hedging and Entropic Penalties. (2002). Rheinlander, Thorsten ; Grandits, Peter ; Schweizer, Martin ; Delbaen, Freddy ; Samperi, Dominick ; Stricker, Christophe . In: Mathematical Finance. RePEc:bla:mathfi:v:12:y:2002:i:2:p:99-123. Full description at Econpapers \|\| Download paper	14
44	2009	PORTFOLIO SELECTION WITH MONOTONE MEANâVARIANCE PREFERENCES. (2009). Taboga, Marco ; Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio. In: Mathematical Finance. RePEc:bla:mathfi:v:19:y:2009:i:3:p:487-521. Full description at Econpapers \|\| Download paper	14
45	2004	THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES. (2004). Lee, Roger W.. In: Mathematical Finance. RePEc:bla:mathfi:v:14:y:2004:i:3:p:469-480. Full description at Econpapers \|\| Download paper	14
46	1991	Optimal Stopping and the American Put. (1991). Jacka, S. D.. In: Mathematical Finance. RePEc:bla:mathfi:v:1:y:1991:i:2:p:1-14. Full description at Econpapers \|\| Download paper	14
47	2024	Robust distortion risk measures. (2024). Vanduffel, Steven ; Bernard, Carole ; Pesenti, Silvana M. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:774-818. Full description at Econpapers \|\| Download paper	14
48	2020	Risk functionals with convex level sets. (2020). Wei, Yunran ; Wang, Ruodu. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1337-1367. Full description at Econpapers \|\| Download paper	14
49	2020	Noâarbitrage implies powerâlaw market impact and rough volatility. (2020). Jusselin, Paul ; Rosenbaum, Mathieu. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1309-1336. Full description at Econpapers \|\| Download paper	14
50	2003	Stochastic Volatility for LÃ©vy Processes. (2003). Carr, Peter ; Yor, Marc ; Geman, Helyette ; Madan, Dilip B.. In: Mathematical Finance. RePEc:bla:mathfi:v:13:y:2003:i:3:p:345-382. Full description at Econpapers \|\| Download paper	14

Citing documents used to compute impact factor: 95

Year	Title
2025	Sensitivity Analysis of emissions Markets: A Discrete-Time Radner Equilibrium Approach. (2024). Vermandel, Gauthier ; Tadese, Mekonnen ; Cr, St'Ephane. In: Papers. RePEc:arx:papers:2411.06185. Full description at Econpapers \|\| Download paper
2025	Emission impossible: Balancing Environmental Concerns and Inflation. (2025). Ren'e A"id, ; Biagini, Sara ; Arduca, Maria ; Taschini, Luca. In: Papers. RePEc:arx:papers:2501.16953. Full description at Econpapers \|\| Download paper
2025	Regulation in a Mean-Field Investment Game with Climate Damage. (2025). Federico, Salvatore ; Aid, Ren ; Ferrari, Giorgio ; Rodosthenous, Neofytos. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:705. Full description at Econpapers \|\| Download paper
2025	Comparison of Tax and Cap-and-Trade Carbon Pricing Schemes. (2025). Tadese, Mekonnen ; Drapeau, Samuel ; Cr, St'Ephane. In: Papers. RePEc:arx:papers:2510.15941. Full description at Econpapers \|\| Download paper
2025	Stochastic arbitrage with market index options. (2025). Beare, Brendan ; Zheng, Zhongxi ; Seo, Juwon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000160. Full description at Econpapers \|\| Download paper
2025	A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints. (2025). Horst, Ulrich ; Hager, Paul P ; Fu, Guanxing. In: Papers. RePEc:arx:papers:2403.10441. Full description at Econpapers \|\| Download paper
2025	Fredholm Approach to Nonlinear Propagator Models. (2025). Tuschmann, Sturmius ; Neuman, Eyal ; de Carvalho, Nathan ; Bondi, Alessandro ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2503.04323. Full description at Econpapers \|\| Download paper
2025	Fast and slow optimal trading with exogenous information. (2025). Micheli, Alessandro ; Cont, Rama ; Neuman, Eyal. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-025-00560-w. Full description at Econpapers \|\| Download paper
2025	Optimal Liquidation with Signals: the General Propagator Case. (2025). Jaber, Eduardo Abi ; Neuman, Eyal. In: Post-Print. RePEc:hal:journl:hal-03835948. Full description at Econpapers \|\| Download paper
2025	An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences. (2025). Xia, Jianming ; Wang, Sheng ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2412.02446. Full description at Econpapers \|\| Download paper
2025	Equilibrium investment under dynamic preference uncertainty. (2025). Havrylenko, Yevhen ; Desmettre, Sascha ; Steffensen, Mogens ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2512.21149. Full description at Econpapers \|\| Download paper
2025	Equilibrium investment strategies for a defined contribution pension plan with random risk aversion. (2025). Wang, Ling ; Jia, Bowen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000873. Full description at Econpapers \|\| Download paper
2025	A note on robust convex risk measures. (2025). Righi, Marcelo. In: Papers. RePEc:arx:papers:2406.12999. Full description at Econpapers \|\| Download paper
2025	Robust Optimization of Rank-Dependent Models with Uncertain Probabilities. (2025). Laeven, Roger ; Jin, Guanyu ; den Hertog, Dick. In: Papers. RePEc:arx:papers:2502.11780. Full description at Econpapers \|\| Download paper
2025	Bi-attribute utility preference robust optimization: A continuous piecewise linear approximation approach. (2025). Wang, Wei ; Wu, Qiong ; Zhang, Sainan ; Xu, Huifu. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:170-191. Full description at Econpapers \|\| Download paper
2025	Recent advances in coordination and optimization of power-transportation systems: An overview. (2025). Chen, Laijun ; Huang, Shihan ; Yang, Meng. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:220:y:2025:i:c:s1364032125004599. Full description at Econpapers \|\| Download paper
2025	Analytics on conditional moment generating functions of stochastic volatility models. (2025). Kwok, Yue Kuen ; Hu, Lilian. In: Quantitative Finance. RePEc:taf:quantf:v:25:y:2025:i:12:p:1991-2007. Full description at Econpapers \|\| Download paper
2025	Non-concave distributionally robust stochastic control in a discrete time finite horizon setting. (2024). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2404.05230. Full description at Econpapers \|\| Download paper
2025	Distributionally Robust Deep Q-Learning. (2025). Lu, Chung I ; Zhang, Aijia ; Sester, Julian. In: Papers. RePEc:arx:papers:2505.19058. Full description at Econpapers \|\| Download paper
2025	Robust mean-field control under common noise uncertainty. (2025). Lauriere, Mathieu ; Neufeld, Ariel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2511.04515. Full description at Econpapers \|\| Download paper
2025	Uncertainty Propagation and Dynamic Robust Risk Measures. (2025). Moresco, Marlon ; Pesenti, Silvana M ; Mailhot, Mlina. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:3:p:1939-1964. Full description at Econpapers \|\| Download paper
2025	Integration of investor behavioral perspective and climate change in reinforcement learning for portfolio optimization. (2025). Jebabli, Ikram ; Bouyaddou, Youssef. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400432x. Full description at Econpapers \|\| Download paper
2025	Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards. (2025). Garz, Rub'En ; Gulcehre, Caglar ; Terekhov, Mikhail ; Karzanov, Daniil ; Detyniecki, Marcin ; Raffinot, Thomas. In: Papers. RePEc:arx:papers:2502.02619. Full description at Econpapers \|\| Download paper
2025	FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading. (2025). Lin, Mingquan ; Peng, Xueqing ; Yu, Yangyang ; Cao, Yupeng ; Wang, Keyi ; Smith, Kaleb E ; Deng, Zhiyang ; Xie, Qianqian ; Xiong, Guojun ; Ananiadou, Sophia ; Huang, Jimin ; Liu, Xiao-Yang. In: Papers. RePEc:arx:papers:2502.11433. Full description at Econpapers \|\| Download paper
2025	Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent. (2025). Garrido-Merchn, Eduardo C ; De-La, Alejandra ; Coronado-Vaca, Mara. In: PLOS ONE. RePEc:plo:pone00:0315528. Full description at Econpapers \|\| Download paper
2025	Financial Data Analysis with Robust Federated Logistic Regression. (2025). Kulkarni, Sanjeev R ; Yang, Kun ; Krishnan, Nikhil. In: Papers. RePEc:arx:papers:2504.20250. Full description at Econpapers \|\| Download paper
2025	Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions. (2025). Liu, Yang ; Yu, Xiang ; Han, Shanyu. In: Papers. RePEc:arx:papers:2505.04553. Full description at Econpapers \|\| Download paper
2025	Is the difference between deep hedging and delta hedging a statistical arbitrage?. (2025). Prez, Carlos Octavio ; Godin, Frdric ; Gauthier, Genevive ; Franois, Pascal. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016192. Full description at Econpapers \|\| Download paper
2025	High-dimensional multi-period portfolio allocation using deep reinforcement learning. (2025). Olmo, Jose ; Atwi, Majed ; Jiang, Yifu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001595. Full description at Econpapers \|\| Download paper
2025	Solving dynamic portfolio selection problems via score-based diffusion models. (2025). Bayraktar, Erhan ; Yuan, Fengyi ; Aghapour, Ahmad. In: Papers. RePEc:arx:papers:2507.09916. Full description at Econpapers \|\| Download paper
2025	Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE. (2025). Liu, Rongwei ; Zheng, Jin ; Cartlidge, John. In: Papers. RePEc:arx:papers:2508.20103. Full description at Econpapers \|\| Download paper
2025	BlackâScholes Meet Imitation Learning: Evidence From Deep Hedging in China. (2025). Xu, Qingdong ; Tian, Ruzheng ; Kang, Jie ; Jiang, Fuwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:1071-1087. Full description at Econpapers \|\| Download paper
2025	Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.04555. Full description at Econpapers \|\| Download paper
2025	Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. (2025). Oh, Taeyeon ; Jung, Nak Hyun. In: PLOS ONE. RePEc:plo:pone00:0332779. Full description at Econpapers \|\| Download paper
2025	Reinforcement Learning in Financial Decision Making: A Systematic Review of Performance, Challenges, and Implementation Strategies. (2025). Hoque, Mohammad Rezoanul ; Ferdaus, Md Meftahul ; Hassan, Kabir M. In: Papers. RePEc:arx:papers:2512.10913. Full description at Econpapers \|\| Download paper
2025	Benchmarking deep reinforcement learning approaches to trade execution. (2025). Tonkin, Isaac ; Harris, Geoff ; Vanstone, Bruce ; Gepp, Adrian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002136. Full description at Econpapers \|\| Download paper
2025	Profitability of high-frequency market-making under market instability and manipulative behaviors. (2025). Jang, Hyun Jin ; Najmiddinov, Bekhzodbek. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325018896. Full description at Econpapers \|\| Download paper
2025	Computing Systemic Risk Measures with Graph Neural Networks. (2024). Weber, Niklas ; Meyer-Brandis, Thilo ; Gonon, Lukas. In: Papers. RePEc:arx:papers:2410.07222. Full description at Econpapers \|\| Download paper
2025	On the Martingale Schr\odinger Bridge between Two Distributions. (2024). Nutz, Marcel ; Wiesel, Johannes. In: Papers. RePEc:arx:papers:2401.05209. Full description at Econpapers \|\| Download paper
2025	On short-time behavior of implied volatility in a market model with indexes. (2025). Nguyen, Thai ; Chau, Huy N. In: Papers. RePEc:arx:papers:2402.16509. Full description at Econpapers \|\| Download paper
2025	Pricing of geometric Asian options in the Volterra-Heston model. (2025). Aichinger, Florian ; Desmettre, Sascha. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09211-w. Full description at Econpapers \|\| Download paper
2025	Pricing of geometric Asian options in the Volterra-Heston model. (2025). Desmettre, Sascha ; Aichinger, Florian. In: Papers. RePEc:arx:papers:2402.15828. Full description at Econpapers \|\| Download paper
2025	Sophisticated Capital Budgeting Decisions for Financial Performance and Risk ManagementâA Tale of Two Business Entities. (2025). Ali, Qaisar ; Parveen, Shazia ; Darmansyah, Asep. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:6:p:297-:d:1667720. Full description at Econpapers \|\| Download paper
2025	Efficient and proper generalised linear models with power link functions. (2025). Zhou, Feng ; Chen, Ziwei ; Badescu, Alexandru ; Asimit, Vali. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:91-118. Full description at Econpapers \|\| Download paper
2025	Portfolio selection and risk sharing via risk budgeting. (2025). Chong, Wing Fung ; Asimit, Vali ; Tunaru, Radu ; Zhou, Feng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000861. Full description at Econpapers \|\| Download paper
2025	Mixed causal-noncausal count process. (2025). Lu, Yang ; Pei, Jian ; Zhu, Fukang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:2:d:10.1007_s11749-024-00960-8. Full description at Econpapers \|\| Download paper
2025	Market Consistent Valuation for Bitcoin Options With Long Memory in Conditional Volatility and Conditional NonâNormality. (2025). Siu, Tak Kuen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:917-945. Full description at Econpapers \|\| Download paper
2025	Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006. Full description at Econpapers \|\| Download paper
2025	Unified approach for hedging impermanent loss of liquidity provision. (2025). Lucic, Vladimir ; Sepp, Artur ; Lipton, Alex. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:3:d:10.1007_s42521-025-00144-5. Full description at Econpapers \|\| Download paper
2025	Pricing Cryptocurrency Options With Volatility of Volatility. (2025). Du, Lingshan ; Shen, JI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:11:p:2066-2091. Full description at Econpapers \|\| Download paper
2025	On the existence of personal equilibria. (2025). , Mikl'Os ; Carassus, Laurence. In: Papers. RePEc:arx:papers:2512.08348. Full description at Econpapers \|\| Download paper
2025	Robust distortion risk measures with linear penalty under distribution uncertainty. (2025). Zhang, Hui ; Tian, Dejian ; Du, Yuxin. In: Papers. RePEc:arx:papers:2503.15824. Full description at Econpapers \|\| Download paper
2025	Analyzing distortion riskmetrics and weighted entropy for unimodal and symmetric distributions under partial information constraints. (2025). Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2504.19725. Full description at Econpapers \|\| Download paper
2025	Distributionally robust insurance under the Wasserstein distance. (2025). Boonen, Tim J ; Jiang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:61-78. Full description at Econpapers \|\| Download paper
2025	Extreme-case Range Value-at-Risk under Increasing Failure Rate. (2025). Su, Yuting ; Hu, Taizhong ; Zou, Zhenfeng. In: Papers. RePEc:arx:papers:2506.23073. Full description at Econpapers \|\| Download paper
2025	On data-driven robust distortion risk measures for non-negative risks with partial information. (2025). Hu, Yijun ; Wei, Linxiao ; Wang, Ran ; Han, Xiangyu. In: Papers. RePEc:arx:papers:2508.10682. Full description at Econpapers \|\| Download paper
2025	Robust elicitable functionals. (2025). Miao, Kathleen E ; Pesenti, Silvana M. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:2:p:311-325. Full description at Econpapers \|\| Download paper
2025	Robust distortion risk metrics and portfolio optimization. (2025). Vanduffel, Steven ; Liu, Peng ; Xia, YI. In: Papers. RePEc:arx:papers:2511.08662. Full description at Econpapers \|\| Download paper
2025	Risk bounds under right-tail uncertainty. (2025). Bignozzi, Valeria ; de Vecchi, Corrado. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-025-00513-0. Full description at Econpapers \|\| Download paper
2025	Risk measures on Musielak-Orlicz spaces: A state-dependent perspective for insurance. (2025). Strati, Francesco. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001210. Full description at Econpapers \|\| Download paper
2025	Exploratory Randomization for Discrete-Time Linear Exponential Quadratic Gaussian (LEQG) Problem. (2025). Lleo, Sebastien ; Runggaldier, Wolfgang. In: Papers. RePEc:arx:papers:2501.06275. Full description at Econpapers \|\| Download paper
2025	A Simple Strategy to Deal with Toxic Flow. (2025). , Leandro ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2503.18005. Full description at Econpapers \|\| Download paper
2025	Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement. (2025). Zhang, Zhanhao ; Sun, Qiang ; Shi, Xiaofei ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2504.04300. Full description at Econpapers \|\| Download paper
2025	Risk exchange under infinite-mean Pareto models. (2025). Chen, Yuyu ; Embrechts, Paul ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000782. Full description at Econpapers \|\| Download paper
2025	Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics. (2025). Saunders, David ; Li, Bin ; Chen, Yuling Max. In: Papers. RePEc:arx:papers:2501.16659. Full description at Econpapers \|\| Download paper
2025	The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning. (2025). Wu, Yuhan ; Li, YU ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2505.07537. Full description at Econpapers \|\| Download paper
2025	Mean-Variance Stackelberg Games with Asymmetric Information. (2025). Huang, Yu-Jui ; Zhu, Shihao. In: Papers. RePEc:arx:papers:2509.03669. Full description at Econpapers \|\| Download paper
2025	Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method. (2025). Dong, Yuchao ; Zheng, Harry. In: Papers. RePEc:arx:papers:2510.24128. Full description at Econpapers \|\| Download paper
2025	Exploratory Mean-Variance with Jumps: An Equilibrium Approach. (2025). Chen, Yuling Max ; Saunders, David ; Li, Bin. In: Papers. RePEc:arx:papers:2512.09224. Full description at Econpapers \|\| Download paper
2025	Relaxed Equilibria for Time-Inconsistent Markov Decision Processes. (2025). Bayraktar, Erhan ; Zhou, Zhou ; Wang, Zhenhua ; Huang, Yu-Jui. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:4:p:2666-2687. Full description at Econpapers \|\| Download paper
2025	Polynomial Voting Rules. (2025). Tang, Wenpin ; Yao, David D. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:1:p:90-106. Full description at Econpapers \|\| Download paper
2025	Pathwise analysis of log-optimal portfolios. (2025). Allan, Andrew L ; Kwossek, Anna P ; Promel, David J ; Liu, Chong. In: Papers. RePEc:arx:papers:2507.18232. Full description at Econpapers \|\| Download paper
2025	Portfolio time consistency and utility weighted discount rates. (2025). Pirvu, Traian A ; Mbodji, Oumar. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00382-6. Full description at Econpapers \|\| Download paper
2025	Exploiting mixed-frequency characteristics in parametric Mean-Expected Shortfall portfolio selection. (2025). Chen, Yun ; Zhang, Sicheng ; Liu, Shuting. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000677. Full description at Econpapers \|\| Download paper
2025	Aggregation of downside risk and portfolio selection. (2025). Wenzelburger, Jan ; Spanaus, Conrad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:119:y:2025:i:c:s0304406825000552. Full description at Econpapers \|\| Download paper
2025	Risk diversification and extreme risk mitigation. (2025). Bagnara, Matteo ; Vaucher, Benoit. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000714. Full description at Econpapers \|\| Download paper
2025	Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel. (2025). Possamai, Dylan ; Rossato, Chiara. In: Papers. RePEc:arx:papers:2512.08745. Full description at Econpapers \|\| Download paper
2025	HLOBâInformation persistence and structure in limit order books. (2025). Aste, Tomaso ; Bartolucci, Silvia ; Briola, Antonio. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126623. Full description at Econpapers \|\| Download paper
2025	Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks. (2025). Fabre, Timoth'Ee ; Challet, Damien. In: Papers. RePEc:arx:papers:2504.15908. Full description at Econpapers \|\| Download paper
2025	Forecasting Intraday Volume in Equity Markets with Machine Learning. (2025). Cucuringu, Mihai ; Zhang, Chao ; Li, Kang. In: Papers. RePEc:arx:papers:2505.08180. Full description at Econpapers \|\| Download paper
2025	An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book. (2025). Zhang, Ming ; Fang, Ran ; Yang, Jiahao ; Zhou, Jun. In: Papers. RePEc:arx:papers:2505.22678. Full description at Econpapers \|\| Download paper
2025	Order Book Filtration and Directional Signal Extraction at High Frequency. (2025). Maiti, Prithwish ; Jain, Shashi ; Anantha, Aditya Nittur. In: Papers. RePEc:arx:papers:2507.22712. Full description at Econpapers \|\| Download paper
2025	Deep reinforcement learning for optimal trading with partial information. (2025). Macri, Andrea ; Lillo, Fabrizio ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2511.00190. Full description at Econpapers \|\| Download paper
2025	Trading with Concave Price Impact and Impact DecayâTheory and Evidence. (2025). Hey, Natascha ; Webster, Kevin ; Muhle-Karbe, Johannes ; Mastromatteo, Iacopo. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:3:p:1230-1247. Full description at Econpapers \|\| Download paper
2025	Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark. (2025). Li, Yuying ; van Staden, Pieter ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2412.05431. Full description at Econpapers \|\| Download paper
2025	Pontryagin-Guided Policy Optimization for Mertons Portfolio Problem. (2025). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:2412.13101. Full description at Econpapers \|\| Download paper
2025	Gaining efficiency in deep policy gradient method for continuous-time optimal control problems. (2025). Fahim, Arash ; Rahman, Md Arafatur. In: Papers. RePEc:arx:papers:2502.14141. Full description at Econpapers \|\| Download paper
2025	Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent. (2023). Sun, Yifan ; Zariphopoulou, Thaleia ; Liang, Gechun. In: Papers. RePEc:arx:papers:2401.00103. Full description at Econpapers \|\| Download paper
2025	Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach. (2024). Liang, Gechun ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2410.01378. Full description at Econpapers \|\| Download paper
2025	Unwinding Stochastic Order Flow: When to Warehouse Trades. (2023). Nutz, Marcel ; Zhao, Long ; Webster, Kevin. In: Papers. RePEc:arx:papers:2310.14144. Full description at Econpapers \|\| Download paper
2025	Consistent time travel for realistic interactions with historical data: reinforcement learning for market making. (2025). Challet, Damien ; Ragel, Vincent. In: Papers. RePEc:arx:papers:2408.02322. Full description at Econpapers \|\| Download paper
2025	To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management. (2025). Gu, Olivier ; Bergault, Philippe ; Bodor, Hamza. In: Papers. RePEc:arx:papers:2503.02496. Full description at Econpapers \|\| Download paper
2025	Optimal hedging of an informed broker facing many traders. (2025). Bergault, Philippe ; Cardaliaguet, Pierre ; Yan, Wenbin. In: Papers. RePEc:arx:papers:2506.08992. Full description at Econpapers \|\| Download paper
2025	Understanding the worst-kept secret of high-frequency trading. (2025). Pulido, Sergio ; Sfendourakis, Emmanouil ; Rosenbaum, Mathieu. In: Post-Print. RePEc:hal:journl:hal-04362236. Full description at Econpapers \|\| Download paper
2025	Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	VIX options in the SABR model. (2025). Pirjol, Dan ; Zhu, Lingjiong. In: Papers. RePEc:arx:papers:2501.06398. Full description at Econpapers \|\| Download paper
2025	Martingale property and moment explosions in signature volatility models. (2025). Sotnikov, Dimitri ; Gassiat, Paul ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2503.17103. Full description at Econpapers \|\| Download paper
2025	Joint deep calibration of the 4-factor PDV model. (2025). Baschetti, Fabio ; Bormetti, Giacomo ; Rossi, Pietro. In: Papers. RePEc:arx:papers:2507.09412. Full description at Econpapers \|\| Download paper
2025	Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility. (2025). Chan, Patrick ; Zimbidis, Iosif ; Sircar, Ronnie. In: Papers. RePEc:arx:papers:2507.17162. Full description at Econpapers \|\| Download paper
2025	Hedging with memory: shallow and deep learning with signatures. (2025). , Louis-Amand ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2508.02759. Full description at Econpapers \|\| Download paper
2025	Risk-Neutral Pricing of Random-Expiry Options Using Trinomial Trees. (2025). Bossu, Sebastien ; Grabchak, Michael. In: Papers. RePEc:arx:papers:2508.17014. Full description at Econpapers \|\| Download paper
2025	Regulation or Competition:Major-Minor Optimal Liquidation across Dark and Lit Pools. (2025). Mastrolia, Thibaut ; Wang, Hao. In: Papers. RePEc:arx:papers:2509.03916. Full description at Econpapers \|\| Download paper
2025	Branched Signature Model. (2025). Feng, QI ; Ali, Munawar. In: Papers. RePEc:arx:papers:2511.00018. Full description at Econpapers \|\| Download paper
2025	Contracting with discretionary bonuses. (2025). Huang, Liwei ; Ekren, Ibrahim ; Alvarez, Guillermo Alonso. In: Papers. RePEc:arx:papers:2511.23424. Full description at Econpapers \|\| Download paper
2025	Coordinated Mean-Field Control for Systemic Risk. (2025). Yamanaka, Toshiaki. In: Papers. RePEc:arx:papers:2512.04704. Full description at Econpapers \|\| Download paper
2025	Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel. (2025). Possamai, Dylan ; Rossato, Chiara. In: Papers. RePEc:arx:papers:2512.08745. Full description at Econpapers \|\| Download paper
2025	Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178. Full description at Econpapers \|\| Download paper
2025	Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281. Full description at Econpapers \|\| Download paper
2025	4/2 rough and smooth. (2025). Yan, Tingjin ; Wang, Ling ; Yin, Jie ; Wong, Hoi Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:181:y:2025:i:c:s0378426625001803. Full description at Econpapers \|\| Download paper
2025	Hedging with memory: shallow and deep learning with signatures. (2025). Grard, Louis-Amand ; Jaber, Eduardo Abi. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-05197836. Full description at Econpapers \|\| Download paper
2025	An Entropy Regularized BSDE Approach to Bermudan Options and Games. (2025). Chee, Daniel ; Li, Libo ; Frikha, Noufel. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-05265653. Full description at Econpapers \|\| Download paper
2025	Universal approximation theorems for continuous functions of cÃ dlÃ g paths and LÃ©vy-type signature models. (2025). Svaluto-Ferro, Sara ; Primavera, Francesca ; Cuchiero, Christa. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-025-00557-5. Full description at Econpapers \|\| Download paper
2025	Equilibrium with heterogeneous information flows. (2025). Robertson, Scott. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:3:d:10.1007_s00780-025-00565-5. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
2024	Sequential optimal contracting in continuous time. (2024). Bayraktar, Erhan ; Huang, Liwei ; Alvarez, Guillermo Alonso ; Ekren, Ibrahim. In: Papers. RePEc:arx:papers:2411.04262. Full description at Econpapers \|\| Download paper
2024	Neural Operators Can Play Dynamic Stackelberg Games. (2024). Yang, Xuwei ; Kratsios, Anastasis ; Ekren, Ibrahim ; Alvarez, Guillermo. In: Papers. RePEc:arx:papers:2411.09644. Full description at Econpapers \|\| Download paper
2024	Handling model risk with XVAs. (2024). Crpey, Stphane ; Bnzet, Cyril. In: Post-Print. RePEc:hal:journl:hal-03675291. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning. (2023). Shi, Yun ; Li, Xun ; Cui, Xiangyu ; Zhao, SI. In: Papers. RePEc:arx:papers:2312.15385. Full description at Econpapers \|\| Download paper
2023	Closedâloop Nash competition for liquidity. (2023). Neuman, Eyal ; Muhlekarbe, Johannes ; Micheli, Alessandro. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:4:p:1082-1118. Full description at Econpapers \|\| Download paper
2023	Climate policies, macroprudential regulation, and the welfare cost of business cycles. (2023). Diluiso, Francesca ; Carli, Marco ; Annicchiarico, Barbara. In: Bank of England working papers. RePEc:boe:boeewp:1036. Full description at Econpapers \|\| Download paper
2023	Multivariate stress scenario selection in interbank networks. (2023). Kim, Kyoung-Kuk ; Kwon, Eunji ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers \|\| Download paper
2023	Deep Reinforcement Learning for Dynamic Stock Option Hedging: A Review. (2023). Lawryshyn, Yuri ; Pickard, Reilly. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:24:p:4943-:d:1299173. Full description at Econpapers \|\| Download paper
2023	New Classes of Distortion Risk Measures and Their Estimation. (2023). Wang, Xiwen ; Sepanski, Jungsywan H. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:194-:d:1277752. Full description at Econpapers \|\| Download paper
2023	Equilibrium in Functional Stochastic Games with Mean-Field Interaction. (2023). Voss, Moritz ; Neuman, Eyal ; Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-04119787. Full description at Econpapers \|\| Download paper
2023	Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. (2023). Wang, Wei ; Xu, Huifu. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00475-x. Full description at Econpapers \|\| Download paper
2023	Optimal stopping and impulse control in the presence of an anticipated regime switch. (2023). , Luis ; Sillanp, Wiljami. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:98:y:2023:i:2:d:10.1007_s00186-023-00838-9. Full description at Econpapers \|\| Download paper
2023	A transform-based method for pricing Asian options under general two-dimensional models. (2023). Zhang, Weinan ; Zeng, Pingping. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:11:p:1677-1697. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Robust control problems of BSDEs coupled with value functions. (2022). Yang, Zhou ; Zhang, Jing ; Zhou, Chao. In: Papers. RePEc:arx:papers:2208.10735. Full description at Econpapers \|\| Download paper
2022	Robustness of Hilbert space-valued stochastic volatility models. (2022). Eyjolfsson, Heidar ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2211.16071. Full description at Econpapers \|\| Download paper
2022	Designing Autonomous Markets for Stablecoin Monetary Policy. (2022). Schuldenzucker, Steffen ; Klages-Mundt, Ariah. In: Papers. RePEc:arx:papers:2212.12398. Full description at Econpapers \|\| Download paper
2022	On a Merton Problem with Irreversible Healthcare Investment. (2024). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671. Full description at Econpapers \|\| Download paper
2022	Optimal dividends under Markov-modulated bankruptcy level. (2022). Zhu, Shihao ; Schuhmann, Patrick ; Ferrari, Giorgio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:146-172. Full description at Econpapers \|\| Download paper
2022	On stock-based loans. (2022). McWalter, Thomas A ; Ritchken, Peter H. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000444. Full description at Econpapers \|\| Download paper
2022	The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2022). Jaber, Eduardo Abi. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00489-4. Full description at Econpapers \|\| Download paper
2022	Optimal Control of Diffusion Processes with Terminal Constraint in Law. (2022). Daudin, Samuel. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:1:d:10.1007_s10957-022-02053-8. Full description at Econpapers \|\| Download paper
2022	A two-player portfolio tracking game. (2022). Voss, Moritz. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00324-6. Full description at Econpapers \|\| Download paper
2022	Signal-to-noise matrix and model reduction in continuous-time hidden Markov models. (2022). Ruderer, Leonie ; Sass, Jorn ; Leoff, Elisabeth. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:95:y:2022:i:2:d:10.1007_s00186-022-00784-y. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	100	2903
2	Insurance: Mathematics and Economics / Elsevier	59	249
3	European Journal of Operational Research / Elsevier	142	248
4	Finance and Stochastics / Springer	60	244
5	Mathematical Finance / Wiley Blackwell	74	239
6	Mathematics / MDPI	22	219
7	Annals of Operations Research / Springer	56	138
8	Mathematics of Operations Research / INFORMS	62	136
9	Stochastic Processes and their Applications / Elsevier	50	134
10	Computational Economics / Springer	33	131
11	Operations Research / INFORMS	107	105