Citation analysis for Finance and Stochastics / Springer

Citation Profile [Updated: 2026-05-04 07:00:09]

5 Years H Index

Impact Factor (IF)

1.17

5 Years IF

1.17

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
1996	0	0.24	0.75	0	4	4	77		4	0		0			0		0	0.11
1997	0	0.24	0.6	0	16	20	707	12	16	4		4		5	41.7	12	0.75	0.11
1998	0.65	0.27	0.39	0.65	21	41	691	16	32	20	13	20	13		0	2	0.1	0.13
1999	0.59	0.29	0.48	0.56	25	66	624	30	64	37	22	41	23		0	3	0.12	0.14
2000	0.41	0.35	0.61	0.58	17	83	445	50	115	46	19	66	38	4	8	2	0.12	0.16
2001	0.64	0.38	0.71	0.57	29	112	941	78	194	42	27	83	47	1	1.3	5	0.17	0.17
2002	0.54	0.39	0.64	0.64	38	150	1335	96	290	46	25	108	69	7	7.3	5	0.13	0.21
2004	0.92	0.48	0.94	0.87	29	179	902	169	604	38	35	109	95		0	9	0.31	0.22
2005	0.55	0.51	1.18	0.96	32	211	1027	249	853	29	16	113	109	5	2	13	0.41	0.23
2006	1.16	0.49	1.15	1.06	35	246	740	282	1135	61	71	128	136	16	5.7	7	0.2	0.22
2007	0.76	0.44	1.06	0.79	27	273	839	290	1425	67	51	134	106	23	7.9	11	0.41	0.2
2008	0.52	0.47	1.11	0.77	24	297	448	327	1756	62	32	123	95	12	3.7	11	0.46	0.22
2009	1.06	0.46	1.28	0.9	23	320	434	407	2166	51	54	147	133	15	3.7	11	0.48	0.23
2010	0.87	0.46	1.32	1	24	344	426	454	2621	47	41	141	141	32	7	10	0.42	0.2
2011	0.89	0.5	1.29	0.85	29	373	571	476	3101	47	42	133	113	43	9	14	0.48	0.23
2012	0.83	0.5	1.26	0.87	30	403	510	506	3609	53	44	127	111	54	10.7	9	0.3	0.21
2013	1.08	0.54	1.46	1.01	31	434	555	631	4241	59	64	130	131	45	7.1	14	0.45	0.23
2014	0.89	0.53	1.52	1.01	31	465	543	706	4947	61	54	137	138	67	9.5	21	0.68	0.22
2015	1.13	0.52	1.6	1.12	31	496	392	792	5740	62	70	145	162	74	9.3	11	0.35	0.22
2016	1.31	0.5	1.75	1.15	34	530	348	926	6667	62	81	152	175	72	7.8	14	0.41	0.2
2017	1	0.51	1.67	1.15	33	563	521	941	7608	65	65	157	181	89	9.5	12	0.36	0.2
2018	1.19	0.52	1.54	1.03	31	594	458	913	8521	67	80	160	165	96	10.5	14	0.45	0.22
2019	1.58	0.53	1.45	1.21	30	624	291	902	9423	64	101	160	194	62	6.9	12	0.4	0.21
2020	1.36	0.63	1.49	1.28	30	654	232	975	10398	61	83	159	203	70	7.2	17	0.57	0.3
2021	1.28	0.73	1.47	1.41	25	679	138	1000	11398	60	77	158	223	69	6.9	11	0.44	0.27
2022	1	0.72	1.25	1.3	27	706	95	883	12281	55	55	149	194	72	8.2	12	0.44	0.22
2023	0.77	0.67	1.16	1.09	29	735	84	852	13133	52	40	143	156	63	7.4	9	0.31	0.19
2024	1.05	0.73	1.12	1.06	29	764	56	853	13986	56	59	141	149	78	9.1	12	0.41	0.22
2025	1.17	0.96	1.23	1.17	29	793	17	977	14963	58	68	140	164	37	3.8	9	0.31	0.28

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	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	566
2	2006	Generalized deviations in risk analysis. (2006). Uryasev, Stan ; Rockafellar, R. ; Zabarankin, Michael. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:1:p:51-74. Full description at Econpapers \|\| Download paper	233
3	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	220
4	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	175
5	2013	Model-independent bounds for option pricesâa mass transport approach. (2013). Henry-Labordere, Pierre ; Beiglbock, Mathias ; Penkner, Friedrich . In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:3:p:477-501. Full description at Econpapers \|\| Download paper	174
6	2007	The numÃ©raire portfolio in semimartingale financial models. (2007). Karatzas, Ioannis ; Kardaras, Constantinos. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:447-493. Full description at Econpapers \|\| Download paper	172
7	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	172
8	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 ; Dave, Rakhal R. ; Pictet, Olivier V. ; Guillaume, Dominique M. ; Muller, Ulrich A.. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:2:p:95-129*. Full description at Econpapers \|\| Download paper	165
9	2005	Inf-convolution of risk measures and optimal risk transfer. (2005). Barrieu, Pauline ; el Karoui, Nicole. In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:2:p:269-298. Full description at Econpapers \|\| Download paper	162
10	2004	Liquidity risk and arbitrage pricing theory. (2004). Jarrow, Robert ; Etin, Umut ; Protter, Philip. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:3:p:311-341. Full description at Econpapers \|\| Download paper	154
11	2007	On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. (2007). Vives, Josep ; Leon, Jorge ; Alos, Elisa. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:571-589. Full description at Econpapers \|\| Download paper	143
12	1999	Applications of Malliavin calculus to Monte Carlo methods in finance. (1999). Lions, Pierre-Louis ; Touzi, Nizar ; Lebuchoux, Jerome ; Lasry, Jean-Michel ; Fournie, Eric . In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:4:p:391-412. Full description at Econpapers \|\| Download paper	142
13	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	136
14	2005	Local martingales, bubbles and option prices. (2005). Hobson, David ; Cox, Alexander . In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:4:p:477-492. Full description at Econpapers \|\| Download paper	134
15	2007	Moment explosions in stochastic volatility models. (2007). Piterbarg, Vladimir ; Andersen, Leif. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:1:p:29-50. Full description at Econpapers \|\| Download paper	134
16	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	130
17	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	129
18	2017	On time-inconsistent stochastic control in continuous time. (2017). Bjork, Tomas ; Khapko, Mariana ; Murgoci, Agatha. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:2:d:10.1007_s00780-017-0327-5. Full description at Econpapers \|\| Download paper	124
19	2004	Vector-valued coherent risk measures. (2004). Jouini, ElyÃ¨s ; Touzi, Nizar ; Meddeb, Moncef. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:531-552. Full description at Econpapers \|\| Download paper	121
20	2002	An analysis of a least squares regression method for American option pricing. (2002). Protter, Philip ; Clement, Emmanuelle ; Lamberton, Damien. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:449-471. Full description at Econpapers \|\| Download paper	107
21	2011	Asymptotic analysis for stochastic volatility: martingale expansion. (2011). Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:4:p:635-654. Full description at Econpapers \|\| Download paper	96
22	2006	A jump to default extended CEV model: an application of Bessel processes. (2006). Linetsky, Vadim ; Carr, Peter. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:3:p:303-330. Full description at Econpapers \|\| Download paper	96
23	1998	Option pricing with transaction costs and a nonlinear Black-Scholes equation. (1998). Soner, Halil Mete ; Barles, Guy . In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:4:p:369-397. Full description at Econpapers \|\| Download paper	94
24	2009	Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. (2009). Schied, Alexander ; SchÃ¶neborn, Torsten ; Schoneborn, Torsten. In: Finance and Stochastics. RePEc:spr:finsto:v:13:y:2009:i:2:p:181-204. Full description at Econpapers \|\| Download paper	88
25	2000	Efficient hedging: Cost versus shortfall risk. (2000). Leukert, Peter ; Follmer, Hans. In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:2:p:117-146. Full description at Econpapers \|\| Download paper	88
26	2011	Robust pricing and hedging of double no-touch options. (2011). Oboj, Jan ; Cox, Alexander . In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:3:p:573-605. Full description at Econpapers \|\| Download paper	87
27	1997	Processes of normal inverse Gaussian type. (1997). . In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1997:i:1:p:41-68. Full description at Econpapers \|\| Download paper	86
28	2015	Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul. In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790. Full description at Econpapers \|\| Download paper	84
29	2004	Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. (2004). Haussmann, Ulrich ; Sass, Jorn. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:553-577. Full description at Econpapers \|\| Download paper	83
30	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	83
31	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	82
32	2018	The microstructural foundations of leverage effect and rough volatility. (2018). Euch, Omar ; Rosenbaum, Mathieu ; Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0360-z. Full description at Econpapers \|\| Download paper	82
33	2000	Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. (2000). Asmussen, Soren ; Taksar, Michael ; Hojgaard, Bjarne. In: Finance and Stochastics. RePEc:spr:finsto:v:4:y:2000:i:3:p:299-324. Full description at Econpapers \|\| Download paper	79
34	2004	Asymptotic analysis for optimal investment and consumption with transaction costs. (2004). Shreve, Steven ; Janeek, Karel. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:2:p:181-206. Full description at Econpapers \|\| Download paper	77
35	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	74
36	1998	Local martingales and the fundamental asset pricing theorems in the discrete-time case. (1998). Jacod, J. ; Shiryaev, A. N.. In: Finance and Stochastics. RePEc:spr:finsto:v:2:y:1998:i:3:p:259-273. Full description at Econpapers \|\| Download paper	74
37	2004	An example of indifference prices under exponential preferences. (2004). Zariphopoulou, Thaleia ; Musiela, Marek. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:2:p:229-239. Full description at Econpapers \|\| Download paper	73
38	2001	Coherent risk measures and good-deal bounds. (2001). Kuchler, Uwe ; Jaschke, Stefan. In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:181-200. Full description at Econpapers \|\| Download paper	73
39	1999	Quantile hedging. (1999). Leukert, Peter ; Follmer, Hans. In: Finance and Stochastics. RePEc:spr:finsto:v:3:y:1999:i:3:p:251-273. Full description at Econpapers \|\| Download paper	72
40	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	72
41	2008	Optimal capital and risk allocations for law- and cash-invariant convex functions. (2008). Svindland, Gregor ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:12:y:2008:i:3:p:423-439. Full description at Econpapers \|\| Download paper	71
42	2010	Representation of the penalty term of dynamic concave utilities. (2010). Peng, Shige ; Delbaen, Freddy ; Gianin, Emanuela Rosazza. In: Finance and Stochastics. RePEc:spr:finsto:v:14:y:2010:i:3:p:449-472. Full description at Econpapers \|\| Download paper	70
43	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	70
44	2002	The cumulant process and Esschers change of measure. (2002). Kallsen, Jan ; Shiryaev, Albert N.. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:397-428. Full description at Econpapers \|\| Download paper	70
45	2017	Hybrid scheme for Brownian semistationary processes. (2017). Pakkanen, Mikko S ; Bennedsen, Mikkel ; Lunde, Asger. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:4:d:10.1007_s00780-017-0335-5. Full description at Econpapers \|\| Download paper	68
46	2018	Dynamic programming approach to principalâagent problems. (2018). Cvitanic, Jaksa ; Touzi, Nizar ; Possamai, Dylan. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0344-4. Full description at Econpapers \|\| Download paper	68
47	1997	*Continuous-time term structure models: Forward measure approach ()*. (1997). Rutkowski, Marek ; Musiela, Marek. In: Finance and Stochastics. RePEc:spr:finsto:v:1:y:1997:i:4:p:261-291*. Full description at Econpapers \|\| Download paper	67
48	2001	Applications of Malliavin calculus to Monte-Carlo methods in finance. II. (2001). Lions, Pierre-Louis ; Lebuchoux, Jerome ; Lasry, Jean-Michel ; Fournie, Eric . In: Finance and Stochastics. RePEc:spr:finsto:v:5:y:2001:i:2:p:201-236. Full description at Econpapers \|\| Download paper	66
49	2014	A theory of Markovian time-inconsistent stochastic control in discrete time. (2014). Bjork, Tomas ; Murgoci, Agatha. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:3:p:545-592. Full description at Econpapers \|\| Download paper	66
50	2012	Polynomial processes and their applications to mathematical finance. (2012). Keller-Ressel, Martin ; Teichmann, Josef ; Cuchiero, Christa. In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:711-740. Full description at Econpapers \|\| Download paper	65

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

#	Year	Title	Cited
1	2002	Convex measures of risk and trading constraints. (2002). Schied, Alexander ; Follmer, Hans. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:429-447. Full description at Econpapers \|\| Download paper	82
2	2018	The microstructural foundations of leverage effect and rough volatility. (2018). Euch, Omar ; Rosenbaum, Mathieu ; Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0360-z. Full description at Econpapers \|\| Download paper	36
3	2017	On time-inconsistent stochastic control in continuous time. (2017). Bjork, Tomas ; Khapko, Mariana ; Murgoci, Agatha. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:2:d:10.1007_s00780-017-0327-5. Full description at Econpapers \|\| Download paper	36
4	2013	Model-independent bounds for option pricesâa mass transport approach. (2013). Henry-Labordere, Pierre ; Beiglbock, Mathias ; Penkner, Friedrich . In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:3:p:477-501. Full description at Econpapers \|\| Download paper	35
5	2006	Generalized deviations in risk analysis. (2006). Uryasev, Stan ; Rockafellar, R. ; Zabarankin, Michael. In: Finance and Stochastics. RePEc:spr:finsto:v:10:y:2006:i:1:p:51-74. Full description at Econpapers \|\| Download paper	31
6	2007	On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. (2007). Vives, Josep ; Leon, Jorge ; Alos, Elisa. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:571-589. Full description at Econpapers \|\| Download paper	30
7	2018	Dynamic programming approach to principalâagent problems. (2018). Cvitanic, Jaksa ; Touzi, Nizar ; Possamai, Dylan. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0344-4. Full description at Econpapers \|\| Download paper	24
8	2017	Hybrid scheme for Brownian semistationary processes. (2017). Pakkanen, Mikko S ; Bennedsen, Mikkel ; Lunde, Asger. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:4:d:10.1007_s00780-017-0335-5. Full description at Econpapers \|\| Download paper	24
9	2020	Adapted Wasserstein distances and stability in mathematical finance. (2020). Beiglbock, Mathias ; Eder, Manu ; Backhoff-Veraguas, Julio ; Bartl, Daniel. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:3:d:10.1007_s00780-020-00426-3. Full description at Econpapers \|\| Download paper	23
10	2015	Aggregation-robustness and model uncertainty of regulatory risk measures. (2015). Wang, Ruodu ; Embrechts, Paul. In: Finance and Stochastics. RePEc:spr:finsto:v:19:y:2015:i:4:p:763-790. Full description at Econpapers \|\| Download paper	21
11	2005	Inf-convolution of risk measures and optimal risk transfer. (2005). Barrieu, Pauline ; el Karoui, Nicole. In: Finance and Stochastics. RePEc:spr:finsto:v:9:y:2005:i:2:p:269-298. Full description at Econpapers \|\| Download paper	21
12	2011	Asymptotic analysis for stochastic volatility: martingale expansion. (2011). Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:4:p:635-654. Full description at Econpapers \|\| Download paper	21
13	2008	Optimal capital and risk allocations for law- and cash-invariant convex functions. (2008). Svindland, Gregor ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:12:y:2008:i:3:p:423-439. Full description at Econpapers \|\| Download paper	20
14	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	19
15	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	18
16	2007	The numÃ©raire portfolio in semimartingale financial models. (2007). Karatzas, Ioannis ; Kardaras, Constantinos. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:4:p:447-493. Full description at Econpapers \|\| Download paper	18
17	2002	An analysis of a least squares regression method for American option pricing. (2002). Protter, Philip ; Clement, Emmanuelle ; Lamberton, Damien. In: Finance and Stochastics. RePEc:spr:finsto:v:6:y:2002:i:4:p:449-471. Full description at Econpapers \|\| Download paper	18
18	2019	Incorporating signals into optimal trading. (2019). LEHALLE, Charles-Albert ; Neuman, Eyal. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:2:d:10.1007_s00780-019-00382-7. Full description at Econpapers \|\| Download paper	17
19	2021	Scenario-based risk evaluation. (2021). Wang, Ruodu ; Ziegel, Johanna F. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:4:d:10.1007_s00780-021-00460-9. Full description at Econpapers \|\| Download paper	16
20	2023	Mean field portfolio games. (2023). Fu, Guanxing ; Zhou, Chao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00492-9. Full description at Econpapers \|\| Download paper	16
21	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	16
22	2007	Moment explosions in stochastic volatility models. (2007). Piterbarg, Vladimir ; Andersen, Leif. In: Finance and Stochastics. RePEc:spr:finsto:v:11:y:2007:i:1:p:29-50. Full description at Econpapers \|\| Download paper	16
23	2014	Comparative and qualitative robustness for law-invariant risk measures. (2014). Kratschmer, Volker ; Zahle, Henryk ; Schied, Alexander. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:2:p:271-295. Full description at Econpapers \|\| Download paper	15
24	2017	Optimal consumption and investment with EpsteinâZin recursive utility. (2017). Seiferling, Thomas ; Kraft, Holger ; Seifried, Frank Thomas. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0316-0. Full description at Econpapers \|\| Download paper	14
25	2014	A theory of Markovian time-inconsistent stochastic control in discrete time. (2014). Bjork, Tomas ; Murgoci, Agatha. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:3:p:545-592. Full description at Econpapers \|\| Download paper	14
26	2004	Vector-valued coherent risk measures. (2004). Jouini, ElyÃ¨s ; Touzi, Nizar ; Meddeb, Moncef. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:531-552. Full description at Econpapers \|\| Download paper	14
27	2017	Consumptionâinvestment optimization with EpsteinâZin utility in incomplete markets. (2017). Xing, Hao. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0297-z. Full description at Econpapers \|\| Download paper	13
28	2022	Optimal consumption with reference to past spending maximum. (2022). Li, Xun ; Yu, Xiang ; Deng, Shuoqing ; Pham, Huyen. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:2:d:10.1007_s00780-022-00475-w. Full description at Econpapers \|\| Download paper	13
29	2017	Trading strategies generated by Lyapunov functions. (2017). Ruf, Johannes ; Karatzas, Ioannis. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0332-8. Full description at Econpapers \|\| Download paper	13
30	2013	Consumption-portfolio optimization with recursive utility in incomplete markets. (2013). Steffensen, Mogens ; Kraft, Holger ; Seifried, Frank. In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:1:p:161-196. Full description at Econpapers \|\| Download paper	13
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32	2016	Polynomial diffusions and applications in finance. (2016). Larsson, Martin ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:4:d:10.1007_s00780-016-0304-4. Full description at Econpapers \|\| Download paper	12
33	2011	Pension funds with a minimum guarantee: a stochastic control approach. (2011). Gozzi, Fausto ; federico, salvatore ; di Giacinto, Marina. In: Finance and Stochastics. RePEc:spr:finsto:v:15:y:2011:i:2:p:297-342. Full description at Econpapers \|\| Download paper	11
34	2004	Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. (2004). Haussmann, Ulrich ; Sass, Jorn. In: Finance and Stochastics. RePEc:spr:finsto:v:8:y:2004:i:4:p:553-577. Full description at Econpapers \|\| Download paper	11
35	2020	Term structure modelling for multiple curves with stochastic discontinuities. (2020). Grbac, Zorana ; Schmidt, Thorsten ; Gumbel, Sandrine ; Fontana, Claudio. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00416-5. Full description at Econpapers \|\| Download paper	10
36	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	10
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43	2014	Beyond cash-additive risk measures: when changing the numÃ©raire fails. (2014). Farkas, Walter ; Koch-Medina, Pablo ; Munari, Cosimo. In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:145-173. Full description at Econpapers \|\| Download paper	9
44	2010	On optimal portfolio diversification with respect to extreme risks. (2010). Ruschendorf, Ludger ; Mainik, Georg . In: Finance and Stochastics. RePEc:spr:finsto:v:14:y:2010:i:4:p:593-623. Full description at Econpapers \|\| Download paper	9
45	2019	Affine forward variance models. (2019). Keller-Ressel, Martin ; Gatheral, Jim. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:3:d:10.1007_s00780-019-00392-5. Full description at Econpapers \|\| Download paper	9
46	2024	A framework for measures of risk under uncertainty. (2024). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00528-2. Full description at Econpapers \|\| Download paper	9
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48	2013	Drift dependence of optimal trade execution strategies under transient price impact. (2013). Lorenz, Christopher ; Schied, Alexander. In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:4:p:743-770. Full description at Econpapers \|\| Download paper	9
49	2012	Polynomial processes and their applications to mathematical finance. (2012). Keller-Ressel, Martin ; Teichmann, Josef ; Cuchiero, Christa. In: Finance and Stochastics. RePEc:spr:finsto:v:16:y:2012:i:4:p:711-740. Full description at Econpapers \|\| Download paper	9
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Citing documents used to compute impact factor: 68

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Recent citations received in 2025

Year	Citing document
2025	Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models. (2025). Shi, Qijin ; Ichiba, Tomoyuki. In: Papers. RePEc:arx:papers:2509.14529. Full description at Econpapers \|\| Download paper
2025	Kolmogorov equations for stochastic Volterra processes with singular kernels. (2025). Pannier, Alexandre ; Gasteratos, Ioannis. In: Papers. RePEc:arx:papers:2509.21608. Full description at Econpapers \|\| Download paper
2025	Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929. Full description at Econpapers \|\| Download paper
2025	Global universal approximation with Brownian signatures. (2025). Ceylan, Mihriban ; Promel, David J. In: Papers. RePEc:arx:papers:2512.16396. Full description at Econpapers \|\| Download paper
2025	Portfolio benchmarks in defined contribution pension plan management. (2025). Liu, Yang ; Huang, Daxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000472. Full description at Econpapers \|\| Download paper
2025	Convex comparison of Gaussian mixtures. (2025). Jourdain, Benjamin ; Pags, Gilles. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:209:y:2025:i:c:s0047259x25000430. Full description at Econpapers \|\| Download paper
2025	Convergence rates for Chernoff-type approximations of convex monotone semigroups. (2025). Jiang, Lianzi ; Liang, Gechun ; Kupper, Michael ; Blessing, Jonas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:189:y:2025:i:c:s0304414925001413. Full description at Econpapers \|\| Download paper
2025	Robust no-arbitrage under projective determinacy. (2025). Issaoui, Safae ; Carassus, Laurence ; Boistard, Alexandre. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:4:d:10.1007_s11579-025-00406-1. Full description at Econpapers \|\| Download paper
2025	Data-driven proactive contracting: a mathematical framework for enhancing strategic agility, risk management and value creation. (2025). Peiman, Pirmoradian ; Foad, Shokrollahi ; Azam, Pirmoradian ; Naji, Mohammadi Mohammad. In: TalTech Journal of European Studies. RePEc:vrs:bjeust:v:15:y:2025:i:1:p:40-57:n:1005. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
2024	Risk, utility and sensitivity to large losses. (2024). Khan, Nazem ; Herdegen, Martin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2405.12154. Full description at Econpapers \|\| Download paper
2024	Heat modulated affine stochastic volatility models for forward curve dynamics. (2024). Karbach, Sven. In: Papers. RePEc:arx:papers:2409.13070. Full description at Econpapers \|\| Download paper
2024	Deep learning interpretability for rough volatility. (2024). Brigo, Damiano ; Yuan, BO ; Jacquier, Antoine ; Pede, Nicola. In: Papers. RePEc:arx:papers:2411.19317. Full description at Econpapers \|\| Download paper
2024	Quantiles under ambiguity and risk sharing. (2024). Liu, Peng ; Wang, Ruodu ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2412.19546. Full description at Econpapers \|\| Download paper
2024	Are reference measures of law-invariant functionals unique?. (2024). Liebrich, Felix-Benedikt. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:129-141. Full description at Econpapers \|\| Download paper
2024	Hedging with physical or cash settlement under transient multiplicative price impact. (2024). Bilarev, Todor ; Becherer, Dirk. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00531-7. Full description at Econpapers \|\| Download paper
2024	Reducing ObizhaevaâWang-type trade execution problems to LQ stochastic control problems. (2024). Kruse, Thomas ; Urusov, Mikhail ; Ackermann, Julia. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:3:d:10.1007_s00780-024-00537-1. Full description at Econpapers \|\| Download paper
2024	Robustness of Hilbert space-valued stochastic volatility models. (2024). Benth, Fred Espen ; Eyjolfsson, Heidar. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00542-4. Full description at Econpapers \|\| Download paper
2024	Stationary covariance regime for affine stochastic covariance models in Hilbert spaces. (2024). Friesen, Martin ; Karbach, Sven. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00543-3. Full description at Econpapers \|\| Download paper
2024	Human capital and portfolio choice: borrowing constraint and reversible retirement. (2024). Kwak, Minsuk ; Koo, Hyeng Keun ; Jeon, Junkee. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00362-2. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	An elementary proof of the dual representation of Expected Shortfall. (2023). Herdegen, Martin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2306.14506. Full description at Econpapers \|\| Download paper
2023	Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Muler, Nora ; Albrecher, Hansjoerg. In: Papers. RePEc:arx:papers:2311.05781. Full description at Econpapers \|\| Download paper
2023	Dynamic portfolio selection for nonlinear law-dependent preferences. (2023). Liang, Zongxia ; Xia, Jianming ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2311.06745. 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	Semistatic robust utility indifference valuation and robust integral functionals. (2023). Owari, Keita. In: CARF F-Series. RePEc:cfi:fseres:cf577. Full description at Econpapers \|\| Download paper
2023	Optimisation of drawdowns by generalised reinsurance in the classical risk model. (2023). Brinker, Leonie Violetta ; Schmidli, Hanspeter. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:2:d:10.1007_s10203-023-00402-4. Full description at Econpapers \|\| Download paper
2023	The infinite-horizon investmentâconsumption problem for EpsteinâZin stochastic differential utility. I: Foundations. (2023). Herdegen, Martin ; Jerome, Joseph ; Hobson, David. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00495-6. Full description at Econpapers \|\| Download paper
2023	The infinite-horizon investmentâconsumption problem for EpsteinâZin stochastic differential utility. II: Existence, uniqueness and verification for Ï â ( 0 , 1 ) $\vartheta \in (0,1)$. (2023). Herdegen, Martin ; Jerome, Joseph ; Hobson, David. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00496-5. Full description at Econpapers \|\| Download paper
2023	An elementary proof of the dual representation of Expected Shortfall. (2023). Munari, Cosimo ; Herdegen, Martin. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:4:d:10.1007_s11579-023-00346-8. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Reinforcement Learning with Dynamic Convex Risk Measures. (2022). Jaimungal, Sebastian ; Coache, Anthony. In: Papers. RePEc:arx:papers:2112.13414. Full description at Econpapers \|\| Download paper
2022	Representation for martingales living after a random time with applications. (2022). Choulli, Tahir ; Alharbi, Ferdoos. In: Papers. RePEc:arx:papers:2203.11072. Full description at Econpapers \|\| Download paper
2022	Economic Networks: Theory and Computation. (2022). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2203.11972. Full description at Econpapers \|\| Download paper
2022	Log-optimal portfolio after a random time: Existence, description and sensitivity analysis. (2022). Choulli, Tahir ; Alharbi, Ferdoos. In: Papers. RePEc:arx:papers:2204.03798. Full description at Econpapers \|\| Download paper
2022	Ensemble learning for portfolio valuation and risk management. (2022). Boudabsa, Lotfi ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2204.05926. Full description at Econpapers \|\| Download paper
2022	Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. (2022). Murray, Phillip ; Pakkanen, Mikko S ; Wiese, Magnus ; Buehler, Hans ; Wood, Ben. In: Papers. RePEc:arx:papers:2207.07467. Full description at Econpapers \|\| Download paper
2022	Portfolio choice with return predictability and small trading frictions. (2022). Zhu, Song-Ping ; Ma, Guiyuan ; Siu, Chi Chung. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000694. Full description at Econpapers \|\| Download paper
2022	Extension of as-if-Markov modeling to scaled payments. (2022). Christiansen, Marcus C ; Furrer, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:288-306. Full description at Econpapers \|\| Download paper
2022	Explicit description of all deflators for market models under random horizon with applications to NFLVR. (2022). Choulli, Tahir ; Yansori, Sina. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:151:y:2022:i:c:p:230-264. Full description at Econpapers \|\| Download paper
2022	Stochastic Modelling of Lassa Fever Epidemic Disease. (2022). Pawowski, Witold ; Ahmed, Nauman ; Rafiq, Muhammad ; Mohsin, Muhammad ; Alqarni, Manal M ; Awrejcewicz, Jan ; Hamam, Haneen ; Mahmoud, Emad E ; Raza, Ali. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:16:p:2919-:d:887344. Full description at Econpapers \|\| Download paper
2022	Optimal Liquidation with Signals: the General Propagator Case. (2022). Neuman, Eyal ; Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-03835948. Full description at Econpapers \|\| Download paper
2022	Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints. (2022). Li, Shaun Xiaoyuan ; Jaber, Eduardo Abi ; Illand, Camille. In: Working Papers. RePEc:hal:wpaper:hal-03902513. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	98	2439
2	Finance and Stochastics / Springer	58	352
3	Mathematical Finance / Wiley Blackwell	72	180
4	Insurance: Mathematics and Economics / Elsevier	59	152
5	Stochastic Processes and their Applications / Elsevier	49	145
6	European Journal of Operational Research / Elsevier	140	122
7	Mathematics / MDPI	21	111
8	Mathematics and Financial Economics / Springer	5	85
9	Post-Print / HAL	219	82
10	Annals of Operations Research / Springer	54	80
11	Center for Mathematical Economics Working Papers / Center for Mathematical Economics, Bielefeld University	16	59