Citation analysis for Mathematical Finance / Wiley Blackwell

Citation Profile [Updated: 2026-07-12 11:58:33]

5 Years H Index

Impact Factor (IF)

0.85

5 Years IF

0.79

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	597	1	2	0		0		1	100	1	0.06	0.06
1992	0	0.12	0.03	0	16	33	658	1	3	17		17			0	1	0.06	0.06
1993	0.09	0.13	0.17	0.09	21	54	470	8	12	33	3	33	3	4	50	3	0.14	0.06
1994	0.08	0.14	0.14	0.06	20	74	803	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	887	35	57	41	12	74	23		0	8	0.42	0.1
1996	0.67	0.25	0.55	0.44	19	112	1360	60	119	39	26	93	41		0	4	0.21	0.11
1997	0.68	0.24	0.65	0.54	18	130	1742	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	931	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	3533	134	443	38	29	96	65	6	4.5	8	0.5	0.14
2000	1.06	0.34	1.36	1.27	28	194	1067	259	707	36	38	92	117	1	0.4	5	0.18	0.16
2001	0.77	0.38	1.24	1.06	20	214	653	262	972	44	34	101	107	3	1.1	4	0.2	0.17
2002	0.54	0.39	1.1	1.1	25	239	962	259	1234	48	26	102	112		0	5	0.2	0.21
2003	0.64	0.43	1.29	1	26	265	506	337	1575	45	29	109	109	10	3	6	0.23	0.21
2004	0.94	0.47	1.57	1.35	30	295	877	459	2039	51	48	115	155	13	2.8	6	0.2	0.21
2005	0.73	0.51	1.5	0.89	29	324	882	483	2526	56	41	129	115	8	1.7	17	0.59	0.23
2006	1.08	0.5	1.55	1.02	33	357	1139	550	3078	59	64	130	132	12	2.2	10	0.3	0.22
2007	0.89	0.44	1.61	0.91	27	384	753	614	3698	62	55	143	130	9	1.5	8	0.3	0.2
2008	1.12	0.47	1.62	1.04	30	414	941	666	4369	60	67	145	151	28	4.2	15	0.5	0.22
2009	0.75	0.46	1.65	0.99	22	436	613	719	5088	57	43	149	147	41	5.7	10	0.45	0.23
2014	0	0.52	2.26	2.55	16	452	435	1020	9414	0		22	56	20	2	8	0.5	0.22
2015	1.25	0.52	2.04	1.25	28	480	435	978	10393	16	20	16	20		0	7	0.25	0.22
2016	1.16	0.49	2.41	1.16	33	513	646	1232	11631	44	51	44	51	8	0.6	23	0.7	0.2
2017	1.25	0.51	1.97	1.34	35	548	412	1077	12712	61	76	77	103	2	0.2	13	0.37	0.2
2018	1.51	0.52	1.97	1.49	37	585	286	1150	13862	68	103	112	167	17	1.5	15	0.41	0.22
2019	1.03	0.53	1.91	1.44	35	620	557	1182	15044	72	74	149	215	10	0.8	29	0.83	0.21
2020	1.22	0.63	2.1	1.37	47	667	451	1403	16447	72	88	168	230	52	3.7	24	0.51	0.3
2021	1.83	0.72	2.05	1.51	42	709	235	1451	17898	82	150	187	282	104	7.2	13	0.31	0.26
2022	1.25	0.71	1.83	1.29	30	739	119	1355	19253	89	111	196	252	58	4.3	10	0.33	0.21
2023	0.89	0.66	1.58	1.05	38	777	189	1230	20483	72	64	191	201	52	4.2	10	0.26	0.19
2024	0.97	0.71	1.63	1.19	15	792	31	1292	21775	68	66	192	229	21	1.6	3	0.2	0.21
2025	1.87	0.94	1.76	1.46	26	818	42	1443	23218	53	99	172	251	4	0.3	21	0.81	0.27
2026	0.85		0.8	0.79	26	844	6	679	23897	41	35	151	119		0	8	0.31

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	2967
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	780
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	567
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	457
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	298
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	206
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	175
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	173
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	170
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	165
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	162
16	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
17	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	158
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	156
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	147
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	145
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	143
24	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
25	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	135
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	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
30	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
31	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
32	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	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	118
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	116
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	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
44	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
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	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	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	100
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	99
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	248
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	55
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	41
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	34
5	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	30
6	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	29
7	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	27
8	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	26
9	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	23
10	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	23
11	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	23
12	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	22
13	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	21
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	18
15	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	17
16	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	16
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	16
18	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	16
19	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	15
20	1999	Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example. (1999). Taksar, Michael ; Hojgaard, Bjarne. In: Mathematical Finance. RePEc:bla:mathfi:v:9:y:1999:i:2:p:153-182. Full description at Econpapers \|\| Download paper	15
21	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	15
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28	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	12
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32	2025	Joint calibration to SPX and VIX options with signatureâbased models. (2025). Svalutoferro, Sara ; Mller, Janka ; Gazzani, Guido ; Cuchiero, Christa. In: Mathematical Finance. RePEc:bla:mathfi:v:35:y:2025:i:1:p:161-213. Full description at Econpapers \|\| Download paper	10
33	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	10
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47	2016	A NOTE ON THE QUANTILE FORMULATION. (2016). Xu, Zuo Quan. In: Mathematical Finance. RePEc:bla:mathfi:v:26:y:2016:i:3:p:589-601. Full description at Econpapers \|\| Download paper	8
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49	2022	Portfolio liquidation games with selfâexciting order flow. (2022). Xia, Xiaonyu ; Horst, Ulrich ; Fu, Guanxing. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:4:p:1020-1065. Full description at Econpapers \|\| Download paper	8
50	2018	Convex duality for EpsteinâZin stochastic differential utility. (2018). Xing, Hao ; Matoussi, Anis. In: Mathematical Finance. RePEc:bla:mathfi:v:28:y:2018:i:4:p:991-1019. Full description at Econpapers \|\| Download paper	8

Citing documents used to compute impact factor: 35

Year	Title
2026	Some general results on risk budgeting portfolios. (2026). Uberti, Pierpaolo ; Fassino, Claudia. In: Papers. RePEc:arx:papers:2603.15511. Full description at Econpapers \|\| Download paper
2026	Dimension Reduction of Distributionally Robust Optimization Problems. (2025). Pesenti, Silvana M ; Tam, Brandon. In: Papers. RePEc:arx:papers:2504.06381. Full description at Econpapers \|\| Download paper
2026	Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application. (2026). Ye, Xintao ; Wei, Yunran ; Liu, Yang. In: Papers. RePEc:arx:papers:2603.10327. Full description at Econpapers \|\| Download paper
2026	Outperforming a Benchmark with $\alpha$-Bregman Wasserstein divergence. (2026). Nguyen, Thai ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2603.20580. Full description at Econpapers \|\| Download paper
2026	Monotonic meanâdeviation risk measures. (2026). Wu, Qinyu ; Wang, Ruodu ; Han, Xia. In: Finance and Stochastics. RePEc:spr:finsto:v:30:y:2026:i:2:d:10.1007_s00780-026-00586-8. Full description at Econpapers \|\| Download paper
2026	Dual Representation of Robust Risk Measures and Uncertainty Sets. (2026). Pesenti, Silvana M ; Righi, Marcelo ; Moresco, Marlon R. In: Papers. RePEc:arx:papers:2606.05392. Full description at Econpapers \|\| Download paper
2026	Differential Capital Taxation and Risk Premia: A Separation Result. (2026). Panteghini, Paolo ; Menoncin, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12640. Full description at Econpapers \|\| Download paper
2026	Blockchain Investment, dual-class share structure, and asset pricing efficiency. (2026). Hu, Nan ; Yin, Xuebao ; Qiu, Yueyang. In: Finance Research Letters. RePEc:eee:finlet:v:92:y:2026:i:c:s154461232600067x. Full description at Econpapers \|\| Download paper
2026	Partial comonotonicity and distortion riskmetrics. (2025). Huang, Muqiao. In: Papers. RePEc:arx:papers:2506.07472. Full description at Econpapers \|\| Download paper
2026	Diversification Preferences and Risk Attitudes. (2026). He, Xiangxin ; Wang, Ruodu ; Liu, Fangda. In: Papers. RePEc:arx:papers:2601.04067. Full description at Econpapers \|\| Download paper
2026	Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal. (2026). Nadtochiy, Sergey ; Alvarez, Guillermo A. In: Finance and Stochastics. RePEc:spr:finsto:v:30:y:2026:i:1:d:10.1007_s00780-025-00577-1. Full description at Econpapers \|\| Download paper
2026	Here, there and everywhere: state-dependent time-inconsistent stochastic control. (2026). Polo, Mateo Rodriguez ; Possamai, Dylan. In: Papers. RePEc:arx:papers:2603.22022. Full description at Econpapers \|\| Download paper
2026	Physical Climate Risk in Asset Management. (2026). Viola, Lorenzo ; Stocco, Davide ; Azzone, Michele ; Ghesini, Matteo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:33:y:2026:i:1:p:1077-1094. Full description at Econpapers \|\| Download paper
2026	Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions. (2025). Alos, Elisa ; Vives, Josep ; de Santiago, Rafael ; Bur, Oscar. In: Papers. RePEc:arx:papers:2507.23392. Full description at Econpapers \|\| Download paper
2026	Noise estimation of SDE from a single data trajectory. (2025). Lin, Guang ; Gao, Liyao ; Feng, QI ; Das, Purba ; Ali, Munawar. In: Papers. RePEc:arx:papers:2509.25484. Full description at Econpapers \|\| Download paper
2026	Universal approximation with signatures of non-geometric rough paths. (2026). Promel, David J ; Kwossek, Anna P ; Ceylan, Mihriban. In: Papers. RePEc:arx:papers:2602.05898. Full description at Econpapers \|\| Download paper
2026	A Wiener Chaos Approach to Martingale Modelling and Implied Volatility Calibration. (2026). Kloster, Thomas K ; Diaz-Lozano, Pere. In: Papers. RePEc:arx:papers:2602.16232. Full description at Econpapers \|\| Download paper
2026	VIX options in Bergomi models. (2026). Zhu, Lingjiong ; Pirjol, Dan ; Guo, Desen. In: Papers. RePEc:arx:papers:2606.02336. Full description at Econpapers \|\| Download paper
2026	Robust Exploratory Stopping under Ambiguity in Reinforcement Learning. (2025). Park, Kyunghyun ; Wong, Hoi Ying ; Ye, Junyan. In: Papers. RePEc:arx:papers:2510.10260. Full description at Econpapers \|\| Download paper
2026	A Monotone Limit Approach to Entropy-Regularized American Options. (2026). Li, Libo ; Frikha, Noufel ; Chee, Daniel. In: Papers. RePEc:arx:papers:2602.18062. Full description at Econpapers \|\| Download paper
2026	Entropy-regularized penalization schemes and reflected BSDEs with singular generators. (2026). Li, Libo ; Frikha, Noufel ; Chee, Daniel. In: Papers. RePEc:arx:papers:2602.18078. Full description at Econpapers \|\| Download paper
2026	A Monotone Limit Approach to Entropy-Regularized American Options. (2026). Li, Libo ; Frikha, Noufel ; Chee, Daniel. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-05520656. Full description at Econpapers \|\| Download paper
2026	Entropy-regularized penalization schemes for American options and reflected BSDEs with singular generators. (2026). Li, Libo ; Frikha, Noufel ; Chee, Daniel. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-05520660. Full description at Econpapers \|\| Download paper
2026	Continuous-time Optimal Stopping through Deep Reinforcement Learning. (2026). Ludkovski, Michael ; Borsa, Cosmin. In: Papers. RePEc:arx:papers:2606.17545. Full description at Econpapers \|\| Download paper
2026	Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models. (2025). He, Jian ; Khedher, Asma ; Karbach, Sven. In: Papers. RePEc:arx:papers:2508.14813. Full description at Econpapers \|\| Download paper
2026	On convergence of the Mayer problems arising in the theory of financial markets with transaction cost. (2026). Sidorenko, Artur ; Kabanov, Yuri. In: Papers. RePEc:arx:papers:2605.11717. Full description at Econpapers \|\| Download paper
2026	Option pricing under non-Markovian stochastic volatility models: A deep signature approach. (2025). Li, Wenyuan ; Wu, Xianglin ; Ma, Jingtang. In: Papers. RePEc:arx:papers:2508.15237. Full description at Econpapers \|\| Download paper
2026	Multiscaling in the Rough Bergomi Model: A Tale of Tails. (2026). di Matteo, Tiziana ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2601.11305. Full description at Econpapers \|\| Download paper
2026	Mean-field game of mean-variance portfolio management with peer-based relative risk aversion. (2026). Yu, Xiang ; Wang, Sheng ; Liang, Zongxia ; Cheng, Weilun. In: Papers. RePEc:arx:papers:2605.25824. Full description at Econpapers \|\| Download paper
2026	How can the dual martingale help solving the primal optimal stopping problem?. (2026). Lelong, J'Erome ; Kebaier, Ahmed ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2602.09950. Full description at Econpapers \|\| Download paper
2026	Stochastic portfolio theory with price impact. (2025). Itkin, David. In: Papers. RePEc:arx:papers:2506.07993. Full description at Econpapers \|\| Download paper
2026	Prediction of linear fractional stable motions using codifference. (2025). Valade, Thomas ; Sawaya, Karl ; Garcin, Matthieu. In: Papers. RePEc:arx:papers:2507.15437. Full description at Econpapers \|\| Download paper
2026	Ultra-short-term volatility surfaces. (2026). Reno, Roberto ; Gazzani, Guido ; Fusari, Nicola ; Bandi, Federico M. In: Papers. RePEc:arx:papers:2603.29430. Full description at Econpapers \|\| Download paper
2026	VIX Term Structure in the Rough Heston Model via Markovian Approximation. (2026). Fan, Zheqi ; Ye, Yifan ; Kwok, Yue Kuen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:799-823. Full description at Econpapers \|\| Download paper
2026	Mean Field Portfolio Games with Epstein-Zin Preferences. (2025). Fu, Guanxing ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2505.07231. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2026

Year	Citing document
2026	Choice of Collateral Currency in Differential Swaps. (2026). Rutkowski, Marek ; Liu, Ruyi ; Ding, Yining. In: Papers. RePEc:arx:papers:2603.07863. Full description at Econpapers \|\| Download paper
2026	Microstructural Foundation of Rough Log-Normal Volatility Models. (2026). Xu, Wei ; Wagenhofer, Thomas ; Horst, Ulrich ; Hager, Paul P. In: Papers. RePEc:arx:papers:2603.13170. Full description at Econpapers \|\| Download paper
2026	Comonotonic improvement under feasibility constraints. (2026). Lauzier, Jean-Gabriel ; Blier-Wong, Christopher. In: Papers. RePEc:arx:papers:2604.24546. Full description at Econpapers \|\| Download paper
2026	Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives. (2026). Nendel, Max. In: Papers. RePEc:arx:papers:2605.18049. Full description at Econpapers \|\| Download paper
2026	Mean-field game of mean-variance portfolio management with peer-based relative risk aversion. (2026). Yu, Xiang ; Wang, Sheng ; Liang, Zongxia ; Cheng, Weilun. In: Papers. RePEc:arx:papers:2605.25824. Full description at Econpapers \|\| Download paper
2026	Designing entry-monotone risk-sharing pools. (2026). Lauzier, Jean-Gabriel ; Blier-Wong, Christopher. In: Papers. RePEc:arx:papers:2606.00972. Full description at Econpapers \|\| Download paper
2026	Competition in Dealer Markets with Internalisation and Externalisation. (2026). Neuman, Eyal ; Boyce, Robert. In: Papers. RePEc:arx:papers:2606.06413. Full description at Econpapers \|\| Download paper

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	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	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

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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

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	99	2324
2	European Journal of Operational Research / Elsevier	141	200
3	Finance and Stochastics / Springer	59	195
4	Insurance: Mathematics and Economics / Elsevier	59	190
5	Mathematics / MDPI	22	156
6	Mathematical Finance / Wiley Blackwell	74	135
7	Annals of Operations Research / Springer	56	115
8	Mathematics of Operations Research / INFORMS	62	115
9	Stochastic Processes and their Applications / Elsevier	49	107
10	Computational Economics / Springer	33	103
11	Operations Research / INFORMS	107	101