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Mathematics and Financial Economics / Springer

Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
6
Impact Factor (IF)
0.32
5 Years IF
0.29
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
2022 0 0.71 0 0 12 12 31 0 0 0 0 0 0.21
2023 0.67 0.66 0.36 0.67 24 36 47 13 13 12 8 12 8 0 5 0.21 0.19
2024 0.53 0.71 0.36 0.53 25 61 22 22 35 36 19 36 19 2 9.1 2 0.08 0.21
2025 0.67 0.94 0.57 0.74 31 92 13 52 87 49 33 61 45 7 13.5 2 0.06 0.27
2026 0.32 0.32 0.29 7 99 0 32 119 56 18 92 27 0 0
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12023Mean field portfolio games with consumption. (2023). Fu, Guanxing. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00328-2.

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21
22022Governmental incentives for green bonds investment. (2022). Possamai, Dylan ; Baldacci, Bastien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00320-w.

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11
32022Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity. (2022). Liebrich, Felix-Benedikt ; Munari, Cosimo. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00313-9.

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9
42024Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics. (2024). Mitra, Indrajit ; Zhang, Jingjie ; Bayraktar, Erhan. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-023-00351-x.

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6
52023Optimal collective investment: an analysis of individual welfare. (2023). Nguyen, Thai ; Branger, Nicole ; Mahayni, Antje ; Chen, AN. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00329-1.

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6
62023Contagion risks and security investment in directed networks. (2023). Amini, Hamed. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-023-00336-w.

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6
72022A stochastic control approach to public debt management. (2022). Brachetta, M ; Ceci, C. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00323-7.

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5
82024Energy transition under scenario uncertainty: a mean-field game of stopping with common noise. (2024). Leutscher, Marcos ; Dumitrescu, Roxana ; Tankov, Peter. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-023-00352-w.

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4
92023Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment. (2023). Xu, Zhihong ; Dai, Zexing ; Cheng, Panhong. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00339-7.

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4
102025Collective completeness and pricing hedging duality. (2025). Maggis, Marco ; Frittelli, Marco ; Doldi, Alessandro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:4:d:10.1007_s11579-025-00393-3.

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3
112024An optimal advertising model with carryover effect and mean field terms. (2024). Gozzi, Fausto ; Masiero, Federica ; Rosestolato, Mauro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00361-3.

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3
122022Multivariate tempered stable additive subordination for financial models. (2022). Semeraro, Patrizia. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00321-9.

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3
132022Learning about latent dynamic trading demand $$^*$$ ∗. (2022). Chen, Xiao ; Larsen, Kasper ; Choi, Jinhyuk ; Seppi, Duane J. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00317-5.

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2
142023Insurance guaranty premiums and exchange options. (2023). Song, Seongjoo ; Lee, Hangsuck. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00326-4.

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2
152023Robust utility maximization with nonlinear continuous semimartingales. (2023). Niemann, Lars ; Criens, David. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00342-y.

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2
162024Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria. (2024). Souganidis, Panagiotis E ; Zariphopoulou, Thaleia. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00363-1.

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2
172025Optimal investment and reinsurance under exponential forward preferences. (2025). Salterini, Benedetta ; Colaneri, Katia ; Cretarola, Alessandra. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00372-0.

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2
182023Systemic cascades on inhomogeneous random financial networks. (2023). Hurd, T R. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00315-7.

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2
192022Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk. (2022). Kusuda, Koji ; Kikuchi, Kentaro ; Batbold, Bolorsuvd. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00316-6.

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2
202024Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction. (2024). Huang, Ying ; Li, Man ; Zhou, Jieming. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00357-z.

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2
212024Age-dependent robust strategic asset allocation with inflation–deflation hedging demand. (2024). Kusuda, Koji ; Kikuchi, Kentaro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00369-9.

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2
222024A mean field game approach to relative investment–consumption games with habit formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00360-4.

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2
232025Portfolio 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.

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2
242023On intermediate marginals in martingale optimal transportation. (2023). Sester, Julian. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:4:d:10.1007_s11579-023-00345-9.

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1
252024Peer effect and dynamic ALM games among insurers. (2024). Su, Xizhi ; Deng, Chao ; Zhou, Chao. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00365-z.

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1
262025Long time behavior of optimal liquidation problems with semimartingale strategies and external flows. (2025). Cheng, Xinman ; Xia, Xiaonyu ; Fu, Guanxing. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:3:d:10.1007_s11579-025-00390-6.

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1
272023Consumption-investment decisions with endogenous reference point and drawdown constraint. (2023). Liang, Zongxia ; Luo, Xiaodong ; Yuan, Fengyi. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-023-00335-x.

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1
282025A note on persistent private information. (2025). Crowell, Robert A ; Cvitani, Jaka ; Acciaio, Beatrice. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00378-8.

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1
292025Behavioral robust mean-variance portfolio selection with an intractable claim. (2025). Maity, Arindam ; Selvaraju, N ; Bera, Koushik. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00386-2.

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1
302023Non-concave portfolio optimization with average value-at-risk. (2023). Zhang, Fangyuan. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-023-00332-0.

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1
312023Traditional and digital currencies in over-the-counter markets. (2023). Huang, Qianhong ; Frei, Christoph. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00341-z.

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1
322025Set-valued star-shaped risk measures. (2025). Jiang, Long ; Nie, Bingchu ; Tian, Dejian. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00384-4.

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1
332023Dynamic Cournot-Nash equilibrium: the non-potential case. (2023). Zhang, Xin ; Backhoff-Veraguas, Julio. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-022-00327-3.

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1
342025Credit guarantee, and risk contagion in guarantee networks: A supply chain perspective. (2025). Chen, YU ; Qian, Shuoge ; Song, Lei. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:3:d:10.1007_s11579-025-00397-z.

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1
352024Mean-field ranking games with diffusion control. (2024). Ankirchner, S ; Kazi-Tani, N ; Zhou, C ; Wendt, J. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00354-2.

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1
362025The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging. (2025). Kemper, Annika ; Schmeck, Maren Diane. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00383-5.

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1
372023An 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.

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1
382025Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets. (2025). Liang, Zongxia ; Xia, YI ; Guan, Guohui. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:3:d:10.1007_s11579-025-00391-5.

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1
392024Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise. (2024). Tangpi, Ludovic ; Wang, Shichun. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00353-3.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12023Mean field portfolio games with consumption. (2023). Fu, Guanxing. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00328-2.

Full description at Econpapers || Download paper

13
22024Countercyclical unemployment benefits: a general equilibrium analysis of transition dynamics. (2024). Mitra, Indrajit ; Zhang, Jingjie ; Bayraktar, Erhan. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-023-00351-x.

Full description at Econpapers || Download paper

6
32022Governmental incentives for green bonds investment. (2022). Possamai, Dylan ; Baldacci, Bastien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00320-w.

Full description at Econpapers || Download paper

6
42022Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity. (2022). Liebrich, Felix-Benedikt ; Munari, Cosimo. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:3:d:10.1007_s11579-022-00313-9.

Full description at Econpapers || Download paper

5
52023Contagion risks and security investment in directed networks. (2023). Amini, Hamed. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:2:d:10.1007_s11579-023-00336-w.

Full description at Econpapers || Download paper

4
62024An optimal advertising model with carryover effect and mean field terms. (2024). Gozzi, Fausto ; Masiero, Federica ; Rosestolato, Mauro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00361-3.

Full description at Econpapers || Download paper

3
72022A stochastic control approach to public debt management. (2022). Brachetta, M ; Ceci, C. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00323-7.

Full description at Econpapers || Download paper

3
82024Energy transition under scenario uncertainty: a mean-field game of stopping with common noise. (2024). Leutscher, Marcos ; Dumitrescu, Roxana ; Tankov, Peter. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-023-00352-w.

Full description at Econpapers || Download paper

3
92022Multivariate tempered stable additive subordination for financial models. (2022). Semeraro, Patrizia. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:16:y:2022:i:4:d:10.1007_s11579-022-00321-9.

Full description at Econpapers || Download paper

3
102023Optimal collective investment: an analysis of individual welfare. (2023). Nguyen, Thai ; Branger, Nicole ; Mahayni, Antje ; Chen, AN. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00329-1.

Full description at Econpapers || Download paper

3
112025Collective completeness and pricing hedging duality. (2025). Maggis, Marco ; Frittelli, Marco ; Doldi, Alessandro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:4:d:10.1007_s11579-025-00393-3.

Full description at Econpapers || Download paper

3
122023Systemic cascades on inhomogeneous random financial networks. (2023). Hurd, T R. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:1:d:10.1007_s11579-022-00315-7.

Full description at Econpapers || Download paper

2
132023Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment. (2023). Xu, Zhihong ; Dai, Zexing ; Cheng, Panhong. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:17:y:2023:i:3:d:10.1007_s11579-023-00339-7.

Full description at Econpapers || Download paper

2
142024Age-dependent robust strategic asset allocation with inflation–deflation hedging demand. (2024). Kusuda, Koji ; Kikuchi, Kentaro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00369-9.

Full description at Econpapers || Download paper

2
152024A mean field game approach to relative investment–consumption games with habit formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00360-4.

Full description at Econpapers || Download paper

2
162024Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction. (2024). Huang, Ying ; Li, Man ; Zhou, Jieming. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00357-z.

Full description at Econpapers || Download paper

2
172025Portfolio 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

2
182025Optimal investment and reinsurance under exponential forward preferences. (2025). Salterini, Benedetta ; Colaneri, Katia ; Cretarola, Alessandra. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00372-0.

Full description at Econpapers || Download paper

2
192024Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria. (2024). Souganidis, Panagiotis E ; Zariphopoulou, Thaleia. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00363-1.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 18
YearTitle
2026Mean Field Game of Optimal Tracking Portfolio. (2025). Huang, Yijie ; Bo, Lijun ; Yu, Xiang. In: Papers. RePEc:arx:papers:2505.01858.

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2026Mean-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.

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2026Mean-field games with unbounded controls: a weak formulation approach to global solutions. (2026). Sato, Takashi ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2603.05624.

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2026Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models. (2026). Loisel, Stphane ; Raynal, Etienne. In: Annals of Finance. RePEc:kap:annfin:v:22:y:2026:i:1:d:10.1007_s10436-026-00476-1.

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2026Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns. (2026). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf615.

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2026Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns. (2026). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2026cf1265.

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2026Forward Performance Processes under Multiple Default Risks. (2026). Chong, Wing Fung ; Dumitrescu, Roxana ; Hin, Kenneth Tsz ; Liang, Gechun. In: Papers. RePEc:arx:papers:2601.02276.

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2026Maximizing the Probability of Reaching a Goal Before Ruin with Transaction Costs. (2026). Guo, Junyi ; Liang, Xiaoqing. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:1:d:10.1007_s11009-026-10245-2.

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2026Optimal 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.

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2026Time consistent portfolio strategies for a general utility function. (2026). Mbodji, Oumar. In: Papers. RePEc:arx:papers:2602.18157.

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2026$\alpha$-robust utility maximization with intractable claims: A quantile optimization approach. (2026). Xu, Zuo Quan ; Chen, Xinyu. In: Papers. RePEc:arx:papers:2604.04649.

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2026Jumps and jolts: A continuous-time model for electricity future contract pricing. (2026). de Genaro, Alan ; Gavronski, Pedro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851325000790.

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2026Monotonic mean–deviation 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.

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2026Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies. (2026). Xia, Xiaonyu ; Fu, Guanxing ; Cheng, Xinman. In: Papers. RePEc:arx:papers:2602.20552.

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2026Systematic review and future perspectives on cascading failures in supply chains: modeling and optimization. (2026). Peng, Rui ; Wu, Shaomin ; Liu, Xiangwei ; Tian, Mengyao ; Fu, Xiuwen. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:270:y:2026:i:c:s0951832025013493.

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2026Collective arbitrage and the value of cooperation. (2026). Biagini, Francesca ; Doldi, Alessandro ; Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre. In: Finance and Stochastics. RePEc:spr:finsto:v:30:y:2026:i:1:d:10.1007_s00780-025-00582-4.

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2026When cooperation is beneficial to all agents. (2026). Maggis, Marco ; Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:2604.02862.

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2026Collective completeness and pricing-hedging duality II. (2026). Maggis, Marco ; Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:2606.19038.

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Recent citations
Recent citations received in 2025
YearCiting document
2025Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets. (2025). Cao, Yue ; Wang, Sheng ; Liang, Zongxia ; Yu, Xiang. In: Papers. RePEc:arx:papers:2511.05861.

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2025Nash equilibrium in insurance pricing and investment under common shocks. (2025). Zhang, Jinjin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325016630.

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Recent citations received in 2024
YearCiting document
2024Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets. (2024). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2412.09157.

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2024A mean field game model of green economy. (2024). Ren, Lianhai ; Zhang, Jingguo. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00118-z.

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Recent citations received in 2023
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2023Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343.

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2023Dynamic portfolio selection for nonlinear law-dependent preferences. (2023). Liang, Zongxia ; Xia, Jianming ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2311.06745.

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2023Linear-Quadratic-Singular Stochastic Differential Games and Applications. (2023). Burnier, Yannis ; Vepsaelaeinen, M ; Laine, Mikko. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:678.

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2023Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version). (2023). Dianetti, Jodi ; Tzouanas, Ioannis ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:681.

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2023Min–max multi-step barrier options and their variants. (2023). Song, Seongjoo ; Lee, Hangsuck. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000670.

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