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Finance and Stochastics

Springer Nature

AJG 3ABDC A
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
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Vulnerable European and American options in a hazard-process model
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20260 citations
Monotonic mean–deviation risk measures
Xia Han et al.
20260 citations
Understanding the worst-kept secret of high-frequency trading
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20260 citations
Coherent risk measures and uniform integrability
Muqiao Huang & Ruodu Wang
20260 citations
Obituary: Dieter Sondermann (1937–2026)
M. Schweizer
20260 citations
Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models
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20255 citations
Efficient evaluation of expectations of functions of a Lévy process and its extremum
Svetlana Boyarchenko & Sergei Levendorskiı̌
20253 citations
A framework of state-dependent utility optimisation with general benchmarks
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20252 citations
Fast and slow optimal trading with exogenous information
Rama Cont et al.
20252 citations
Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions
Viktor Antipov & Yuri Kabanov
20252 citations
A problem of finite-horizon optimal switching and stochastic control for utility maximisation
Zhou Yang & Junkee Jeon
20251 citations
Measuring risk contagion in financial networks with CoVaR
Bikramjit Das & Vicky Fasen
20251 citations
Graphon mean-field backward stochastic differential equations with jumps and associated dynamic risk measures
Hamed Amini et al.
20251 citations
Optimal bubble riding: a mean field game with varying entry times
Ludovic Tangpi & Shichun Wang
20251 citations
Semimartingale properties of a generalised fractional Brownian motion and its mixtures with applications in asset pricing
Tomoyuki Ichiba et al.
20251 citations
Equilibrium with heterogeneous information flows
Scott Robertson
20251 citations
Portfolio optimisation via strategy-specific eigenvector shrinkage
Lisa R. Goldberg et al.
20250 citations
Primal and dual optimal stopping with signatures
Christian Bayer et al.
20250 citations

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