Finance and Stochastics
To see a list of forthcoming papers, please check the """"Journal updates"""" _______________________________________________________________________________________________________________ Finance and Stochastics presents research in all areas of finance based on stochastic meth...
Metrics
Scimago and CountryOfPapers database fields
SJR Impact
1,002
H-index
56
Docs (year)
30
Docs 3y
80
Total refs
1305
Cites 3y
134
Citable 3y
76
Cites/Doc 2y
1.4
Ref/Doc
43.5
Immediate OA
2290 €
Embargoed OA
NPD
Non OA / Submission
0 €
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Best articles by citations
Additive subordination and its applications in finance
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View moreAn example of indifference prices under exponential preferences
View moreAmerican Parisian options
View moreAlpha-CIR model with branching processes in sovereign interest rate modeling
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View moreA super-martingale property of the optimal portfolio process
View moreA stochastic control problem with delay arising in a pension fund model
View moreA semimartingale BSDE related to the minimal entropy martingale measure
View moreA risk-sensitive stochastic control approach to an optimal investment problem with partial information
View moreA note on essential smoothness in the Heston model
View moreA model of financial market with several interacting assets. Complete market case
View moreA model for a large investor trading at market indifference prices. I: Single-period case
View moreA geometric approach to portfolio optimization in models with transaction costs
View moreA generalization of the Hull and White formula with applications to option pricing approximation
View moreA counter-example to an option pricing formula under transaction costs
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