Edit Profile (opens in new tab) Cont, Rama Co-Author Distance Author ID: cont.rama Published as: Cont, Rama; Cont, R. Homepage: http://rama.cont.perso.math.cnrs.fr/ External Links: MGP · ORCID · Wikidata · ResearchGate · dblp · GND · IdRef · theses.fr Documents Indexed: 76 Publications since 1997, including 2 Books and 8 Additional arXiv Preprints 5 Contributions as Editor · 1 Further Contribution Co-Authors: 59 Co-Authors with 67 Joint Publications 1,148 Co-Co-Authors all top 5 Co-Authors 13 single-authored 4 Bouchaud, Jean-Philippe 4 Deguest, Romain 4 Fournié, David-Antoine 4 Minca, Andreea 4 Tankov, Peter 3 Bentata, Amel 3 Chiu, Henry 3 Das, Purba 3 Potters, Marc 3 Wagalath, Lakshithe 3 Xu, Renyuan 2 Amini, Hamed 2 Cucuringu, Mihai 2 El Karoui, Nicole 2 Kan, Yu Hang 2 Kokholm, Thomas 2 Rossier, Alain 2 Sagna, Nicolas 2 Voltchkova, Ekaterina 1 Ananova, Anna 1 Avellaneda, Marco 1 Bally, Vlad 1 Bares, P. A. 1 Biagini, Sara 1 Blacque-Florentin, Pierre M. 1 Caramellino, Lucia 1 Cohen, Alain-Sam 1 Da Fonseca, José 1 de Larrard, Adrien 1 Duffie, James Darrell 1 Fouque, Jean-Pierre 1 Gardiol, Lucien 1 Glasserman, Paul 1 Glukhov, Vacslav 1 Gordy, Michael B. 1 Guo, Xin 1 Gyger, Sébastien 1 He, Xuedong 1 Heidari, Massoud 1 Jessen, Cathrine 1 Jin, Ruhong 1 Kukanov, Arseniy 1 Lantos, Nicolas 1 Lapeyre, Bernard 1 Löwe, Matthias 1 Lu, Yi 1 Mancini, Cecilia 1 Müller, Marvin S. 1 Perkowski, Nicolas 1 Pironneau, Olivier 1 Prenzel, Felix 1 Rogers, Chris B. 1 Scandolo, Giacomo 1 Sirignano, Justin A. 1 Stoikov, Sasha F. 1 Talreja, Rishi 1 Tanimura, Emily 1 Utzet, Frederic 1 Vega-Redondo, Fernando 1 Vives, Josep 1 Voltchkova, Ekaterian 1 Vuletić, Milena 1 Xiong, Wei all top 5 Serials 12 Mathematical Finance 9 Quantitative Finance 5 International Journal of Theoretical and Applied Finance 5 SIAM Journal on Financial Mathematics 3 Statistics & Risk Modeling 2 Operations Research 2 Stochastic Processes and their Applications 2 Applied Mathematical Finance 2 Bernoulli 2 Finance and Stochastics 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 Gazette des Mathématiciens 1 Journal of Functional Analysis 1 Journal of Mathematical Economics 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Annals of Operations Research 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 Electronic Communications in Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Macroeconomic Dynamics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Transactions of the London Mathematical Society 1 Transactions of the American Mathematical Society. Series B 1 Advanced Courses in Mathematics – CRM Barcelona 1 Chapman & Hall/CRC Financial Mathematics Series all top 5 Fields 53 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Probability theory and stochastic processes (60-XX) 12 Statistics (62-XX) 7 Operations research, mathematical programming (90-XX) 6 General and overarching topics; collections (00-XX) 4 Real functions (26-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Numerical analysis (65-XX) 2 History and biography (01-XX) 2 Combinatorics (05-XX) 2 Measure and integration (28-XX) 2 Partial differential equations (35-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 60 Publications have been cited 3,412 times in 2,826 Documents Cited by ▼ Year ▼ Financial modelling with jump processes. Zbl 1052.91043 Cont, Rama; Tankov, Peter 1,446 2004 Empirical properties of asset returns: stylized facts and statistical issues. Zbl 1408.62174 Cont, R. 293 2001 A finite difference scheme for option pricing in jump diffusion and exponential Lévy models. Zbl 1101.47059 Cont, Rama; Voltchkova, Ekaterina 172 2005 Functional Itō calculus and stochastic integral representation of martingales. Zbl 1272.60031 Cont, Rama; Fournié, David-Antoine 123 2013 Robustness and sensitivity analysis of risk measurement procedures. Zbl 1192.91191 Cont, Rama; Deguest, Romain; Scandolo, Giacomo 111 2010 A stochastic model for order book dynamics. Zbl 1232.91719 Cont, Rama; Stoikov, Sasha; Talreja, Rishi 98 2010 Model uncertainty and its impact on the pricing of derivative instruments. Zbl 1133.91413 Cont, Rama 95 2006 Change of variable formulas for non-anticipative functionals on path space. Zbl 1201.60051 Cont, Rama; Fournié, David-Antoine 87 2010 Herd behavior and aggregate fluctuations in financial markets. Zbl 1060.91506 Cont, Rama; Bouchaud, Jean-Philipe 83 2000 Price dynamics in a Markovian limit order market. Zbl 1288.91092 Cont, Rama; de Larrard, Adrien 81 2013 Integro-differential equations for option prices in exponential Lévy models. Zbl 1096.91023 Cont, Rama; Voltchkova, Ekaterina 71 2005 Resilience to contagion in financial networks. Zbl 1348.91297 Amini, Hamed; Cont, Rama; Minca, Andreea 53 2016 Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074 Cont, Rama; Mancini, Cecilia 45 2011 Dynamics of implied volatility surfaces. Zbl 1405.91603 Cont, Rama; Da Fonseca, José 43 2002 A functional extension of the Ito formula. Zbl 1202.60082 Cont, Rama; Fournie, David 37 2010 Long range dependence in financial markets. Zbl 1186.91230 Cont, Rama 37 2005 Modeling term structure dynamics: an infinite dimensional approach. Zbl 1113.91020 Cont, Rama 32 2005 A consistent pricing model for index options and volatility derivatives. Zbl 1262.91132 Cont, Rama; Kokholm, Thomas 30 2013 Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. Zbl 1110.49033 Cont, Rama; Tankov, Peter 29 2006 Hedging with options in models with jumps. Zbl 1151.91496 Cont, Rama; Tankov, Peter; Voltchkova, Ekaterian 29 2007 Fire sales forensics: measuring endogenous risk. Zbl 1348.91291 Cont, Rama; Wagalath, Lakshithe 29 2016 Scaling in stock market data: Stable laws and beyond. Zbl 0979.91037 Cont, Rama; Potters, Marc; Bouchaud, Jean-Philippe 27 1997 Forward equations for option prices in semimartingale models. Zbl 1325.60115 Bentata, Amel; Cont, Rama 21 2015 Running for the exit: distressed selling and endogenous correlation in financial markets. Zbl 1275.91057 Cont, Rama; Wagalath, Lakshithe 21 2013 Universal features of price formation in financial markets: perspectives from deep learning. Zbl 1420.91433 Sirignano, Justin; Cont, Rama 21 2019 Volatility clustering in financial markets: empirical facts and agent-based models. Zbl 1181.91341 Cont, Rama 20 2007 Encyclopedia of quantitative finance. 4 Volumes. Zbl 1185.91001 Cont, Rama 18 2010 Constant proportion portfolio insurance in the presence of jumps in asset prices. Zbl 1168.91381 Cont, Rama; Tankov, Peter 18 2009 Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 1478.60164 Cont, Rama; Perkowski, Nicolas 18 2019 Loss-based risk measures. Zbl 1267.62103 Cont, Rama; Deguest, Romain; He, Xue Dong 17 2013 Central clearing of OTC derivatives: bilateral vs multilateral netting. Zbl 1287.91137 Cont, Rama; Kokholm, Thomas 17 2014 Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) Zbl 1365.60056 Ananova, Anna; Cont, Rama 16 2017 Recovering portfolio default intensities implied by CDO quotes. Zbl 1282.91354 Cont, Rama; Minca, Andreea 16 2013 Stress testing the resilience of financial networks. Zbl 1236.91137 Amini, Hamed; Cont, Rama; Minca, Andreea 15 2012 Credit default swaps and systemic risk. Zbl 1406.91471 Cont, Rama; Minca, Andreea 15 2016 Optimal order placement in limit order markets. Zbl 1402.91678 Cont, Rama; Kukanov, Arseniy 14 2017 A reduced basis for option pricing. Zbl 1227.91033 Cont, Rama; Lantos, Nicolas; Pironneau, Olivier 12 2011 Phenomenology of the interest rate curve. Zbl 1009.91036 Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; El-Karoui, Nicole; Potters, Marc 12 1999 Dynamic hedging of portfolio credit derivatives. Zbl 1205.91157 Cont, Rama; Kan, Yu Hang 10 2011 Weak approximation of martingale representations. Zbl 1336.60109 Cont, Rama; Lu, Yi 9 2016 Social distance, heterogeneity and social interactions. Zbl 1232.91216 Cont, Rama; Löwe, Matthias 9 2010 Equity correlations implied by index options: estimation and model uncertainty analysis. Zbl 1280.91167 Cont, Rama; Deguest, Romain 8 2013 Functional Kolmogorov equations. Zbl 1372.60074 Cont, Rama; Fournié, David Antoine 7 2016 On pathwise quadratic variation for càdlàg functions. Zbl 1406.60082 Chiu, Henry; Cont, Rama 6 2018 On the support of solutions to stochastic differential equations with path-dependent coefficients. Zbl 1435.60045 Cont, Rama; Kalinin, Alexander 5 2020 Model-free representation of pricing rules as conditional expectations. Zbl 1211.91129 Biagini, Sara; Cont, Rama 4 2007 Institutional investors and the dependence structure of asset returns. Zbl 1337.91140 Cont, Rama; Wagalath, Lakshithe 4 2016 Default intensities implied by CDO spreads: inversion formula and model calibration. Zbl 1205.91169 Cont, Rama; Deguest, Romain; Kan, Yu Hang 4 2010 Causal functional calculus. Zbl 07720881 Chiu, Henry; Cont, Rama 4 2022 Constant proportion debt obligations (CPDOs): modeling and risk analysis. Zbl 1279.91172 Cont, Rama; Jessen, Cathrine 4 2012 Quadratic variation and quadratic roughness. Zbl 1512.60033 Cont, Rama; Das, Purba 3 2023 Interbank lending with benchmark rates: Pareto optima for a class of singular control games. Zbl 1522.91297 Cont, Rama; Guo, Xin; Xu, Renyuan 3 2021 Stochastic integration by parts and functional Itô calculus. Zbl 1341.60002 2 2016 Pathwise calculus for non-anticipative functionals. Zbl 1371.60098 Cont, Rama 2 2016 A stochastic partial differential equation model for limit order book dynamics. Zbl 1471.91530 Cont, Rama; Müller, Marvin S. 2 2021 Introduction to the special issue on volatility modelling. Zbl 1405.00038 2 2002 Small-world graphs: Characterization and alternative constructions. Zbl 1172.05050 Cont, Rama; Tanimura, Emily 1 2008 Weak functional calculus for square-integrable processes. Zbl 1371.60100 Cont, Rama 1 2016 Quadratic variation along refining partitions: constructions and examples. Zbl 1490.60083 Cont, Rama; Das, Purba 1 2022 A model-free approach to continuous-time finance. Zbl 1522.91213 Chiu, Henry; Cont, Rama 1 2023 Quadratic variation and quadratic roughness. Zbl 1512.60033 Cont, Rama; Das, Purba 3 2023 A model-free approach to continuous-time finance. Zbl 1522.91213 Chiu, Henry; Cont, Rama 1 2023 Causal functional calculus. Zbl 07720881 Chiu, Henry; Cont, Rama 4 2022 Quadratic variation along refining partitions: constructions and examples. Zbl 1490.60083 Cont, Rama; Das, Purba 1 2022 Interbank lending with benchmark rates: Pareto optima for a class of singular control games. Zbl 1522.91297 Cont, Rama; Guo, Xin; Xu, Renyuan 3 2021 A stochastic partial differential equation model for limit order book dynamics. Zbl 1471.91530 Cont, Rama; Müller, Marvin S. 2 2021 On the support of solutions to stochastic differential equations with path-dependent coefficients. Zbl 1435.60045 Cont, Rama; Kalinin, Alexander 5 2020 Universal features of price formation in financial markets: perspectives from deep learning. Zbl 1420.91433 Sirignano, Justin; Cont, Rama 21 2019 Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 1478.60164 Cont, Rama; Perkowski, Nicolas 18 2019 On pathwise quadratic variation for càdlàg functions. Zbl 1406.60082 Chiu, Henry; Cont, Rama 6 2018 Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) Zbl 1365.60056 Ananova, Anna; Cont, Rama 16 2017 Optimal order placement in limit order markets. Zbl 1402.91678 Cont, Rama; Kukanov, Arseniy 14 2017 Resilience to contagion in financial networks. Zbl 1348.91297 Amini, Hamed; Cont, Rama; Minca, Andreea 53 2016 Fire sales forensics: measuring endogenous risk. Zbl 1348.91291 Cont, Rama; Wagalath, Lakshithe 29 2016 Credit default swaps and systemic risk. Zbl 1406.91471 Cont, Rama; Minca, Andreea 15 2016 Weak approximation of martingale representations. Zbl 1336.60109 Cont, Rama; Lu, Yi 9 2016 Functional Kolmogorov equations. Zbl 1372.60074 Cont, Rama; Fournié, David Antoine 7 2016 Institutional investors and the dependence structure of asset returns. Zbl 1337.91140 Cont, Rama; Wagalath, Lakshithe 4 2016 Stochastic integration by parts and functional Itô calculus. Zbl 1341.60002 2 2016 Pathwise calculus for non-anticipative functionals. Zbl 1371.60098 Cont, Rama 2 2016 Weak functional calculus for square-integrable processes. Zbl 1371.60100 Cont, Rama 1 2016 Forward equations for option prices in semimartingale models. Zbl 1325.60115 Bentata, Amel; Cont, Rama 21 2015 Central clearing of OTC derivatives: bilateral vs multilateral netting. Zbl 1287.91137 Cont, Rama; Kokholm, Thomas 17 2014 Functional Itō calculus and stochastic integral representation of martingales. Zbl 1272.60031 Cont, Rama; Fournié, David-Antoine 123 2013 Price dynamics in a Markovian limit order market. Zbl 1288.91092 Cont, Rama; de Larrard, Adrien 81 2013 A consistent pricing model for index options and volatility derivatives. Zbl 1262.91132 Cont, Rama; Kokholm, Thomas 30 2013 Running for the exit: distressed selling and endogenous correlation in financial markets. Zbl 1275.91057 Cont, Rama; Wagalath, Lakshithe 21 2013 Loss-based risk measures. Zbl 1267.62103 Cont, Rama; Deguest, Romain; He, Xue Dong 17 2013 Recovering portfolio default intensities implied by CDO quotes. Zbl 1282.91354 Cont, Rama; Minca, Andreea 16 2013 Equity correlations implied by index options: estimation and model uncertainty analysis. Zbl 1280.91167 Cont, Rama; Deguest, Romain 8 2013 Stress testing the resilience of financial networks. Zbl 1236.91137 Amini, Hamed; Cont, Rama; Minca, Andreea 15 2012 Constant proportion debt obligations (CPDOs): modeling and risk analysis. Zbl 1279.91172 Cont, Rama; Jessen, Cathrine 4 2012 Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074 Cont, Rama; Mancini, Cecilia 45 2011 A reduced basis for option pricing. Zbl 1227.91033 Cont, Rama; Lantos, Nicolas; Pironneau, Olivier 12 2011 Dynamic hedging of portfolio credit derivatives. Zbl 1205.91157 Cont, Rama; Kan, Yu Hang 10 2011 Robustness and sensitivity analysis of risk measurement procedures. Zbl 1192.91191 Cont, Rama; Deguest, Romain; Scandolo, Giacomo 111 2010 A stochastic model for order book dynamics. Zbl 1232.91719 Cont, Rama; Stoikov, Sasha; Talreja, Rishi 98 2010 Change of variable formulas for non-anticipative functionals on path space. Zbl 1201.60051 Cont, Rama; Fournié, David-Antoine 87 2010 A functional extension of the Ito formula. Zbl 1202.60082 Cont, Rama; Fournie, David 37 2010 Encyclopedia of quantitative finance. 4 Volumes. Zbl 1185.91001 Cont, Rama 18 2010 Social distance, heterogeneity and social interactions. Zbl 1232.91216 Cont, Rama; Löwe, Matthias 9 2010 Default intensities implied by CDO spreads: inversion formula and model calibration. Zbl 1205.91169 Cont, Rama; Deguest, Romain; Kan, Yu Hang 4 2010 Constant proportion portfolio insurance in the presence of jumps in asset prices. Zbl 1168.91381 Cont, Rama; Tankov, Peter 18 2009 Small-world graphs: Characterization and alternative constructions. Zbl 1172.05050 Cont, Rama; Tanimura, Emily 1 2008 Hedging with options in models with jumps. Zbl 1151.91496 Cont, Rama; Tankov, Peter; Voltchkova, Ekaterian 29 2007 Volatility clustering in financial markets: empirical facts and agent-based models. Zbl 1181.91341 Cont, Rama 20 2007 Model-free representation of pricing rules as conditional expectations. Zbl 1211.91129 Biagini, Sara; Cont, Rama 4 2007 Model uncertainty and its impact on the pricing of derivative instruments. Zbl 1133.91413 Cont, Rama 95 2006 Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. Zbl 1110.49033 Cont, Rama; Tankov, Peter 29 2006 A finite difference scheme for option pricing in jump diffusion and exponential Lévy models. Zbl 1101.47059 Cont, Rama; Voltchkova, Ekaterina 172 2005 Integro-differential equations for option prices in exponential Lévy models. Zbl 1096.91023 Cont, Rama; Voltchkova, Ekaterina 71 2005 Long range dependence in financial markets. Zbl 1186.91230 Cont, Rama 37 2005 Modeling term structure dynamics: an infinite dimensional approach. Zbl 1113.91020 Cont, Rama 32 2005 Financial modelling with jump processes. Zbl 1052.91043 Cont, Rama; Tankov, Peter 1,446 2004 Dynamics of implied volatility surfaces. Zbl 1405.91603 Cont, Rama; Da Fonseca, José 43 2002 Introduction to the special issue on volatility modelling. Zbl 1405.00038 2 2002 Empirical properties of asset returns: stylized facts and statistical issues. Zbl 1408.62174 Cont, R. 293 2001 Herd behavior and aggregate fluctuations in financial markets. Zbl 1060.91506 Cont, Rama; Bouchaud, Jean-Philipe 83 2000 Phenomenology of the interest rate curve. Zbl 1009.91036 Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; El-Karoui, Nicole; Potters, Marc 12 1999 Scaling in stock market data: Stable laws and beyond. Zbl 0979.91037 Cont, Rama; Potters, Marc; Bouchaud, Jean-Philippe 27 1997 all cited Publications top 5 cited Publications all top 5 Cited by 3,992 Authors 32 Cont, Rama 28 Forsyth, Peter A. 21 Wang, Ruodu 19 Jakobsen, Espen Robstad 18 Figueroa-López, José E. 16 Schied, Alexander 15 Siu, Tak Kuen 15 Tankov, Peter 13 Minca, Andreea 12 Amini, Hamed 12 Li, Lingfei 12 Meyer-Brandis, Thilo 12 Pistorius, Martijn R. 12 Russo, Francesco 11 Dang, Duy Minh 11 Kumar, Arun 11 Ros-Oton, Xavier 11 Wang, Jun 10 Company, Rafael 10 Glau, Kathrin 10 Grabchak, Michael 10 Klüppelberg, Claudia 10 Lillo, Fabrizio 10 Sornette, Didier 10 Vanduffel, Steven 10 Westerhoff, Frank H. 10 Wong, Hoi Ying 10 Zhang, Jianfeng 9 Benth, Fred Espen 9 Di Persio, Luca 9 Fabozzi, Frank J. 9 Jódar Sanchez, Lucas Antonio 9 Mancini, Cecilia 9 Scherer, Matthias 9 Schwab, Christoph 9 Teng, Kaimin 9 Vetzal, Kenneth R. 9 Yin, George Gang 8 Bayraktar, Erhan 8 Belomestny, Denis 8 Biagini, Francesca 8 Bouchaud, Jean-Philippe 8 Detering, Nils 8 Elliott, Robert James 8 Feinstein, Zachary 8 Gajda, Janusz 8 Overbeck, Ludger 8 Pham, Huyên 8 Rüschendorf, Ludger 8 Sabino, Piergiacomo 8 Schoutens, Wim 8 Wyłomańska, Agnieszka 7 Barndorff-Nielsen, Ole Eiler 7 Delong, Łukasz 7 Ekren, Ibrahim 7 Fu, Ke’ang 7 Härdle, Wolfgang Karl 7 Heß, Markus 7 Jaimungal, Sebastian 7 Khedher, Asma 7 Kudryavtsev, Oleg 7 Kuznetsov, Alexey 7 Levendorskiĭ, Sergeĭ Zakharovich 7 Lijoi, Antonio 7 Mai, Jan-Frederik 7 Marazzina, Daniele 7 Mehrdoust, Farshid 7 Muhle-Karbe, Johannes 7 Muthukumar, Palanisamy 7 Obloj, Jan K. 7 Oosterlee, Cornelis Willebrordus 7 Panagiotou, Konstantinos D. 7 Rosenbaum, Mathieu 7 Swishchuk, Anatoliy 7 Touzi, Nizar 7 Vanmaele, Michèle 7 Xu, Huifu 7 Yamazaki, Akira 6 Bernard, Carole L. 6 Bouchard, Bruno 6 Carmona, René A. 6 Chen, Haibo 6 Cordoni, Francesco Giuseppe 6 Fakharany, M. 6 Fan, Jianqing 6 Glasserman, Paul 6 Hu, Yijun 6 Itkin, Andrey 6 Jacquier, Antoine 6 Kallsen, Jan 6 Kyprianou, Andreas E. 6 Leisen, Fabrizio 6 Liu, Lintao 6 Liu, Zhi 6 Madan, Dilip B. 6 Mariucci, Ester 6 Mijatović, Aleksandar 6 Mishura, Yuliya Stepanivna 6 Paterlini, Sandra 6 Prünster, Igor ...and 3,892 more Authors all top 5 Cited in 404 Serials 196 Quantitative Finance 127 International Journal of Theoretical and Applied Finance 81 Stochastic Processes and their Applications 80 Insurance Mathematics & Economics 75 Physica A 75 SIAM Journal on Financial Mathematics 67 Finance and Stochastics 64 Mathematical Finance 58 Journal of Computational and Applied Mathematics 56 European Journal of Operational Research 53 Applied Mathematical Finance 51 Journal of Economic Dynamics & Control 36 The Annals of Applied Probability 29 Journal of Econometrics 28 Statistics & Probability Letters 25 Annals of Operations Research 25 Bernoulli 24 Journal of Mathematical Analysis and Applications 24 Communications in Statistics. Theory and Methods 24 International Journal of Computer Mathematics 23 Applied Mathematics and Computation 23 Mathematics and Financial Economics 22 Methodology and Computing in Applied Probability 21 Journal of Applied Probability 21 Journal of Differential Equations 21 Stochastics 20 Computers & Mathematics with Applications 20 Journal of Multivariate Analysis 19 Operations Research 18 Stochastic Analysis and Applications 18 Review of Derivatives Research 18 Electronic Journal of Statistics 17 Advances in Applied Probability 17 Journal of Statistical Physics 17 Chaos, Solitons and Fractals 17 The Annals of Statistics 17 Asia-Pacific Financial Markets 17 Annals of Finance 16 Discrete and Continuous Dynamical Systems. Series B 15 Statistics and Computing 14 Applied Numerical Mathematics 14 Decisions in Economics and Finance 14 Journal of Industrial and Management Optimization 13 Applied Mathematics and Optimization 13 Mathematics of Operations Research 13 SIAM Journal on Numerical Analysis 13 Mathematical Methods of Operations Research 13 Stochastics and Dynamics 13 ASTIN Bulletin 12 Science China. Mathematics 11 Journal of Optimization Theory and Applications 11 Operations Research Letters 11 Journal of Scientific Computing 11 Statistical Inference for Stochastic Processes 11 Stochastic Models 10 Numerische Mathematik 10 Journal of Theoretical Probability 10 Computational Statistics and Data Analysis 10 Calculus of Variations and Partial Differential Equations 10 Scandinavian Actuarial Journal 10 Journal of Systems Science and Complexity 9 Applicable Analysis 9 Journal of Mathematical Physics 9 Discrete and Continuous Dynamical Systems 9 Abstract and Applied Analysis 9 Communications in Nonlinear Science and Numerical Simulation 9 Computational Management Science 9 The European Physical Journal B. Condensed Matter and Complex Systems 9 European Actuarial Journal 9 Probability, Uncertainty and Quantitative Risk 8 SIAM Journal on Control and Optimization 8 Economics Letters 8 Communications in Statistics. Simulation and Computation 8 Potential Analysis 8 SIAM Journal on Scientific Computing 8 Computational and Applied Mathematics 8 Journal of Statistical Mechanics: Theory and Experiment 8 Dependence Modeling 7 Journal of Computational Physics 7 Mathematical Methods in the Applied Sciences 7 Theory of Probability and its Applications 7 The Annals of Probability 7 Journal of Statistical Planning and Inference 7 Mathematics and Computers in Simulation 7 Japan Journal of Industrial and Applied Mathematics 7 Discrete Dynamics in Nature and Society 7 Probability in the Engineering and Informational Sciences 7 Communications on Pure and Applied Analysis 7 North American Actuarial Journal 7 International Journal of Stochastic Analysis 7 Statistics & Risk Modeling 6 Lithuanian Mathematical Journal 6 Journal of Functional Analysis 6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 6 Numerical Algorithms 6 Journal of Statistical Computation and Simulation 6 SIAM Journal on Mathematical Analysis 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 6 Applied Mathematics. Series B (English Edition) 6 NoDEA. Nonlinear Differential Equations and Applications ...and 304 more Serials all top 5 Cited in 46 Fields 1,755 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,386 Probability theory and stochastic processes (60-XX) 606 Statistics (62-XX) 424 Partial differential equations (35-XX) 401 Numerical analysis (65-XX) 191 Systems theory; control (93-XX) 128 Operations research, mathematical programming (90-XX) 122 Calculus of variations and optimal control; optimization (49-XX) 94 Integral equations (45-XX) 78 Operator theory (47-XX) 67 Statistical mechanics, structure of matter (82-XX) 58 Ordinary differential equations (34-XX) 50 Computer science (68-XX) 48 Real functions (26-XX) 29 Biology and other natural sciences (92-XX) 20 Combinatorics (05-XX) 20 Harmonic analysis on Euclidean spaces (42-XX) 18 Dynamical systems and ergodic theory (37-XX) 18 Functional analysis (46-XX) 17 Approximations and expansions (41-XX) 16 Measure and integration (28-XX) 16 Information and communication theory, circuits (94-XX) 15 Integral transforms, operational calculus (44-XX) 12 Quantum theory (81-XX) 10 Fluid mechanics (76-XX) 9 Global analysis, analysis on manifolds (58-XX) 8 Special functions (33-XX) 5 History and biography (01-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Potential theory (31-XX) 5 Mechanics of deformable solids (74-XX) 4 Mathematical logic and foundations (03-XX) 3 Functions of a complex variable (30-XX) 3 Difference and functional equations (39-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 General and overarching topics; collections (00-XX) 2 Sequences, series, summability (40-XX) 2 Convex and discrete geometry (52-XX) 2 Mechanics of particles and systems (70-XX) 1 Number theory (11-XX) 1 Algebraic geometry (14-XX) 1 Abstract harmonic analysis (43-XX) 1 Differential geometry (53-XX) 1 Algebraic topology (55-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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