Edit Profile (opens in new tab) Filipović, Damir Co-Author Distance Author ID: filipovic.damir.1 Published as: Filipović, Damir; Filipović, D. Homepage: https://www.epfl.ch/labs/csf/ External Links: MGP · IdRef · theses.fr Documents Indexed: 72 Publications since 1999, including 2 Books and 5 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 49 Co-Authors with 59 Joint Publications 1,518 Co-Co-Authors all top 5 Co-Authors 13 single-authored 10 Teichmann, Josef 6 Kupper, Michael 5 Larsson, Martin 5 Tappe, Stefan 3 Ackerer, Damien 3 Amini, Hamed 3 Chen, Li 3 Mayerhofer, Eberhard 3 Minca, Andreea 3 Schmidt, Thorsten 3 Svindland, Gregor 3 Vogelpoth, Nicolas 2 Albrecher, Hansjörg 2 Cheridito, Patrick 2 Cuchiero, Christa 2 Embrechts, Paul 2 Loisel, Stéphane 2 Overbeck, Ludger 2 Pulido, Sergio 2 Schneider, Paul J. 2 Trolle, Anders B. 2 Wagner, Joël 2 Willems, Sander 1 Bauer, Daniel J. 1 Boudabsa, Lotfi 1 Cambou, Mathieu 1 Duffie, James Darrell 1 Eksi, Zehra 1 Fernandez-Arjona, Lucio 1 Harrison, Glenn W. 1 Hughston, Lane P. 1 Kimmel, Robert L. 1 Kitapbayev, Yerkin 1 Koch Medina, Pablo 1 Koch, Pablo 1 Korn, Ralf 1 Kuhn, Daniel 1 Macrina, Andrea 1 Multerer, Michael D. 1 Pelsser, Antoon A. J. 1 Platen, Eckhard 1 Poor, Harold Vincent 1 Schachermayer, Walter 1 Schiller, Frank 1 Schmeiser, Hato 1 Shafiee, Soroosh 1 Sharef, Emmanuel 1 Statti, Francesco 1 Vanini, Paolo 1 Yor, Marc 1 Zabczyk, Jerzy all top 5 Serials 14 Mathematical Finance 11 Finance and Stochastics 4 The Annals of Applied Probability 4 SIAM Journal on Financial Mathematics 3 Journal of Functional Analysis 3 International Journal of Theoretical and Applied Finance 2 Insurance Mathematics & Economics 2 Operations Research Letters 2 Stochastic Processes and their Applications 2 Quantitative Finance 2 European Actuarial Journal 1 Journal of Computational and Applied Mathematics 1 Journal of Econometrics 1 Operations Research 1 Probability Theory and Related Fields 1 Electronic Journal of Probability 1 Bernoulli 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 ASTIN Bulletin 1 Asia-Pacific Financial Markets 1 Stochastics 1 Lecture Notes in Mathematics 1 Stochastic Systems 1 Springer Finance all top 5 Fields 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 38 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 3 Numerical analysis (65-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Functional analysis (46-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 61 Publications have been cited 1,523 times in 1,035 Documents Cited by ▼ Year ▼ Affine processes and applications in finance. Zbl 1048.60059 Duffie, D.; Filipović, D.; Schachermayer, W. 345 2003 Term-structure models. A graduate course. Zbl 1184.91002 Filipović, Damir 111 2009 Consistency problems for Heath-Jarrow-Morton interest rate models. Zbl 1008.91038 Filipović, Damir 84 2001 Affine processes on positive semidefinite matrices. Zbl 1219.60068 Cuchiero, Christa; Filipović, Damir; Mayerhofer, Eberhard; Teichmann, Josef 70 2011 Equivalent and absolutely continuous measure changes for jump-diffusion processes. Zbl 1082.60034 Cheridito, Patrick; Filipović, Damir; Yor, Marc 60 2005 Separation and duality in locally \(L^0\)-convex modules. Zbl 1180.46055 Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas 57 2009 Polynomial diffusions and applications in finance. Zbl 1386.60237 Filipović, Damir; Larsson, Martin 46 2016 Time-inhomogeneous affine processes. Zbl 1079.60068 Filipović, Damir 45 2005 A general characterization of one factor affine term structure models. Zbl 0978.91033 Filipović, Damir 43 2001 Density approximations for multivariate affine jump-diffusion processes. Zbl 1284.62110 Filipović, Damir; Mayerhofer, Eberhard; Schneider, Paul 41 2013 Optimal capital and risk allocations for law- and cash-invariant convex functions. Zbl 1164.91012 Filipović, Damir; Svindland, Gregor 41 2008 The canonical model space for law-invariant convex risk measures is \(L^{1}\). Zbl 1278.91086 Filipović, Damir; Svindland, Gregor 41 2012 Equilibrium prices for monetary utility functions. Zbl 1151.91608 Filipović, Damir; Kupper, Michael 31 2008 Term structure models driven by Wiener processes and Poisson measures: existence and positivity. Zbl 1207.91068 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 31 2010 Existence of invariant manifolds for stochastic equations in infinite dimension. Zbl 1013.60035 Filipović, Damir; Teichmann, Josef 30 2003 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 28 2010 Affine diffusion processes: theory and applications. Zbl 1205.91068 Filipović, Damir; Mayerhofer, Eberhard 27 2009 Uniqueness of equilibrium in a payment system with liquidation costs. Zbl 1408.91244 Amini, Hamed; Filipović, Damir; Minca, Andreea 26 2016 On the geometry of the term structure of interest rates. Zbl 1048.60045 Filipović, Damir; Teichmann, Josef 24 2004 Quadratic term structure models for risk-free and defaultable rates. Zbl 1098.91048 Chen, Li; Filipović, Damir; Poor, H. Vincent 22 2004 Existence of Lévy term structure models. Zbl 1150.91017 Filipović, Damir; Tappe, Stefan 22 2008 Monotone and cash-invariant convex functions and hulls. Zbl 1119.91051 Filipović, Damir; Kupper, Michael 21 2007 The Jacobi stochastic volatility model. Zbl 1402.91746 Ackerer, Damien; Filipović, Damir; Pulido, Sergio 20 2018 A note on the Nelson-Siegel family. Zbl 0997.91034 Filipović, Damir 20 1999 Approaches to conditional risk. Zbl 1255.91178 Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas 19 2012 Optimal capital and risk transfers for group diversification. Zbl 1138.91496 Filipović, Damir; Kupper, Michael 18 2008 Dynamic CDO term structure modeling. Zbl 1229.91306 Filipović, Damir; Overbeck, Ludger; Schmidt, Thorsten 15 2011 To fully net or not to net: adverse effects of partial multilateral netting. Zbl 1378.91130 Amini, Hamed; Filipović, Damir; Minca, Andreea 13 2016 A note on natural risk statistics. Zbl 1151.91557 Ahmed, Shabbir; Filipović, Damir; Svindland, Gregor 12 2008 Multi-level risk aggregation. Zbl 1179.91103 Filipović, Damir 11 2009 Polynomial jump-diffusion models. Zbl 1450.60038 Filipović, Damir; Larsson, Martin 11 2020 Option pricing with orthogonal polynomial expansions. Zbl 1508.91546 Ackerer, Damien; Filipović, Damir 10 2020 Separable term structures and the maximal degree problem. Zbl 1047.91031 Filipović, Damir 9 2002 Exponential-polynomial families and the term structure of interest rates. Zbl 0982.60085 Filipović, Damir 8 2000 Conditional density models for asset pricing. Zbl 1244.91090 Filipović, Damir; Hughston, Lane P.; Macrina, Andrea 8 2012 Replicating portfolio approach to capital calculation. Zbl 1396.91294 Cambou, Mathieu; Filipović, Damir 7 2018 Invariant manifolds for weak solutions to stochastic equations. Zbl 0970.60069 Filipović, Damir 7 2000 Invariant manifolds with boundary for jump-diffusions. Zbl 1301.60072 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 7 2014 A simple model for credit migration and spread curves. Zbl 1088.60082 Chen, Li; Filipović, Damir 7 2005 Markovian term structure models in discrete time. Zbl 1020.60060 Filipović, Damir; Zabczyk, Jerzy 7 2002 Linear credit risk models. Zbl 1445.91066 Ackerer, Damien; Filipović, Damir 7 2020 Old-age provision: past, present, future. Zbl 1394.91007 Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 6 2016 Asset-liability management for long-term insurance business. Zbl 1416.91145 6 2018 A note on the Dai-Singleton canonical representation of affine term structure models. Zbl 1194.91185 Cheridito, Patrick; Filipović, Damir; Kimmel, Robert L. 6 2010 Regularity of finite-dimensional realizations for evolution equations. Zbl 1011.37004 Filipović, Damir; Teichmann, Josef 5 2003 Consistent market extensions under the benchmark approach. Zbl 1155.91382 Filipović, Damir; Platen, Eckhard 5 2009 Systemic risk in networks with a central node. Zbl 1443.91315 Amini, Hamed; Filipović, Damir; Minca, Andreea 5 2020 On the relation between linearity-generating processes and linear-rational models. Zbl 1440.91038 Filipović, Damir; Larsson, Martin; Trolle, Anders B. 4 2019 Convexity theory for the term structure equation. Zbl 1150.91018 Filipović, Damir; Tappe, Stefan 3 2008 A note on the Swiss solvency test risk measure. Zbl 1141.91507 Filipović, Damir; Vogelpoth, Nicolas 3 2008 Conditions for consistent exponential-polynomial forward rate processes with multiple nontrivial factors. Zbl 1066.91049 Sharef, Emmanuel; Filipović, Damir 2 2004 Exact smooth term-structure estimation. Zbl 1416.91374 Filipović, Damir; Willems, Sander 2 2018 Pricing and hedging of inflation-indexed bonds in an affine framework. Zbl 1314.91210 Eksi, Zehra; Filipović, Damir 2 2014 On the American swaption in the linear-rational framework. Zbl 1406.91441 Filipović, Damir; Kitapbayev, Yerkin 2 2018 Markov cubature rules for polynomial processes. Zbl 1457.60052 Filipović, Damir; Larsson, Martin; Pulido, Sergio 2 2020 On the group level Swiss Solvency Test. Zbl 1333.62252 Filipović, Damir; Kupper, Michael 2 2007 Optimal numeraires for risk measures. Zbl 1133.91446 Filipović, Damir 2 2008 Unspanned stochastic volatility in the multifactor CIR model. Zbl 1426.91285 Filipović, Damir; Larsson, Martin; Statti, Francesco 1 2019 A term structure model for dividends and interest rates. Zbl 1508.91580 Filipović, Damir; Willems, Sander 1 2020 Machine learning with kernels for portfolio valuation and risk management. Zbl 1484.91417 Boudabsa, Lotfi; Filipović, Damir 1 2022 Credit derivatives in an affine framework. Zbl 1151.91489 Chen, Li; Filipović, Damir 1 2007 Machine learning with kernels for portfolio valuation and risk management. Zbl 1484.91417 Boudabsa, Lotfi; Filipović, Damir 1 2022 Polynomial jump-diffusion models. Zbl 1450.60038 Filipović, Damir; Larsson, Martin 11 2020 Option pricing with orthogonal polynomial expansions. Zbl 1508.91546 Ackerer, Damien; Filipović, Damir 10 2020 Linear credit risk models. Zbl 1445.91066 Ackerer, Damien; Filipović, Damir 7 2020 Systemic risk in networks with a central node. Zbl 1443.91315 Amini, Hamed; Filipović, Damir; Minca, Andreea 5 2020 Markov cubature rules for polynomial processes. Zbl 1457.60052 Filipović, Damir; Larsson, Martin; Pulido, Sergio 2 2020 A term structure model for dividends and interest rates. Zbl 1508.91580 Filipović, Damir; Willems, Sander 1 2020 On the relation between linearity-generating processes and linear-rational models. Zbl 1440.91038 Filipović, Damir; Larsson, Martin; Trolle, Anders B. 4 2019 Unspanned stochastic volatility in the multifactor CIR model. Zbl 1426.91285 Filipović, Damir; Larsson, Martin; Statti, Francesco 1 2019 The Jacobi stochastic volatility model. Zbl 1402.91746 Ackerer, Damien; Filipović, Damir; Pulido, Sergio 20 2018 Replicating portfolio approach to capital calculation. Zbl 1396.91294 Cambou, Mathieu; Filipović, Damir 7 2018 Asset-liability management for long-term insurance business. Zbl 1416.91145 6 2018 Exact smooth term-structure estimation. Zbl 1416.91374 Filipović, Damir; Willems, Sander 2 2018 On the American swaption in the linear-rational framework. Zbl 1406.91441 Filipović, Damir; Kitapbayev, Yerkin 2 2018 Polynomial diffusions and applications in finance. Zbl 1386.60237 Filipović, Damir; Larsson, Martin 46 2016 Uniqueness of equilibrium in a payment system with liquidation costs. Zbl 1408.91244 Amini, Hamed; Filipović, Damir; Minca, Andreea 26 2016 To fully net or not to net: adverse effects of partial multilateral netting. Zbl 1378.91130 Amini, Hamed; Filipović, Damir; Minca, Andreea 13 2016 Old-age provision: past, present, future. Zbl 1394.91007 Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 6 2016 Invariant manifolds with boundary for jump-diffusions. Zbl 1301.60072 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 7 2014 Pricing and hedging of inflation-indexed bonds in an affine framework. Zbl 1314.91210 Eksi, Zehra; Filipović, Damir 2 2014 Density approximations for multivariate affine jump-diffusion processes. Zbl 1284.62110 Filipović, Damir; Mayerhofer, Eberhard; Schneider, Paul 41 2013 The canonical model space for law-invariant convex risk measures is \(L^{1}\). Zbl 1278.91086 Filipović, Damir; Svindland, Gregor 41 2012 Approaches to conditional risk. Zbl 1255.91178 Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas 19 2012 Conditional density models for asset pricing. Zbl 1244.91090 Filipović, Damir; Hughston, Lane P.; Macrina, Andrea 8 2012 Affine processes on positive semidefinite matrices. Zbl 1219.60068 Cuchiero, Christa; Filipović, Damir; Mayerhofer, Eberhard; Teichmann, Josef 70 2011 Dynamic CDO term structure modeling. Zbl 1229.91306 Filipović, Damir; Overbeck, Ludger; Schmidt, Thorsten 15 2011 Term structure models driven by Wiener processes and Poisson measures: existence and positivity. Zbl 1207.91068 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 31 2010 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 28 2010 A note on the Dai-Singleton canonical representation of affine term structure models. Zbl 1194.91185 Cheridito, Patrick; Filipović, Damir; Kimmel, Robert L. 6 2010 Term-structure models. A graduate course. Zbl 1184.91002 Filipović, Damir 111 2009 Separation and duality in locally \(L^0\)-convex modules. Zbl 1180.46055 Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas 57 2009 Affine diffusion processes: theory and applications. Zbl 1205.91068 Filipović, Damir; Mayerhofer, Eberhard 27 2009 Multi-level risk aggregation. Zbl 1179.91103 Filipović, Damir 11 2009 Consistent market extensions under the benchmark approach. Zbl 1155.91382 Filipović, Damir; Platen, Eckhard 5 2009 Optimal capital and risk allocations for law- and cash-invariant convex functions. Zbl 1164.91012 Filipović, Damir; Svindland, Gregor 41 2008 Equilibrium prices for monetary utility functions. Zbl 1151.91608 Filipović, Damir; Kupper, Michael 31 2008 Existence of Lévy term structure models. Zbl 1150.91017 Filipović, Damir; Tappe, Stefan 22 2008 Optimal capital and risk transfers for group diversification. Zbl 1138.91496 Filipović, Damir; Kupper, Michael 18 2008 A note on natural risk statistics. Zbl 1151.91557 Ahmed, Shabbir; Filipović, Damir; Svindland, Gregor 12 2008 Convexity theory for the term structure equation. Zbl 1150.91018 Filipović, Damir; Tappe, Stefan 3 2008 A note on the Swiss solvency test risk measure. Zbl 1141.91507 Filipović, Damir; Vogelpoth, Nicolas 3 2008 Optimal numeraires for risk measures. Zbl 1133.91446 Filipović, Damir 2 2008 Monotone and cash-invariant convex functions and hulls. Zbl 1119.91051 Filipović, Damir; Kupper, Michael 21 2007 On the group level Swiss Solvency Test. Zbl 1333.62252 Filipović, Damir; Kupper, Michael 2 2007 Credit derivatives in an affine framework. Zbl 1151.91489 Chen, Li; Filipović, Damir 1 2007 Equivalent and absolutely continuous measure changes for jump-diffusion processes. Zbl 1082.60034 Cheridito, Patrick; Filipović, Damir; Yor, Marc 60 2005 Time-inhomogeneous affine processes. Zbl 1079.60068 Filipović, Damir 45 2005 A simple model for credit migration and spread curves. Zbl 1088.60082 Chen, Li; Filipović, Damir 7 2005 On the geometry of the term structure of interest rates. Zbl 1048.60045 Filipović, Damir; Teichmann, Josef 24 2004 Quadratic term structure models for risk-free and defaultable rates. Zbl 1098.91048 Chen, Li; Filipović, Damir; Poor, H. Vincent 22 2004 Conditions for consistent exponential-polynomial forward rate processes with multiple nontrivial factors. Zbl 1066.91049 Sharef, Emmanuel; Filipović, Damir 2 2004 Affine processes and applications in finance. Zbl 1048.60059 Duffie, D.; Filipović, D.; Schachermayer, W. 345 2003 Existence of invariant manifolds for stochastic equations in infinite dimension. Zbl 1013.60035 Filipović, Damir; Teichmann, Josef 30 2003 Regularity of finite-dimensional realizations for evolution equations. Zbl 1011.37004 Filipović, Damir; Teichmann, Josef 5 2003 Separable term structures and the maximal degree problem. Zbl 1047.91031 Filipović, Damir 9 2002 Markovian term structure models in discrete time. Zbl 1020.60060 Filipović, Damir; Zabczyk, Jerzy 7 2002 Consistency problems for Heath-Jarrow-Morton interest rate models. Zbl 1008.91038 Filipović, Damir 84 2001 A general characterization of one factor affine term structure models. Zbl 0978.91033 Filipović, Damir 43 2001 Exponential-polynomial families and the term structure of interest rates. Zbl 0982.60085 Filipović, Damir 8 2000 Invariant manifolds for weak solutions to stochastic equations. Zbl 0970.60069 Filipović, Damir 7 2000 A note on the Nelson-Siegel family. Zbl 0997.91034 Filipović, Damir 20 1999 all cited Publications top 5 cited Publications all top 5 Cited by 1,252 Authors 38 Filipović, Damir 20 Teichmann, Josef 18 Benth, Fred Espen 17 Feinstein, Zachary 17 Tappe, Stefan 15 Keller-Ressel, Martin 15 Kupper, Michael 15 Rüdiger, Barbara 15 Schmidt, Thorsten 14 Cuchiero, Christa 13 Biagini, Francesca 13 Grasselli, Martino 13 Guo, Tiexin 13 Pap, Gyula 12 Barczy, Mátyás 12 Larsson, Martin 12 Mayerhofer, Eberhard 12 Wang, Ruodu 11 Jin, Peng 11 Kallsen, Jan 11 Li, Zenghu 11 Svindland, Gregor 10 Gourieroux, Christian 9 Fontana, Claudio 9 Gnoatto, Alessandro 9 Krühner, Paul 9 Platen, Eckhard 8 Criens, David 8 Grbac, Zorana 8 Jamneshan, Asgar 8 Jiao, Ying 8 Linetsky, Vadim 7 Acciaio, Beatrice 7 Friesen, Martin 7 Guasoni, Paolo 7 Levendorskiĭ, Sergeĭ Zakharovich 7 Papapantoleon, Antonis 7 Pelsser, Antoon A. J. 7 Zabczyk, Jerzy 6 Albeverio, Sergio A. 6 Bo, Lijun 6 Brody, Dorje C. 6 Cheridito, Patrick 6 Da Fonseca, José 6 Drapeau, Samuel 6 Horst, Ulrich 6 Hughston, Lane P. 6 Jaber, Eduardo Abi 6 Kim, Kyoung-Kuk 6 Liu, Haiyan 6 Ma, Chunhua 6 Maccheroni, Fabio 6 Macrina, Andrea 6 Mendoza-Arriaga, Rafael 6 Pulido, Sergio 6 Spreij, Peter 6 Todorov, Viktor 6 Weber, Stefan 5 Bichuch, Maxim 5 Bielecki, Tomasz R. 5 Cialenco, Igor 5 Detering, Nils 5 El Karoui, Nicole 5 Frittelli, Marco 5 Glau, Kathrin 5 Herzel, Stefano 5 Jacquier, Antoine 5 Kremer, Jonas 5 Meyer-Brandis, Thilo 5 Monfort, Alain 5 Muhle-Karbe, Johannes 5 Munari, Cosimo 5 Overbeck, Ludger 5 Patie, Pierre 5 Robertson, Scott 5 Ruf, Johannes 5 Scotti, Simone 5 Svaluto-Ferro, Sara 5 Tebaldi, Claudio 5 Tsanakas, Andreas 5 Yuen, Kam Chuen 5 Zagst, Rudi 5 Zhao, Shien 4 Akahori, Jirô 4 Alfonsi, Aurélien 4 Amini, Hamed 4 Angelini, Flavio 4 Anthropelos, Michail 4 Assa, Hirbod 4 Barski, Michał 4 Belomestny, Denis 4 Boonen, Tim J. 4 Carmona, René A. 4 Carr, Peter Paul 4 Černý, Aleš 4 Cerreia-Vioglio, Simone 4 Chen, Li 4 Cont, Rama 4 Cui, Lirong 4 Dassios, Angelos ...and 1,152 more Authors all top 5 Cited in 187 Serials 67 Finance and Stochastics 58 Stochastic Processes and their Applications 56 Insurance Mathematics & Economics 56 Mathematical Finance 53 International Journal of Theoretical and Applied Finance 43 Quantitative Finance 37 SIAM Journal on Financial Mathematics 29 Mathematics and Financial Economics 22 The Annals of Applied Probability 21 Journal of Mathematical Analysis and Applications 20 European Journal of Operational Research 19 Stochastics 18 Applied Mathematical Finance 17 Journal of Econometrics 15 ASTIN Bulletin 14 Stochastic Analysis and Applications 14 Journal of Economic Dynamics & Control 13 Advances in Applied Probability 13 Decisions in Economics and Finance 13 European Actuarial Journal 12 Operations Research 12 Annals of Finance 10 Journal of Computational and Applied Mathematics 10 Statistics & Probability Letters 10 Annals of Operations Research 10 Electronic Journal of Probability 10 Review of Derivatives Research 9 Scandinavian Actuarial Journal 8 Mathematics of Operations Research 8 Journal of Theoretical Probability 7 Journal of Applied Probability 7 Journal of Mathematical Economics 7 Communications in Statistics. Theory and Methods 7 Asia-Pacific Financial Markets 6 Journal of Functional Analysis 6 Operations Research Letters 6 Methodology and Computing in Applied Probability 6 Stochastic Models 6 Probability, Uncertainty and Quantitative Risk 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Journal of Inequalities and Applications 5 Science China. Mathematics 5 Statistics & Risk Modeling 5 Dependence Modeling 4 Chaos, Solitons and Fractals 4 Applied Mathematics and Optimization 4 Journal of Differential Equations 4 Theory of Probability and Mathematical Statistics 4 Bernoulli 4 Probability Surveys 4 Stochastic and Partial Differential Equations. Analysis and Computations 3 Computers & Mathematics with Applications 3 Physica A 3 The Annals of Probability 3 Applied Mathematics and Computation 3 Journal of Optimization Theory and Applications 3 Transactions of the American Mathematical Society 3 Journal of Time Series Analysis 3 International Journal of Computer Mathematics 3 Potential Analysis 3 Mathematical Methods of Operations Research 3 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 3 Acta Mathematica Sinica. English Series 3 Stochastics and Dynamics 3 Journal of Industrial and Management Optimization 3 Frontiers of Mathematics in China 3 International Journal of Stochastic Analysis 2 Journal of Mathematical Physics 2 Metrika 2 Theory of Probability and its Applications 2 The Annals of Statistics 2 Journal of Economic Theory 2 Journal of Multivariate Analysis 2 Mathematische Nachrichten 2 Proceedings of the American Mathematical Society 2 Statistics 2 Probability Theory and Related Fields 2 SIAM Journal on Optimization 2 Random Operators and Stochastic Equations 2 Journal of Convex Analysis 2 Abstract and Applied Analysis 2 Positivity 2 Studies in Nonlinear Dynamics and Econometrics 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 The Econometrics Journal 2 Statistical Inference for Stochastic Processes 2 Communications in Nonlinear Science and Numerical Simulation 2 Econometric Theory 2 Optimization and Engineering 2 Differential Equations 2 Journal of Evolution Equations 2 Discrete and Continuous Dynamical Systems. Series B 2 Journal of Function Spaces and Applications 2 Computational Management Science 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Electronic Journal of Statistics 2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 2 Frontiers of Mathematical Finance 1 Journal of Mathematical Biology 1 Journal of Statistical Physics ...and 87 more Serials all top 5 Cited in 45 Fields 758 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 547 Probability theory and stochastic processes (60-XX) 142 Statistics (62-XX) 61 Functional analysis (46-XX) 59 Numerical analysis (65-XX) 46 Partial differential equations (35-XX) 38 Systems theory; control (93-XX) 31 Operations research, mathematical programming (90-XX) 30 Operator theory (47-XX) 25 Calculus of variations and optimal control; optimization (49-XX) 17 Dynamical systems and ergodic theory (37-XX) 11 Measure and integration (28-XX) 10 Real functions (26-XX) 10 Ordinary differential equations (34-XX) 9 Integral transforms, operational calculus (44-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Approximations and expansions (41-XX) 6 Integral equations (45-XX) 5 Mathematical logic and foundations (03-XX) 5 Biology and other natural sciences (92-XX) 5 Information and communication theory, circuits (94-XX) 4 Special functions (33-XX) 4 General topology (54-XX) 4 Computer science (68-XX) 4 Quantum theory (81-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Convex and discrete geometry (52-XX) 3 Mechanics of particles and systems (70-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Nonassociative rings and algebras (17-XX) 2 Potential theory (31-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Fluid mechanics (76-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Number theory (11-XX) 1 Commutative algebra (13-XX) 1 Category theory; homological algebra (18-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Difference and functional equations (39-XX) 1 Differential geometry (53-XX) 1 Geophysics (86-XX) Citations by Year