Edit Profile (opens in new tab) Wong, Hoi Ying Compute Distance To: Compute Author ID: wong.hoi-ying Published as: Wong, Hoi Ying; Ying Wong, Hoi; Wong, Hoi-Ying more...less Documents Indexed: 77 Publications since 2000, including 3 Books Co-Authors: 37 Co-Authors with 74 Joint Publications 522 Co-Co-Authors all top 5 Co-Authors 1 single-authored 23 Chiu, Mei Choi 11 Pun, Chi Seng 8 Han, Bingyan 8 Zhao, Jing 7 Kwok, Yue-Kuen 4 Chan, Ngai Hang 3 Wong, Tat Wing 3 Yan, Tingjin 2 Chan, Chun Man 2 Chen, Kexin 2 Leung, Kwai Sun 2 Lo, Yu Wai 2 Sit, Tony 2 Tsang, Ka Ho 2 Wang, Ling 1 Chen, Junyao 1 Cheung, Ying Lok 1 Choi, Tsz Wang 1 Chung, Shing Fung 1 Dai, Min 1 Dong, Fangyuan 1 Feng, Menglu 1 Fouque, Jean-Pierre 1 Kwok, Kai Yin 1 Lam, Ka Wai 1 Lau, Ka Wo 1 Lau, Ka Yung 1 Li, Zhongyu 1 Liang, Wanyang 1 Ng, Hon Yip 1 Shin, Yong Hyun 1 Siu, Chi Chung 1 Wang, Weiyin 1 Wong, Tsz Lim 1 Xing, Yue 1 Xu, Zhuolu 1 Yin, Jie all top 5 Serials 11 Insurance Mathematics & Economics 7 Quantitative Finance 6 European Journal of Operational Research 5 Operations Research Letters 5 SIAM Journal on Financial Mathematics 4 Journal of Computational and Applied Mathematics 3 Japan Journal of Industrial and Applied Mathematics 3 IMA Journal of Management Mathematics 2 Journal of Mathematical Analysis and Applications 2 Applied Mathematics and Computation 2 Applied Mathematics and Optimization 2 Journal of the Operational Research Society 2 Abstract and Applied Analysis 2 International Journal of Theoretical and Applied Finance 2 Asia-Pacific Financial Markets 1 Automatica 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Journal of Complexity 1 Journal of Economic Dynamics & Control 1 Computational Statistics and Data Analysis 1 Applied Mathematical Finance 1 Finance and Stochastics 1 Mathematical Finance 1 Applied Stochastic Models in Business and Industry 1 North American Actuarial Journal 1 Review of Derivatives Research 1 Journal of Industrial and Management Optimization 1 Mathematics and Financial Economics all top 5 Fields 74 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Probability theory and stochastic processes (60-XX) 9 Operations research, mathematical programming (90-XX) 6 Statistics (62-XX) 6 Numerical analysis (65-XX) 6 Systems theory; control (93-XX) 3 Partial differential equations (35-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Integral transforms, operational calculus (44-XX) 2 Computer science (68-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 63 Publications have been cited 543 times in 351 Documents Cited by ▼ Year ▼ Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166Chiu, Mei Choi; Wong, Hoi Ying 36 2011 Mean-variance asset-liability management: cointegrated assets and insurance liability. Zbl 1292.91158Chiu, Mei Choi; Wong, Hoi Ying 33 2012 Option pricing with mean reversion and stochastic volatility. Zbl 1157.91375Wong, Hoi Ying; Lo, Yu Wai 32 2009 Robust investment-reinsurance optimization with multiscale stochastic volatility. Zbl 1318.91122Pun, Chi Seng; Wong, Hoi Ying 30 2015 Portfolio optimization with ambiguous correlation and stochastic volatilities. Zbl 1410.91415Fouque, Jean-Pierre; Pun, Chi Seng; Wong, Hoi Ying 30 2016 Time-consistent mean-variance hedging of longevity risk: effect of cointegration. Zbl 1304.91136Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying 19 2014 Valuing American options under the CEV model by Laplace-Carson transforms. Zbl 1202.91329Wong, Hoi Ying; Zhao, Jing 18 2010 Lookback options and dynamic fund protection under multiscale stochastic volatility. Zbl 1183.91173Wong, Hoi Ying; Chan, Chun Man 18 2007 An artificial boundary method for american option pricing under the CEV model. Zbl 1178.35363Wong, Hoi Ying; Zhao, Jing 18 2008 Mean-variance asset-liability management with asset correlation risk and insurance liabilities. Zbl 1306.91122Chiu, Mei Choi; Wong, Hoi Ying 16 2014 Mean-variance principle of managing cointegrated risky assets and random liabilities. Zbl 1267.91041Chiu, Mei Choi; Wong, Hoi Ying 16 2013 Robust non-zero-sum stochastic differential reinsurance game. Zbl 1369.91094Pun, Chi Seng; Wong, Hoi Ying 16 2016 Variance swap with mean reversion, multifactor stochastic volatility and jumps. Zbl 1346.91239Pun, Chi Seng; Chung, Shing Fung; Wong, Hoi Ying 16 2015 Mean-variance portfolio selection with correlation risk. Zbl 1291.91190Chiu, Mei Choi; Wong, Hoi Ying 14 2014 Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility. Zbl 1429.91297Yan, Tingjin; Wong, Hoi Ying 14 2019 Optimal investment for an insurer with cointegrated assets: CRRA utility. Zbl 1291.91099Chiu, Mei Choi; Wong, Hoi Ying 13 2013 Commodity derivatives pricing with cointegration and stochastic covariances. Zbl 1346.91227Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing 12 2015 Turbo warrants under stochastic volatility. Zbl 1154.91486Wong, Hoi Ying; Chan, Chun Man 11 2008 Multi-asset barrier options and occupation time derivatives. Zbl 1089.91031Wong, Hoi Ying; Kwok, Yue-Kuen 10 2003 Quanto lookback options. Zbl 1134.91408Dai, Min; Wong, Hoi Ying; Kwok, Yue Kuen 10 2004 Efficient options pricing using the fast Fourier transform. Zbl 1229.91342Kwok, Yue Kuen; Leung, Kwai Sun; Wong, Hoi Ying 10 2012 Dynamic cointegrated pairs trading: mean-variance time-consistent strategies. Zbl 1319.91139Chiu, Mei Choi; Wong, Hoi Ying 10 2015 Stochastic volatility asymptotics of stock loans: valuation and optimal stopping. Zbl 1244.91098Wong, Tat Wing; Wong, Hoi Ying 9 2012 A linear programming model for selection of sparse high-dimensional multiperiod portfolios. Zbl 1403.90506Pun, Chi Seng; Wong, Hoi Ying 8 2019 A closed-form solution to American options under general diffusion processes. Zbl 1278.91171Zhao, Jing; Wong, Hoi Ying 8 2012 Currency-translated foreign equity options with path dependent features and their multi-asset extensions. Zbl 1152.91528Kwok, Yue-Kuen; Wong, Hoi-Ying 7 2000 Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility. Zbl 1242.91185Chiu, Mei Choi; Lo, Yu Wai; Wong, Hoi Ying 7 2011 Valuation of stock loans using exponential phase-type Lévy models. Zbl 1329.91131Wong, Tat Wing; Wong, Hoi Ying 7 2013 Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks. Zbl 1059.91049Wong, Hoi Ying; Kwok, Yue Kuen 6 2003 CEV asymptotics of American options. Zbl 1284.91553Pun, Chi Seng; Wong, Hoi Ying 6 2013 Resolution of degeneracy in Merton’s portfolio problem. Zbl 1406.91422Pun, Chi Seng; Wong, Hoi Ying 6 2016 Currency option pricing with Wishart process. Zbl 1251.91063Leung, Kwai Sun; Wong, Hoi Ying; Ng, Hon Yip 6 2013 Geometric Asian options: valuation and calibration with stochastic volatility. Zbl 1405.91655Wong, Hoi Ying; Cheung, Ying Lok 6 2004 Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration. Zbl 1371.91096Kwok, Kai Yin; Chiu, Mei Choi; Wong, Hoi Ying 6 2016 Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility. Zbl 1431.91347Yan, Tingjin; Wong, Hoi Ying 5 2020 Pricing algorithms of multivariate path dependent options. Zbl 0996.91070Kwok, Yue Kuen; Wong, Hoi Ying; Lau, Ka Wo 4 2001 Non-zero-sum reinsurance games subject to ambiguous correlations. Zbl 1408.91104Pun, Chi Seng; Siu, Chi Chung; Wong, Hoi Ying 4 2016 Time-consistent mean-variance pairs-trading under regime-switching cointegration. Zbl 1431.91355Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying 4 2019 An artificial boundary method for the Hull-White model of American interest rate derivatives. Zbl 1237.91235Wong, Hoi Ying; Zhao, Jing 3 2011 Estimating default barriers from market information. Zbl 1158.91456Wong, Hoi Ying; Choi, Tsz Wang 3 2009 Simulation-based value-at-risk for nonlinear portfolios. Zbl 1422.91780Chen, Junyao; Sit, Tony; Wong, Hoi Ying 3 2019 Robust dynamic pairs trading with cointegration. Zbl 07064477Chiu, Mei Choi; Wong, Hoi Ying 3 2018 Volterra mortality model: actuarial valuation and risk management with long-range dependence. Zbl 1460.91240Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying 3 2021 Mean-variance portfolio selection under Volterra Heston model. Zbl 1470.91242Han, Bingyan; Wong, Hoi Ying 3 2021 Structural model of credit migration. Zbl 1254.91741Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing 2 2012 Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. Zbl 1231.91044Wong, Hoi Ying; Zhao, Jing 2 2011 Optimal investment for insurers with correlation risk: risk aversion and investment horizon. Zbl 07110043Chiu, Mei Choi; Wong, Hoi Ying 2 2018 Dynamic safety first expected utility model. Zbl 1403.91142Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing 2 2018 Optimal investment for insurers with the extended CIR interest rate model. Zbl 1406.91198Chiu, Mei Choi; Wong, Hoi Ying 2 2014 Simulation techniques in financial risk management. 2nd ed. Zbl 1409.91001Chan, Ngai Hang; Wong, Hoi Ying 1 2015 Reduced-form models with regime switching: An empirical analysis for corporate bonds. Zbl 1136.91493Wong, Hoi Ying; Wong, Tsz Lim 1 2007 Simulation techniques in financial risk management. Zbl 1096.60001Chan, Ngai Hang; Wong, Hoi Ying 1 2006 A rigorous definition of robustness analysis. Zbl 1107.90418Wong, H.-Y.; Rosenhead, J. 1 2000 Deep-learning solution to portfolio selection with serially dependent returns. Zbl 1444.91202Tsang, Ka Ho; Wong, Hoi Ying 1 2020 Optimal investment and consumption problems under correlation ambiguity. Zbl 07254128Han, Bingyan; Wong, Hoi Ying 1 2020 Lasso-based simulation for high-dimensional multi-period portfolio optimization. Zbl 07254131Li, Zhongyu; Tsang, Ka Ho; Wong, Hoi Ying 1 2020 FFT network for interest rate derivatives with Lévy processes. Zbl 1386.91137Chiu, Mei Choi; Xu, Zhuolu; Wong, Hoi Ying 1 2017 Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy. Zbl 1433.91152Chen, Kexin; Chiu, Mei Choi; Shin, Yong Hyun; Wong, Hoi Ying 1 2019 Variance swaps under the threshold Ornstein-Uhlenbeck model. Zbl 1420.91456Dong, Fangyuan; Wong, Hoi Ying 1 2017 Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility. Zbl 1273.91447Wong, Hoi Ying; Chiu, Mei Choi 1 2013 Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility. Zbl 1461.91286Yan, Tingjin; Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying 1 2020 Robust state-dependent mean-variance portfolio selection: a closed-loop approach. Zbl 1471.49028Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying 1 2021 Time-inconsistency with rough volatility. Zbl 1480.91266Han, Bingyan; Wong, Hoi Ying 1 2021 Volterra mortality model: actuarial valuation and risk management with long-range dependence. Zbl 1460.91240Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying 3 2021 Mean-variance portfolio selection under Volterra Heston model. Zbl 1470.91242Han, Bingyan; Wong, Hoi Ying 3 2021 Robust state-dependent mean-variance portfolio selection: a closed-loop approach. Zbl 1471.49028Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying 1 2021 Time-inconsistency with rough volatility. Zbl 1480.91266Han, Bingyan; Wong, Hoi Ying 1 2021 Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility. Zbl 1431.91347Yan, Tingjin; Wong, Hoi Ying 5 2020 Deep-learning solution to portfolio selection with serially dependent returns. Zbl 1444.91202Tsang, Ka Ho; Wong, Hoi Ying 1 2020 Optimal investment and consumption problems under correlation ambiguity. Zbl 07254128Han, Bingyan; Wong, Hoi Ying 1 2020 Lasso-based simulation for high-dimensional multi-period portfolio optimization. Zbl 07254131Li, Zhongyu; Tsang, Ka Ho; Wong, Hoi Ying 1 2020 Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility. Zbl 1461.91286Yan, Tingjin; Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying 1 2020 Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility. Zbl 1429.91297Yan, Tingjin; Wong, Hoi Ying 14 2019 A linear programming model for selection of sparse high-dimensional multiperiod portfolios. Zbl 1403.90506Pun, Chi Seng; Wong, Hoi Ying 8 2019 Time-consistent mean-variance pairs-trading under regime-switching cointegration. Zbl 1431.91355Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying 4 2019 Simulation-based value-at-risk for nonlinear portfolios. Zbl 1422.91780Chen, Junyao; Sit, Tony; Wong, Hoi Ying 3 2019 Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy. Zbl 1433.91152Chen, Kexin; Chiu, Mei Choi; Shin, Yong Hyun; Wong, Hoi Ying 1 2019 Robust dynamic pairs trading with cointegration. Zbl 07064477Chiu, Mei Choi; Wong, Hoi Ying 3 2018 Optimal investment for insurers with correlation risk: risk aversion and investment horizon. Zbl 07110043Chiu, Mei Choi; Wong, Hoi Ying 2 2018 Dynamic safety first expected utility model. Zbl 1403.91142Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing 2 2018 FFT network for interest rate derivatives with Lévy processes. Zbl 1386.91137Chiu, Mei Choi; Xu, Zhuolu; Wong, Hoi Ying 1 2017 Variance swaps under the threshold Ornstein-Uhlenbeck model. Zbl 1420.91456Dong, Fangyuan; Wong, Hoi Ying 1 2017 Portfolio optimization with ambiguous correlation and stochastic volatilities. Zbl 1410.91415Fouque, Jean-Pierre; Pun, Chi Seng; Wong, Hoi Ying 30 2016 Robust non-zero-sum stochastic differential reinsurance game. Zbl 1369.91094Pun, Chi Seng; Wong, Hoi Ying 16 2016 Resolution of degeneracy in Merton’s portfolio problem. Zbl 1406.91422Pun, Chi Seng; Wong, Hoi Ying 6 2016 Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration. Zbl 1371.91096Kwok, Kai Yin; Chiu, Mei Choi; Wong, Hoi Ying 6 2016 Non-zero-sum reinsurance games subject to ambiguous correlations. Zbl 1408.91104Pun, Chi Seng; Siu, Chi Chung; Wong, Hoi Ying 4 2016 Robust investment-reinsurance optimization with multiscale stochastic volatility. Zbl 1318.91122Pun, Chi Seng; Wong, Hoi Ying 30 2015 Variance swap with mean reversion, multifactor stochastic volatility and jumps. Zbl 1346.91239Pun, Chi Seng; Chung, Shing Fung; Wong, Hoi Ying 16 2015 Commodity derivatives pricing with cointegration and stochastic covariances. Zbl 1346.91227Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing 12 2015 Dynamic cointegrated pairs trading: mean-variance time-consistent strategies. Zbl 1319.91139Chiu, Mei Choi; Wong, Hoi Ying 10 2015 Simulation techniques in financial risk management. 2nd ed. Zbl 1409.91001Chan, Ngai Hang; Wong, Hoi Ying 1 2015 Time-consistent mean-variance hedging of longevity risk: effect of cointegration. Zbl 1304.91136Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying 19 2014 Mean-variance asset-liability management with asset correlation risk and insurance liabilities. Zbl 1306.91122Chiu, Mei Choi; Wong, Hoi Ying 16 2014 Mean-variance portfolio selection with correlation risk. Zbl 1291.91190Chiu, Mei Choi; Wong, Hoi Ying 14 2014 Optimal investment for insurers with the extended CIR interest rate model. Zbl 1406.91198Chiu, Mei Choi; Wong, Hoi Ying 2 2014 Mean-variance principle of managing cointegrated risky assets and random liabilities. Zbl 1267.91041Chiu, Mei Choi; Wong, Hoi Ying 16 2013 Optimal investment for an insurer with cointegrated assets: CRRA utility. Zbl 1291.91099Chiu, Mei Choi; Wong, Hoi Ying 13 2013 Valuation of stock loans using exponential phase-type Lévy models. Zbl 1329.91131Wong, Tat Wing; Wong, Hoi Ying 7 2013 CEV asymptotics of American options. Zbl 1284.91553Pun, Chi Seng; Wong, Hoi Ying 6 2013 Currency option pricing with Wishart process. Zbl 1251.91063Leung, Kwai Sun; Wong, Hoi Ying; Ng, Hon Yip 6 2013 Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility. Zbl 1273.91447Wong, Hoi Ying; Chiu, Mei Choi 1 2013 Mean-variance asset-liability management: cointegrated assets and insurance liability. Zbl 1292.91158Chiu, Mei Choi; Wong, Hoi Ying 33 2012 Efficient options pricing using the fast Fourier transform. Zbl 1229.91342Kwok, Yue Kuen; Leung, Kwai Sun; Wong, Hoi Ying 10 2012 Stochastic volatility asymptotics of stock loans: valuation and optimal stopping. Zbl 1244.91098Wong, Tat Wing; Wong, Hoi Ying 9 2012 A closed-form solution to American options under general diffusion processes. Zbl 1278.91171Zhao, Jing; Wong, Hoi Ying 8 2012 Structural model of credit migration. Zbl 1254.91741Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing 2 2012 Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166Chiu, Mei Choi; Wong, Hoi Ying 36 2011 Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility. Zbl 1242.91185Chiu, Mei Choi; Lo, Yu Wai; Wong, Hoi Ying 7 2011 An artificial boundary method for the Hull-White model of American interest rate derivatives. Zbl 1237.91235Wong, Hoi Ying; Zhao, Jing 3 2011 Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. Zbl 1231.91044Wong, Hoi Ying; Zhao, Jing 2 2011 Valuing American options under the CEV model by Laplace-Carson transforms. Zbl 1202.91329Wong, Hoi Ying; Zhao, Jing 18 2010 Option pricing with mean reversion and stochastic volatility. Zbl 1157.91375Wong, Hoi Ying; Lo, Yu Wai 32 2009 Estimating default barriers from market information. Zbl 1158.91456Wong, Hoi Ying; Choi, Tsz Wang 3 2009 An artificial boundary method for american option pricing under the CEV model. Zbl 1178.35363Wong, Hoi Ying; Zhao, Jing 18 2008 Turbo warrants under stochastic volatility. Zbl 1154.91486Wong, Hoi Ying; Chan, Chun Man 11 2008 Lookback options and dynamic fund protection under multiscale stochastic volatility. Zbl 1183.91173Wong, Hoi Ying; Chan, Chun Man 18 2007 Reduced-form models with regime switching: An empirical analysis for corporate bonds. Zbl 1136.91493Wong, Hoi Ying; Wong, Tsz Lim 1 2007 Simulation techniques in financial risk management. Zbl 1096.60001Chan, Ngai Hang; Wong, Hoi Ying 1 2006 Quanto lookback options. Zbl 1134.91408Dai, Min; Wong, Hoi Ying; Kwok, Yue Kuen 10 2004 Geometric Asian options: valuation and calibration with stochastic volatility. Zbl 1405.91655Wong, Hoi Ying; Cheung, Ying Lok 6 2004 Multi-asset barrier options and occupation time derivatives. Zbl 1089.91031Wong, Hoi Ying; Kwok, Yue-Kuen 10 2003 Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks. Zbl 1059.91049Wong, Hoi Ying; Kwok, Yue Kuen 6 2003 Pricing algorithms of multivariate path dependent options. Zbl 0996.91070Kwok, Yue Kuen; Wong, Hoi Ying; Lau, Ka Wo 4 2001 Currency-translated foreign equity options with path dependent features and their multi-asset extensions. Zbl 1152.91528Kwok, Yue-Kuen; Wong, Hoi-Ying 7 2000 A rigorous definition of robustness analysis. Zbl 1107.90418Wong, H.-Y.; Rosenhead, J. 1 2000 all cited Publications top 5 cited Publications all top 5 Cited by 572 Authors 46 Wong, Hoi Ying 17 Chiu, Mei Choi 17 Pun, Chi Seng 12 Shen, Yang 9 Jeon, Junkee 9 Jin, Zhuo 8 Zeng, Yan 7 Li, Danping 7 Yoon, Ji-Hun 6 Cui, Zhenyu 6 Han, Bingyan 6 Yao, Haixiang 6 Zhao, Jing 5 Deng, Guohe 5 Zhou, Zhiqiang 4 Escobar Anel, Marcos 4 Pan, Jian 4 Pham, Huyên 4 Qian, Linyi 4 Siu, Tak Kuen 4 Sun, Zhongyang 4 Zhao, Hui 4 Zhu, Songping 3 Bai, Yanfei 3 Chen, Ping 3 Chen, Wenting 3 Choi, Sun-Yong 3 Ewald, Christian-Oliver 3 Grasselli, Martino 3 Huang, Nan-Jing 3 Kim, Jeong-Hoon 3 Li, Xun 3 Ma, Jingtang 3 Neufeld, Ariel David 3 Park, Chang-Rae 3 Peng, Liang 3 Recchioni, Maria Cristina 3 Rong, Ximin 3 Šikić, Mario 3 Sit, Tony 3 Suzuki, Kiyoshi 3 Tangman, Désiré Yannick 3 Wang, Falei 3 Wang, Ning 3 Wei, Jiaqin 3 Weng, Chengguo 3 Wu, Yonghong 3 Xiao, Helu 3 Zhou, Zhongbao 2 Bernard, Carole L. 2 Bhuruth, Muddun 2 Chan, Chun Man 2 Chan, Ngai Hang 2 Chen, Fenge 2 Chen, Junhe 2 Chen, Kexin 2 Chen, Shumin 2 Chen, Zhiping 2 Chiarella, Carl 2 Ching, Wai-Ki 2 Clegg, Matthew 2 Da Fonseca, José 2 Deelstra, Griselda 2 Dias, José Carlos 2 Fouque, Jean-Pierre 2 Gao, Rui 2 Gao, Xuemei 2 Gu, Ailing 2 Guambe, Calisto 2 Guan, Guohui 2 He, Xinjiang 2 Huang, Ya 2 Ismail, Amine 2 Kang, Myungjoo 2 Kim, Geonwoo 2 Kim, Jerim 2 Krauss, Christopher 2 Kufakunesu, Rodwell 2 Kwok, Yue-Kuen 2 Li, Bin 2 Li, Duan 2 Li, Johnny Siu-Hang 2 Li, Shenghong 2 Li, Shuang 2 Li, Zhongfei 2 Ling, Chen 2 Liu, Weiqi 2 Lo, Yu Wai 2 Ma, Guiyuan 2 Ngo, Minh-Man 2 Nunes, João Pedro Vidal 2 Park, Kyunghyun 2 Peng, Xingchun 2 Regis, Luca 2 Siu, Chi Chung 2 Sun, Jingyun 2 Sun, Yu 2 Tan, Ken Seng 2 Thakoor, Nawdha 2 Valladão, Davi Michel ...and 472 more Authors all top 5 Cited in 80 Serials 41 Insurance Mathematics & Economics 41 European Journal of Operational Research 30 Journal of Computational and Applied Mathematics 22 Quantitative Finance 11 SIAM Journal on Financial Mathematics 9 Journal of Economic Dynamics & Control 8 Journal of Mathematical Analysis and Applications 8 Chaos, Solitons and Fractals 8 Journal of Industrial and Management Optimization 7 Operations Research Letters 7 Discrete Dynamics in Nature and Society 7 Scandinavian Actuarial Journal 6 Computers & Mathematics with Applications 6 Applied Mathematics and Computation 6 Communications in Statistics. Theory and Methods 6 International Journal of Theoretical and Applied Finance 5 Automatica 5 Mathematical Methods of Operations Research 5 Journal of Systems Science and Complexity 5 Mathematics and Financial Economics 4 Physica A 4 Optimization 4 Japan Journal of Industrial and Applied Mathematics 4 Applied Mathematical Finance 4 Mathematical Problems in Engineering 4 Abstract and Applied Analysis 4 ASTIN Bulletin 4 North American Actuarial Journal 4 Asia-Pacific Financial Markets 3 Applied Mathematics and Optimization 3 Annals of Operations Research 3 Soft Computing 3 The ANZIAM Journal 2 International Journal of Control 2 Journal of Econometrics 2 SIAM Journal on Control and Optimization 2 Asia-Pacific Journal of Operational Research 2 Computational Statistics and Data Analysis 2 Complexity 2 Finance and Stochastics 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Decisions in Economics and Finance 2 Annals of Finance 1 Advances in Applied Probability 1 Applicable Analysis 1 Journal of Optimization Theory and Applications 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Applied Numerical Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistics 1 Computers & Operations Research 1 Journal of Theoretical Probability 1 Journal of Scientific Computing 1 Journal of Integral Equations and Applications 1 Applications of Mathematics 1 International Journal of Computer Mathematics 1 Stochastic Processes and their Applications 1 SIAM Journal on Scientific Computing 1 Vietnam Journal of Mathematics 1 Journal of Inequalities and Applications 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Communications in Nonlinear Science and Numerical Simulation 1 Applied Stochastic Models in Business and Industry 1 Journal of Applied Mathematics 1 Stochastic Models 1 Journal of Numerical Mathematics 1 Communications on Pure and Applied Analysis 1 Fuzzy Optimization and Decision Making 1 Advances in Difference Equations 1 Frontiers of Mathematics in China 1 Journal of Statistical Theory and Practice 1 Nonlinear Analysis. Hybrid Systems 1 Algorithms 1 Journal of Applied Mathematics & Informatics 1 ISRN Applied Mathematics 1 Mathematical Sciences 1 Journal of Function Spaces 1 Computational Methods for Differential Equations all top 5 Cited in 21 Fields 315 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 113 Probability theory and stochastic processes (60-XX) 57 Systems theory; control (93-XX) 50 Statistics (62-XX) 38 Numerical analysis (65-XX) 36 Operations research, mathematical programming (90-XX) 27 Partial differential equations (35-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 9 Integral transforms, operational calculus (44-XX) 5 Ordinary differential equations (34-XX) 3 Computer science (68-XX) 2 General and overarching topics; collections (00-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Citations by Year