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Author ID: wong.hoi-ying Recent zbMATH articles by "Wong, Hoi Ying"
Published as: Wong, Hoi Ying; Ying Wong, Hoi; Wong, Hoi-Ying
Documents Indexed: 77 Publications since 2000, including 3 Books
Co-Authors: 37 Co-Authors with 74 Joint Publications
522 Co-Co-Authors

Publications by Year

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 1217.91166
Chiu, Mei Choi; Wong, Hoi Ying
36
2011
Mean-variance asset-liability management: cointegrated assets and insurance liability. Zbl 1292.91158
Chiu, Mei Choi; Wong, Hoi Ying
33
2012
Option pricing with mean reversion and stochastic volatility. Zbl 1157.91375
Wong, Hoi Ying; Lo, Yu Wai
32
2009
Robust investment-reinsurance optimization with multiscale stochastic volatility. Zbl 1318.91122
Pun, Chi Seng; Wong, Hoi Ying
30
2015
Portfolio optimization with ambiguous correlation and stochastic volatilities. Zbl 1410.91415
Fouque, Jean-Pierre; Pun, Chi Seng; Wong, Hoi Ying
30
2016
Time-consistent mean-variance hedging of longevity risk: effect of cointegration. Zbl 1304.91136
Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying
19
2014
Valuing American options under the CEV model by Laplace-Carson transforms. Zbl 1202.91329
Wong, Hoi Ying; Zhao, Jing
18
2010
Lookback options and dynamic fund protection under multiscale stochastic volatility. Zbl 1183.91173
Wong, Hoi Ying; Chan, Chun Man
18
2007
An artificial boundary method for american option pricing under the CEV model. Zbl 1178.35363
Wong, Hoi Ying; Zhao, Jing
18
2008
Mean-variance asset-liability management with asset correlation risk and insurance liabilities. Zbl 1306.91122
Chiu, Mei Choi; Wong, Hoi Ying
16
2014
Mean-variance principle of managing cointegrated risky assets and random liabilities. Zbl 1267.91041
Chiu, Mei Choi; Wong, Hoi Ying
16
2013
Robust non-zero-sum stochastic differential reinsurance game. Zbl 1369.91094
Pun, Chi Seng; Wong, Hoi Ying
16
2016
Variance swap with mean reversion, multifactor stochastic volatility and jumps. Zbl 1346.91239
Pun, Chi Seng; Chung, Shing Fung; Wong, Hoi Ying
16
2015
Mean-variance portfolio selection with correlation risk. Zbl 1291.91190
Chiu, Mei Choi; Wong, Hoi Ying
14
2014
Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility. Zbl 1429.91297
Yan, Tingjin; Wong, Hoi Ying
14
2019
Optimal investment for an insurer with cointegrated assets: CRRA utility. Zbl 1291.91099
Chiu, Mei Choi; Wong, Hoi Ying
13
2013
Commodity derivatives pricing with cointegration and stochastic covariances. Zbl 1346.91227
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
12
2015
Turbo warrants under stochastic volatility. Zbl 1154.91486
Wong, Hoi Ying; Chan, Chun Man
11
2008
Multi-asset barrier options and occupation time derivatives. Zbl 1089.91031
Wong, Hoi Ying; Kwok, Yue-Kuen
10
2003
Quanto lookback options. Zbl 1134.91408
Dai, Min; Wong, Hoi Ying; Kwok, Yue Kuen
10
2004
Efficient options pricing using the fast Fourier transform. Zbl 1229.91342
Kwok, Yue Kuen; Leung, Kwai Sun; Wong, Hoi Ying
10
2012
Dynamic cointegrated pairs trading: mean-variance time-consistent strategies. Zbl 1319.91139
Chiu, Mei Choi; Wong, Hoi Ying
10
2015
Stochastic volatility asymptotics of stock loans: valuation and optimal stopping. Zbl 1244.91098
Wong, Tat Wing; Wong, Hoi Ying
9
2012
A linear programming model for selection of sparse high-dimensional multiperiod portfolios. Zbl 1403.90506
Pun, Chi Seng; Wong, Hoi Ying
8
2019
A closed-form solution to American options under general diffusion processes. Zbl 1278.91171
Zhao, Jing; Wong, Hoi Ying
8
2012
Currency-translated foreign equity options with path dependent features and their multi-asset extensions. Zbl 1152.91528
Kwok, Yue-Kuen; Wong, Hoi-Ying
7
2000
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility. Zbl 1242.91185
Chiu, Mei Choi; Lo, Yu Wai; Wong, Hoi Ying
7
2011
Valuation of stock loans using exponential phase-type Lévy models. Zbl 1329.91131
Wong, Tat Wing; Wong, Hoi Ying
7
2013
Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks. Zbl 1059.91049
Wong, Hoi Ying; Kwok, Yue Kuen
6
2003
CEV asymptotics of American options. Zbl 1284.91553
Pun, Chi Seng; Wong, Hoi Ying
6
2013
Resolution of degeneracy in Merton’s portfolio problem. Zbl 1406.91422
Pun, Chi Seng; Wong, Hoi Ying
6
2016
Currency option pricing with Wishart process. Zbl 1251.91063
Leung, Kwai Sun; Wong, Hoi Ying; Ng, Hon Yip
6
2013
Geometric Asian options: valuation and calibration with stochastic volatility. Zbl 1405.91655
Wong, Hoi Ying; Cheung, Ying Lok
6
2004
Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration. Zbl 1371.91096
Kwok, Kai Yin; Chiu, Mei Choi; Wong, Hoi Ying
6
2016
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility. Zbl 1431.91347
Yan, Tingjin; Wong, Hoi Ying
5
2020
Pricing algorithms of multivariate path dependent options. Zbl 0996.91070
Kwok, Yue Kuen; Wong, Hoi Ying; Lau, Ka Wo
4
2001
Non-zero-sum reinsurance games subject to ambiguous correlations. Zbl 1408.91104
Pun, Chi Seng; Siu, Chi Chung; Wong, Hoi Ying
4
2016
Time-consistent mean-variance pairs-trading under regime-switching cointegration. Zbl 1431.91355
Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying
4
2019
An artificial boundary method for the Hull-White model of American interest rate derivatives. Zbl 1237.91235
Wong, Hoi Ying; Zhao, Jing
3
2011
Estimating default barriers from market information. Zbl 1158.91456
Wong, Hoi Ying; Choi, Tsz Wang
3
2009
Simulation-based value-at-risk for nonlinear portfolios. Zbl 1422.91780
Chen, Junyao; Sit, Tony; Wong, Hoi Ying
3
2019
Robust dynamic pairs trading with cointegration. Zbl 07064477
Chiu, Mei Choi; Wong, Hoi Ying
3
2018
Volterra mortality model: actuarial valuation and risk management with long-range dependence. Zbl 1460.91240
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying
3
2021
Mean-variance portfolio selection under Volterra Heston model. Zbl 1470.91242
Han, Bingyan; Wong, Hoi Ying
3
2021
Structural model of credit migration. Zbl 1254.91741
Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing
2
2012
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. Zbl 1231.91044
Wong, Hoi Ying; Zhao, Jing
2
2011
Optimal investment for insurers with correlation risk: risk aversion and investment horizon. Zbl 07110043
Chiu, Mei Choi; Wong, Hoi Ying
2
2018
Dynamic safety first expected utility model. Zbl 1403.91142
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
2
2018
Optimal investment for insurers with the extended CIR interest rate model. Zbl 1406.91198
Chiu, Mei Choi; Wong, Hoi Ying
2
2014
Simulation techniques in financial risk management. 2nd ed. Zbl 1409.91001
Chan, Ngai Hang; Wong, Hoi Ying
1
2015
Reduced-form models with regime switching: An empirical analysis for corporate bonds. Zbl 1136.91493
Wong, Hoi Ying; Wong, Tsz Lim
1
2007
Simulation techniques in financial risk management. Zbl 1096.60001
Chan, Ngai Hang; Wong, Hoi Ying
1
2006
A rigorous definition of robustness analysis. Zbl 1107.90418
Wong, H.-Y.; Rosenhead, J.
1
2000
Deep-learning solution to portfolio selection with serially dependent returns. Zbl 1444.91202
Tsang, Ka Ho; Wong, Hoi Ying
1
2020
Optimal investment and consumption problems under correlation ambiguity. Zbl 07254128
Han, Bingyan; Wong, Hoi Ying
1
2020
Lasso-based simulation for high-dimensional multi-period portfolio optimization. Zbl 07254131
Li, Zhongyu; Tsang, Ka Ho; Wong, Hoi Ying
1
2020
FFT network for interest rate derivatives with Lévy processes. Zbl 1386.91137
Chiu, Mei Choi; Xu, Zhuolu; Wong, Hoi Ying
1
2017
Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy. Zbl 1433.91152
Chen, Kexin; Chiu, Mei Choi; Shin, Yong Hyun; Wong, Hoi Ying
1
2019
Variance swaps under the threshold Ornstein-Uhlenbeck model. Zbl 1420.91456
Dong, Fangyuan; Wong, Hoi Ying
1
2017
Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility. Zbl 1273.91447
Wong, Hoi Ying; Chiu, Mei Choi
1
2013
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility. Zbl 1461.91286
Yan, Tingjin; Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying
1
2020
Robust state-dependent mean-variance portfolio selection: a closed-loop approach. Zbl 1471.49028
Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying
1
2021
Time-inconsistency with rough volatility. Zbl 1480.91266
Han, Bingyan; Wong, Hoi Ying
1
2021
Volterra mortality model: actuarial valuation and risk management with long-range dependence. Zbl 1460.91240
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying
3
2021
Mean-variance portfolio selection under Volterra Heston model. Zbl 1470.91242
Han, Bingyan; Wong, Hoi Ying
3
2021
Robust state-dependent mean-variance portfolio selection: a closed-loop approach. Zbl 1471.49028
Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying
1
2021
Time-inconsistency with rough volatility. Zbl 1480.91266
Han, Bingyan; Wong, Hoi Ying
1
2021
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility. Zbl 1431.91347
Yan, Tingjin; Wong, Hoi Ying
5
2020
Deep-learning solution to portfolio selection with serially dependent returns. Zbl 1444.91202
Tsang, Ka Ho; Wong, Hoi Ying
1
2020
Optimal investment and consumption problems under correlation ambiguity. Zbl 07254128
Han, Bingyan; Wong, Hoi Ying
1
2020
Lasso-based simulation for high-dimensional multi-period portfolio optimization. Zbl 07254131
Li, Zhongyu; Tsang, Ka Ho; Wong, Hoi Ying
1
2020
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility. Zbl 1461.91286
Yan, Tingjin; Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying
1
2020
Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility. Zbl 1429.91297
Yan, Tingjin; Wong, Hoi Ying
14
2019
A linear programming model for selection of sparse high-dimensional multiperiod portfolios. Zbl 1403.90506
Pun, Chi Seng; Wong, Hoi Ying
8
2019
Time-consistent mean-variance pairs-trading under regime-switching cointegration. Zbl 1431.91355
Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying
4
2019
Simulation-based value-at-risk for nonlinear portfolios. Zbl 1422.91780
Chen, Junyao; Sit, Tony; Wong, Hoi Ying
3
2019
Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy. Zbl 1433.91152
Chen, Kexin; Chiu, Mei Choi; Shin, Yong Hyun; Wong, Hoi Ying
1
2019
Robust dynamic pairs trading with cointegration. Zbl 07064477
Chiu, Mei Choi; Wong, Hoi Ying
3
2018
Optimal investment for insurers with correlation risk: risk aversion and investment horizon. Zbl 07110043
Chiu, Mei Choi; Wong, Hoi Ying
2
2018
Dynamic safety first expected utility model. Zbl 1403.91142
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
2
2018
FFT network for interest rate derivatives with Lévy processes. Zbl 1386.91137
Chiu, Mei Choi; Xu, Zhuolu; Wong, Hoi Ying
1
2017
Variance swaps under the threshold Ornstein-Uhlenbeck model. Zbl 1420.91456
Dong, Fangyuan; Wong, Hoi Ying
1
2017
Portfolio optimization with ambiguous correlation and stochastic volatilities. Zbl 1410.91415
Fouque, Jean-Pierre; Pun, Chi Seng; Wong, Hoi Ying
30
2016
Robust non-zero-sum stochastic differential reinsurance game. Zbl 1369.91094
Pun, Chi Seng; Wong, Hoi Ying
16
2016
Resolution of degeneracy in Merton’s portfolio problem. Zbl 1406.91422
Pun, Chi Seng; Wong, Hoi Ying
6
2016
Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration. Zbl 1371.91096
Kwok, Kai Yin; Chiu, Mei Choi; Wong, Hoi Ying
6
2016
Non-zero-sum reinsurance games subject to ambiguous correlations. Zbl 1408.91104
Pun, Chi Seng; Siu, Chi Chung; Wong, Hoi Ying
4
2016
Robust investment-reinsurance optimization with multiscale stochastic volatility. Zbl 1318.91122
Pun, Chi Seng; Wong, Hoi Ying
30
2015
Variance swap with mean reversion, multifactor stochastic volatility and jumps. Zbl 1346.91239
Pun, Chi Seng; Chung, Shing Fung; Wong, Hoi Ying
16
2015
Commodity derivatives pricing with cointegration and stochastic covariances. Zbl 1346.91227
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
12
2015
Dynamic cointegrated pairs trading: mean-variance time-consistent strategies. Zbl 1319.91139
Chiu, Mei Choi; Wong, Hoi Ying
10
2015
Simulation techniques in financial risk management. 2nd ed. Zbl 1409.91001
Chan, Ngai Hang; Wong, Hoi Ying
1
2015
Time-consistent mean-variance hedging of longevity risk: effect of cointegration. Zbl 1304.91136
Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying
19
2014
Mean-variance asset-liability management with asset correlation risk and insurance liabilities. Zbl 1306.91122
Chiu, Mei Choi; Wong, Hoi Ying
16
2014
Mean-variance portfolio selection with correlation risk. Zbl 1291.91190
Chiu, Mei Choi; Wong, Hoi Ying
14
2014
Optimal investment for insurers with the extended CIR interest rate model. Zbl 1406.91198
Chiu, Mei Choi; Wong, Hoi Ying
2
2014
Mean-variance principle of managing cointegrated risky assets and random liabilities. Zbl 1267.91041
Chiu, Mei Choi; Wong, Hoi Ying
16
2013
Optimal investment for an insurer with cointegrated assets: CRRA utility. Zbl 1291.91099
Chiu, Mei Choi; Wong, Hoi Ying
13
2013
Valuation of stock loans using exponential phase-type Lévy models. Zbl 1329.91131
Wong, Tat Wing; Wong, Hoi Ying
7
2013
CEV asymptotics of American options. Zbl 1284.91553
Pun, Chi Seng; Wong, Hoi Ying
6
2013
Currency option pricing with Wishart process. Zbl 1251.91063
Leung, 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 1273.91447
Wong, Hoi Ying; Chiu, Mei Choi
1
2013
Mean-variance asset-liability management: cointegrated assets and insurance liability. Zbl 1292.91158
Chiu, Mei Choi; Wong, Hoi Ying
33
2012
Efficient options pricing using the fast Fourier transform. Zbl 1229.91342
Kwok, Yue Kuen; Leung, Kwai Sun; Wong, Hoi Ying
10
2012
Stochastic volatility asymptotics of stock loans: valuation and optimal stopping. Zbl 1244.91098
Wong, Tat Wing; Wong, Hoi Ying
9
2012
A closed-form solution to American options under general diffusion processes. Zbl 1278.91171
Zhao, Jing; Wong, Hoi Ying
8
2012
Structural model of credit migration. Zbl 1254.91741
Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing
2
2012
Mean-variance portfolio selection of cointegrated assets. Zbl 1217.91166
Chiu, Mei Choi; Wong, Hoi Ying
36
2011
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility. Zbl 1242.91185
Chiu, 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 1237.91235
Wong, Hoi Ying; Zhao, Jing
3
2011
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. Zbl 1231.91044
Wong, Hoi Ying; Zhao, Jing
2
2011
Valuing American options under the CEV model by Laplace-Carson transforms. Zbl 1202.91329
Wong, Hoi Ying; Zhao, Jing
18
2010
Option pricing with mean reversion and stochastic volatility. Zbl 1157.91375
Wong, Hoi Ying; Lo, Yu Wai
32
2009
Estimating default barriers from market information. Zbl 1158.91456
Wong, Hoi Ying; Choi, Tsz Wang
3
2009
An artificial boundary method for american option pricing under the CEV model. Zbl 1178.35363
Wong, Hoi Ying; Zhao, Jing
18
2008
Turbo warrants under stochastic volatility. Zbl 1154.91486
Wong, Hoi Ying; Chan, Chun Man
11
2008
Lookback options and dynamic fund protection under multiscale stochastic volatility. Zbl 1183.91173
Wong, Hoi Ying; Chan, Chun Man
18
2007
Reduced-form models with regime switching: An empirical analysis for corporate bonds. Zbl 1136.91493
Wong, Hoi Ying; Wong, Tsz Lim
1
2007
Simulation techniques in financial risk management. Zbl 1096.60001
Chan, Ngai Hang; Wong, Hoi Ying
1
2006
Quanto lookback options. Zbl 1134.91408
Dai, Min; Wong, Hoi Ying; Kwok, Yue Kuen
10
2004
Geometric Asian options: valuation and calibration with stochastic volatility. Zbl 1405.91655
Wong, Hoi Ying; Cheung, Ying Lok
6
2004
Multi-asset barrier options and occupation time derivatives. Zbl 1089.91031
Wong, Hoi Ying; Kwok, Yue-Kuen
10
2003
Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks. Zbl 1059.91049
Wong, Hoi Ying; Kwok, Yue Kuen
6
2003
Pricing algorithms of multivariate path dependent options. Zbl 0996.91070
Kwok, 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 1152.91528
Kwok, Yue-Kuen; Wong, Hoi-Ying
7
2000
A rigorous definition of robustness analysis. Zbl 1107.90418
Wong, H.-Y.; Rosenhead, J.
1
2000
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

Citations by Year