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Probability, Uncertainty and Quantitative Risk

Short Title: Probab. Uncertain. Quant. Risk
Publisher: American Institute of Mathematical Sciences (AIMS), Springfield, MO
ISSN: 2095-9672; 2367-0126/e
Online: https://www.aimsciences.org/PUQR
https://link.springer.com/journal/41546/volumes-and-issues
Comments: Journal; Indexed cover-to-cover; Published electronic only as of: Vol. 1 (2016). This journal is available open access.
Documents Indexed: 107 Publications (since 2016)
References Indexed: 107 Publications with 3,096 References.
all top 5

Authors

6 Madan, Dilip B.
6 Peng, Shige
5 Hu, Mingshang
4 Biagini, Francesca
4 Tang, Shanjian
3 Buckdahn, Rainer
3 Hu, Ying
2 Bielecki, Tomasz R.
2 Bouhadou, Siham
2 Cialenco, Igor
2 Drapeau, Samuel
2 Elliott, Robert James
2 Fan, Shengjun
2 Geiss, Christel
2 Hilbert, Astrid
2 Jiao, Ying
2 Li, Xinpeng
2 Liang, Gechun
2 Lopes, Artur Oscar
2 Lopes, Sílvia R. C.
2 Oberpriller, Katharina
2 Ouknine, Youssef
2 Rutkowski, Marek
2 Schied, Alexander
2 Schoutens, Wim
2 Song, Yongsheng
2 Steinicke, Alexander
2 Wang, King-Hang
2 Xu, Zuoquan
2 Yong, Jiongmin
2 Zhang, Jianfeng
1 Albanese, Claudio
1 Angoshtari, Bahman
1 Aubin, Jean-Pierre
1 Becherer, Dirk
1 Bedini, Matteo Ludovico
1 Beißner, Patrick
1 Bo, Lijun
1 Boccardo, Lucio
1 Bollweg, Georg
1 Caenazzo, Simone
1 Cesa, Mauro
1 Chala, Adel
1 Chang, Dejian
1 Chen, Rui
1 Chen, Zengjing
1 Crepey, Stephane
1 Dassa, Meriyam
1 Dela Vega, Engel John C.
1 Diehl, Joscha
1 Dumitrescu, Roxana
1 Eberlein, Ernst W.
1 Ekren, Ibrahim
1 Ekström, Erik
1 Engelbert, Hans-Jürgen
1 Fadina, Tolulope
1 Fan, Wai-Tong
1 Faugeras, Olivier Paul
1 Feng, Zixin
1 Forien, Raphaël
1 Frankowska, Hélène
1 Grigutis, Andrius
1 Guo, Xiaofan
1 Han, Jiequn
1 Hillairet, Caroline
1 Huang, Jianhui
1 Huang, Menglei
1 Hutzenthaler, Martin
1 Jiang, Lianzi
1 Jiang, Long
1 Jiang, Yifan
1 Jin, Hanqing
1 Karatzas, Ioannis
1 Karling, Maicon J.
1 Keller, Christian
1 Kentia, Klebert
1 Kharroubi, Idris
1 Kruse, Thomas
1 Kutoyants, Yury A.
1 Lai, Yuru
1 Laurière, Mathieu
1 Li, Jinfeng
1 Li, Juan
1 Li, Pengtao
1 Li, Shan
1 Li, Tingting
1 Li, Xiaojuan
1 Li, Xinying
1 Li, Xun
1 Lin, Zhengyan
1 Liu, Huili
1 Liu, Shuhui
1 Long, Jihao
1 Lototsky, Sergey V.
1 Lü, Qi
1 Luo, Peng
1 Ly, Sel
1 Ma, Jin
1 Mancin, Jacopo
1 Marushkevych, Dmytro
...and 88 more Authors

Publications by Year

Citations contained in zbMATH Open

62 Publications have been cited 379 times in 329 Documents Cited by Year
Convergence of the deep BSDE method for coupled FBSDEs. Zbl 1454.60105
Han, Jiequn; Long, Jihao
39
2020
The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks. Zbl 1432.91133
Weber, Stefan; Weske, Kerstin
29
2017
Law of large numbers and central limit theorem under nonlinear expectations. Zbl 1434.60075
Peng, Shige
24
2019
Stochastic global maximum principle for optimization with recursive utilities. Zbl 1432.93380
Hu, Mingshang
22
2017
Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications. Zbl 1433.49030
Pham, Huyên
20
2016
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective. Zbl 1432.91034
Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin
17
2017
\(G\)-Lévy processes under sublinear expectations. Zbl 1480.60158
Hu, Mingshang; Peng, Shige
16
2021
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
16
2016
Credit, funding, margin, and capital valuation adjustments for bilateral portfolios. Zbl 1432.91130
Albanese, Claudio; Caenazzo, Simone; Crépey, Stéphane
14
2017
Affine processes under parameter uncertainty. Zbl 1443.91309
Fadina, Tolulope; Neufeld, Ariel; Schmidt, Thorsten
14
2019
Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs. Zbl 1431.35256
Ekren, Ibrahim; Zhang, Jianfeng
10
2016
Backward-forward linear-quadratic mean-field games with major and minor agents. Zbl 1443.91044
Huang, Jianhui; Wang, Shujun; Wu, Zhen
9
2016
Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle. Zbl 1444.60046
Overbeck, Ludger; Röder, Jasmin A. L.
9
2018
Pathwise no-arbitrage in a class of delta hedging strategies. Zbl 1443.91299
Schied, Alexander; Voloshchenko, Iryna
8
2016
Characterization of optimal feedback for stochastic linear quadratic control problems. Zbl 1432.93384
Lü, Qi; Wang, Tianxiao; Zhang, Xu
8
2017
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381
Hu, Ying; Tang, Shanjian
8
2019
On the laws of the iterated logarithm under sub-linear expectations. Zbl 1491.60047
Zhang, Li-Xin
7
2021
Arbitrage-free pricing of derivatives in nonlinear market models. Zbl 1432.91119
Bielecki, Tomasz R.; Cialenco, Igor; Rutkowski, Marek
7
2018
Convergence rate of Peng’s law of large numbers under sublinear expectations. Zbl 1497.60025
Hu, Mingshang; Li, Xiaojuan; Li, Xinpeng
6
2021
Extended conditional \(G\)-expectations and related stopping times. Zbl 1491.60083
Hu, Mingshang; Peng, Shige
6
2021
A branching particle system approximation for a class of FBSDEs. Zbl 1440.60062
Chang, Dejian; Liu, Huili; Xiong, Jie
6
2016
Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion. Zbl 1444.60044
Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof
6
2018
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting. Zbl 1444.60051
Geiss, Christel; Steinicke, Alexander
6
2018
Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients. Zbl 1491.60084
Jiang, Yifan; Li, Jinfeng
5
2021
Stein’s method for the law of large numbers under sublinear expectations. Zbl 1497.60028
Song, Yongsheng
4
2021
An FBSDE approach to market impact games with stochastic parameters. Zbl 1492.91141
Drapeau, Samuel; Luo, Peng; Schied, Alexander; Xiong, Dewen
4
2021
Implied fractional hazard rates and default risk distributions. Zbl 1435.62374
Tapiero, Charles S.; Vallois, Pierre
4
2017
Good deal hedging and valuation under combined uncertainty about drift and volatility. Zbl 1443.91284
Becherer, Dirk; Kentia, Klebert
4
2017
Optimal unbiased estimation for maximal distribution. Zbl 1493.62057
Jin, Hanqing; Peng, Shige
3
2021
Mean field games of controls: propagation of monotonicities. Zbl 1502.35174
Mou, Chenchen; Zhang, Jianfeng
3
2022
Backward stochastic differential equations with Young drift. Zbl 1444.60050
Diehl, Joscha; Zhang, Jianfeng
3
2017
Financial asset price bubbles under model uncertainty. Zbl 1443.91305
Biagini, Francesca; Mancin, Jacopo
3
2017
Pricing formulae for derivatives in insurance using Malliavin calculus. Zbl 1435.62373
Hillairet, Caroline; Jiao, Ying; Réveillac, Anthony
3
2018
Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149
Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng
2
2020
Reduced-form setting under model uncertainty with non-linear affine intensities. Zbl 1490.91226
Biagini, Francesca; Oberpriller, Katharina
2
2021
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition. Zbl 1491.60085
Li, Tingting; Xu, Ziheng; Fan, Shengjun
2
2021
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. Zbl 1487.65012
Sun, Dingqian; Liang, Gechun; Tang, Shanjian
2
2022
Quadratic mean-field reflected BSDEs. Zbl 1502.60094
Hu, Ying; Moreau, Remi; Wang, Falei
2
2022
Portfolio optimization of credit swap under funding costs. Zbl 1443.91257
Bo, Lijun
2
2017
Risk excess measures induced by hemi-metrics. Zbl 1432.60010
Faugeras, Olivier P.; Rüschendorf, Ludger
2
2018
Predictable forward performance processes in complete markets. Zbl 07768489
Angoshtari, Bahman
1
2023
Conditional coherent risk measures and regime-switching conic pricing. Zbl 1490.60220
Dela Vega, Engel John C.; Elliott, Robert J.
1
2021
Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales. Zbl 1487.60116
Nie, Tianyang; Rutkowski, Marek
1
2021
On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations. Zbl 1497.60036
Guo, Xiaofan; Li, Shan; Li, Xinpeng
1
2022
Lower and upper pricing of financial assets. Zbl 1492.91396
Elliott, Robert; Madan, Dilip B.; Siu, Tak Kuen
1
2022
The value does not exist! A motivation for extremal analysis. Zbl 07617806
Aubin, Jean-Pierre; Frankowska, Hélène
1
2022
Explicit solutions for a class of nonlinear BSDEs and their nodal sets. Zbl 1502.60089
Chen, Zengjing; Liu, Shuhui; Qian, Zhongmin; Xu, Xingcheng
1
2022
Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286
Hu, Ying; Tang, Shanjian; Xu, Zuo Quan
1
2022
A note on the cluster set of the law of the iterated logarithm under sub-linear expectations. Zbl 1496.60027
Zhang, Li-Xin
1
2022
Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise. Zbl 1498.60245
Yang, Fen-Fen
1
2022
On the speed of convergence of Picard iterations of backward stochastic differential equations. Zbl 1493.60091
Hutzenthaler, Martin; Kruse, Thomas; Nguyen, Tuan Anh
1
2022
Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting. Zbl 1462.60078
Marushkevych, Dmytro; Popier, Alexandre
1
2020
The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time. Zbl 1482.91209
Beißner, Patrick; Rosazza Gianin, Emanuela
1
2021
Stochastic ordering by \(g\)-expectations. Zbl 1486.60035
Ly, Sel; Privault, Nicolas
1
2021
Portfolio theory for squared returns correlated across time. Zbl 1432.91101
Eberlein, Ernst; Madan, Dilip B.
1
2016
On approximation of BSDE and multi-step MLE-processes. Zbl 1435.62314
Kutoyants, Yu A.
1
2016
Convergence to a self-normalized G-Brownian motion. Zbl 1432.60041
Lin, Zhengyan; Zhang, Li-Xin
1
2017
Measure distorted arrival rate risks and their rewards. Zbl 1431.91443
Madan, Dilip B.
1
2017
On the compensator of the default process in an information-based model. Zbl 1444.60034
Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen
1
2017
Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA. Zbl 1432.91129
Papapantoleon, Antonis; Wardenga, Robert
1
2018
Zero covariation returns. Zbl 1432.91106
Madan, Dilip B.; Schoutens, Wim
1
2018
Piecewise constant martingales and lazy clocks. Zbl 1444.60035
Profeta, Christophe; Vrins, Frédéric
1
2019
Predictable forward performance processes in complete markets. Zbl 07768489
Angoshtari, Bahman
1
2023
Mean field games of controls: propagation of monotonicities. Zbl 1502.35174
Mou, Chenchen; Zhang, Jianfeng
3
2022
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. Zbl 1487.65012
Sun, Dingqian; Liang, Gechun; Tang, Shanjian
2
2022
Quadratic mean-field reflected BSDEs. Zbl 1502.60094
Hu, Ying; Moreau, Remi; Wang, Falei
2
2022
On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations. Zbl 1497.60036
Guo, Xiaofan; Li, Shan; Li, Xinpeng
1
2022
Lower and upper pricing of financial assets. Zbl 1492.91396
Elliott, Robert; Madan, Dilip B.; Siu, Tak Kuen
1
2022
The value does not exist! A motivation for extremal analysis. Zbl 07617806
Aubin, Jean-Pierre; Frankowska, Hélène
1
2022
Explicit solutions for a class of nonlinear BSDEs and their nodal sets. Zbl 1502.60089
Chen, Zengjing; Liu, Shuhui; Qian, Zhongmin; Xu, Xingcheng
1
2022
Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286
Hu, Ying; Tang, Shanjian; Xu, Zuo Quan
1
2022
A note on the cluster set of the law of the iterated logarithm under sub-linear expectations. Zbl 1496.60027
Zhang, Li-Xin
1
2022
Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise. Zbl 1498.60245
Yang, Fen-Fen
1
2022
On the speed of convergence of Picard iterations of backward stochastic differential equations. Zbl 1493.60091
Hutzenthaler, Martin; Kruse, Thomas; Nguyen, Tuan Anh
1
2022
\(G\)-Lévy processes under sublinear expectations. Zbl 1480.60158
Hu, Mingshang; Peng, Shige
16
2021
On the laws of the iterated logarithm under sub-linear expectations. Zbl 1491.60047
Zhang, Li-Xin
7
2021
Convergence rate of Peng’s law of large numbers under sublinear expectations. Zbl 1497.60025
Hu, Mingshang; Li, Xiaojuan; Li, Xinpeng
6
2021
Extended conditional \(G\)-expectations and related stopping times. Zbl 1491.60083
Hu, Mingshang; Peng, Shige
6
2021
Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients. Zbl 1491.60084
Jiang, Yifan; Li, Jinfeng
5
2021
Stein’s method for the law of large numbers under sublinear expectations. Zbl 1497.60028
Song, Yongsheng
4
2021
An FBSDE approach to market impact games with stochastic parameters. Zbl 1492.91141
Drapeau, Samuel; Luo, Peng; Schied, Alexander; Xiong, Dewen
4
2021
Optimal unbiased estimation for maximal distribution. Zbl 1493.62057
Jin, Hanqing; Peng, Shige
3
2021
Reduced-form setting under model uncertainty with non-linear affine intensities. Zbl 1490.91226
Biagini, Francesca; Oberpriller, Katharina
2
2021
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition. Zbl 1491.60085
Li, Tingting; Xu, Ziheng; Fan, Shengjun
2
2021
Conditional coherent risk measures and regime-switching conic pricing. Zbl 1490.60220
Dela Vega, Engel John C.; Elliott, Robert J.
1
2021
Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales. Zbl 1487.60116
Nie, Tianyang; Rutkowski, Marek
1
2021
The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time. Zbl 1482.91209
Beißner, Patrick; Rosazza Gianin, Emanuela
1
2021
Stochastic ordering by \(g\)-expectations. Zbl 1486.60035
Ly, Sel; Privault, Nicolas
1
2021
Convergence of the deep BSDE method for coupled FBSDEs. Zbl 1454.60105
Han, Jiequn; Long, Jihao
39
2020
Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149
Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng
2
2020
Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting. Zbl 1462.60078
Marushkevych, Dmytro; Popier, Alexandre
1
2020
Law of large numbers and central limit theorem under nonlinear expectations. Zbl 1434.60075
Peng, Shige
24
2019
Affine processes under parameter uncertainty. Zbl 1443.91309
Fadina, Tolulope; Neufeld, Ariel; Schmidt, Thorsten
14
2019
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381
Hu, Ying; Tang, Shanjian
8
2019
Piecewise constant martingales and lazy clocks. Zbl 1444.60035
Profeta, Christophe; Vrins, Frédéric
1
2019
Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle. Zbl 1444.60046
Overbeck, Ludger; Röder, Jasmin A. L.
9
2018
Arbitrage-free pricing of derivatives in nonlinear market models. Zbl 1432.91119
Bielecki, Tomasz R.; Cialenco, Igor; Rutkowski, Marek
7
2018
Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion. Zbl 1444.60044
Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof
6
2018
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting. Zbl 1444.60051
Geiss, Christel; Steinicke, Alexander
6
2018
Pricing formulae for derivatives in insurance using Malliavin calculus. Zbl 1435.62373
Hillairet, Caroline; Jiao, Ying; Réveillac, Anthony
3
2018
Risk excess measures induced by hemi-metrics. Zbl 1432.60010
Faugeras, Olivier P.; Rüschendorf, Ludger
2
2018
Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA. Zbl 1432.91129
Papapantoleon, Antonis; Wardenga, Robert
1
2018
Zero covariation returns. Zbl 1432.91106
Madan, Dilip B.; Schoutens, Wim
1
2018
The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks. Zbl 1432.91133
Weber, Stefan; Weske, Kerstin
29
2017
Stochastic global maximum principle for optimization with recursive utilities. Zbl 1432.93380
Hu, Mingshang
22
2017
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective. Zbl 1432.91034
Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin
17
2017
Credit, funding, margin, and capital valuation adjustments for bilateral portfolios. Zbl 1432.91130
Albanese, Claudio; Caenazzo, Simone; Crépey, Stéphane
14
2017
Characterization of optimal feedback for stochastic linear quadratic control problems. Zbl 1432.93384
Lü, Qi; Wang, Tianxiao; Zhang, Xu
8
2017
Implied fractional hazard rates and default risk distributions. Zbl 1435.62374
Tapiero, Charles S.; Vallois, Pierre
4
2017
Good deal hedging and valuation under combined uncertainty about drift and volatility. Zbl 1443.91284
Becherer, Dirk; Kentia, Klebert
4
2017
Backward stochastic differential equations with Young drift. Zbl 1444.60050
Diehl, Joscha; Zhang, Jianfeng
3
2017
Financial asset price bubbles under model uncertainty. Zbl 1443.91305
Biagini, Francesca; Mancin, Jacopo
3
2017
Portfolio optimization of credit swap under funding costs. Zbl 1443.91257
Bo, Lijun
2
2017
Convergence to a self-normalized G-Brownian motion. Zbl 1432.60041
Lin, Zhengyan; Zhang, Li-Xin
1
2017
Measure distorted arrival rate risks and their rewards. Zbl 1431.91443
Madan, Dilip B.
1
2017
On the compensator of the default process in an information-based model. Zbl 1444.60034
Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen
1
2017
Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications. Zbl 1433.49030
Pham, Huyên
20
2016
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050
Li, Xun; Sun, Jingrui; Yong, Jiongmin
16
2016
Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs. Zbl 1431.35256
Ekren, Ibrahim; Zhang, Jianfeng
10
2016
Backward-forward linear-quadratic mean-field games with major and minor agents. Zbl 1443.91044
Huang, Jianhui; Wang, Shujun; Wu, Zhen
9
2016
Pathwise no-arbitrage in a class of delta hedging strategies. Zbl 1443.91299
Schied, Alexander; Voloshchenko, Iryna
8
2016
A branching particle system approximation for a class of FBSDEs. Zbl 1440.60062
Chang, Dejian; Liu, Huili; Xiong, Jie
6
2016
Portfolio theory for squared returns correlated across time. Zbl 1432.91101
Eberlein, Ernst; Madan, Dilip B.
1
2016
On approximation of BSDE and multi-step MLE-processes. Zbl 1435.62314
Kutoyants, Yu A.
1
2016
all top 5

Cited by 481 Authors

15 Feinstein, Zachary
10 Jentzen, Arnulf
9 Crepey, Stephane
8 Biagini, Francesca
8 Yong, Jiongmin
7 Hu, Mingshang
7 Li, Xun
7 Peng, Shige
6 Meng, Qingxin
6 Sun, Jingrui
6 Wang, Tianxiao
6 Wu, Zhen
6 Xiong, Jie
5 Bichuch, Maxim
5 Hutzenthaler, Martin
5 Li, Xinpeng
5 Possamaï, Dylan
5 Wang, Hanxiao
5 Zhang, Jianfeng
4 Cialenco, Igor
4 Han, Jiequn
4 Hu, Ruimeng
4 Huang, Jianhui
4 Ji, Shaolin
4 Kupper, Michael
4 Meyer-Brandis, Thilo
4 Oberpriller, Katharina
4 Pham, Huyên
4 Rudloff, Birgit
4 Rutkowski, Marek
4 Tang, Shanjian
4 Wang, Falei
4 Warin, Xavier
4 Zhou, Chao
3 Albanese, Claudio
3 Amini, Hamed
3 Banerjee, Tathagata
3 Beck, Christian
3 Bielecki, Tomasz R.
3 Chen, Zengjing
3 Detering, Nils
3 E, Weinan
3 Gnoatto, Alessandro
3 Guo, Xiaofan
3 Issoglio, Elena
3 Kruse, Thomas
3 Li, Shan
3 Madan, Dilip B.
3 Moon, Jun-Hee
3 Muhle-Karbe, Johannes
3 Nendel, Max
3 Nie, Tianyang
3 Panagiotou, Konstantinos D.
3 Prömel, David J.
3 Qiu, Jinniao
3 Redjil, Amel
3 Reisinger, Christoph
3 Ritter, Daniel
3 Schoutens, Wim
3 Shi, Jingtao
3 Si, Kehan
3 Song, Yongsheng
3 Steinicke, Alexander
3 Strub, Moris S.
3 Touzi, Nizar
3 Vallois, Pierre
3 Wang, Guangchen
3 Yamada, Toshihiro
3 Zhang, Liangquan
2 Akhtari, Bahar
2 Allan, Andrew L.
2 Armenti, Yannick
2 Barreiro-Gomez, Julián
2 Bartl, Daniel
2 Bayraktar, Erhan
2 Becherer, Dirk
2 Becker, Sebastian
2 Brigo, Damiano
2 Cartea, Álvaro
2 Castiglioni, Valentina
2 Chala, Adel
2 Chen, Binxia
2 Chen, Tao
2 Chen, Tian
2 Dassa, Meriyam
2 Drapeau, Samuel
2 Du, Kai
2 Duncan, Tyrone E.
2 Faizullah, Faiz
2 Fan, Shengjun
2 Fouque, Jean-Pierre
2 Geiss, Christel
2 Germain, Maximilien
2 Hamaguchi, Yushi
2 Hao, Tao
2 Huang, Minyi
2 Hurd, Thomas R.
2 Jaimungal, Sebastian
2 Jiang, Yifan
2 Kebiri, Omar
...and 381 more Authors
all top 5

Cited in 106 Journals

25 Probability, Uncertainty and Quantitative Risk
21 SIAM Journal on Financial Mathematics
13 SIAM Journal on Control and Optimization
13 Mathematical Finance
13 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
12 Stochastic Processes and their Applications
10 Applied Mathematics and Optimization
8 Journal of Mathematical Analysis and Applications
8 The Annals of Applied Probability
7 Statistics & Probability Letters
7 Finance and Stochastics
7 Mathematical Control and Related Fields
7 Frontiers of Mathematical Finance
6 Electronic Journal of Probability
6 Mathematics and Financial Economics
5 Automatica
5 European Journal of Operational Research
5 Advances in Difference Equations
4 Journal of Differential Equations
4 Mathematics of Operations Research
4 Journal of Scientific Computing
4 Communications in Statistics. Theory and Methods
4 SIAM Journal on Scientific Computing
4 International Journal of Theoretical and Applied Finance
4 Quantitative Finance
3 Journal of Computational Physics
3 Journal of Optimization Theory and Applications
3 Operations Research
3 Optimal Control Applications & Methods
3 Systems & Control Letters
3 Chinese Annals of Mathematics. Series B
3 Bernoulli
3 Discrete Dynamics in Nature and Society
3 Methodology and Computing in Applied Probability
3 Numerical Algebra, Control and Optimization
2 International Journal of Control
2 Physica A
2 Applied Mathematics and Computation
2 Stochastic Analysis and Applications
2 Journal of Economic Dynamics & Control
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Random Operators and Stochastic Equations
2 Applied Mathematical Finance
2 Foundations of Computational Mathematics
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Applied Mathematics
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Stochastics and Dynamics
2 Stochastics
2 Science China. Mathematics
2 Statistics & Risk Modeling
2 SN Partial Differential Equations and Applications
1 Journal of the Franklin Institute
1 Mathematical Methods in the Applied Sciences
1 Nonlinearity
1 Mathematics of Computation
1 Theory of Probability and its Applications
1 Journal of Functional Analysis
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 SIAM Journal on Numerical Analysis
1 Transactions of the American Mathematical Society
1 Bulletin of the Korean Mathematical Society
1 Chinese Annals of Mathematics. Series A
1 Advances in Mathematics (Beijing)
1 Physica D
1 Chinese Journal of Applied Probability and Statistics
1 Journal of Theoretical Probability
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 SIAM Journal on Mathematical Analysis
1 Mathematical Programming. Series A. Series B
1 Journal of Nonlinear Science
1 Potential Analysis
1 Computational Optimization and Applications
1 Applied Mathematics. Series B (English Edition)
1 Bulletin des Sciences Mathématiques
1 Revista Investigación Operacional
1 Mathematical Problems in Engineering
1 European Journal of Control
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Abstract and Applied Analysis
1 Mathematical Methods of Operations Research
1 Journal of Applied Statistics
1 Acta Mathematica Sinica. English Series
1 Optimization and Engineering
1 Journal of Systems Science and Complexity
1 Decisions in Economics and Finance
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Journal of Numerical Mathematics
1 Asia-Pacific Financial Markets
1 Boletim da Sociedade Paranaense de Matemática. Terceira Série
1 International Journal of Computational Methods
1 Journal of Industrial and Management Optimization
1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Frontiers of Mathematics in China
1 Logical Methods in Computer Science
1 Discrete and Continuous Dynamical Systems. Series S
1 East Asian Mathematical Journal
1 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
1 MathematicS In Action
...and 6 more Journals

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