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Hobson, David G.

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Author ID: hobson.david-g Recent zbMATH articles by "Hobson, David G."
Published as: Hobson, D. G.; Hobson, David; Hobson, David G.
Documents Indexed: 73 Publications since 1991

Publications by Year

Citations contained in zbMATH

66 Publications have been cited 1,117 times in 684 Documents Cited by Year
Robust hedging of the lookback option. Zbl 0907.90023
Hobson, David G.
99
1998
Local martingales, bubbles and option prices. Zbl 1092.91023
Cox, Alexander M. G.; Hobson, David G.
83
2005
Complete models with stochastic volatility. Zbl 0908.90012
Hobson, David G.; Rogers, L. C. G.
83
1998
The Skorokhod embedding problem and model-independent bounds for option prices. Zbl 1214.91113
Hobson, David
63
2011
Robust hedging of barrier options. Zbl 1047.91024
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
60
2001
The range of traded option prices. Zbl 1278.91158
Davis, Mark H. A.; Hobson, David G.
58
2007
Robust bounds for forward start options. Zbl 1278.91162
Hobson, David; Neuberger, Anthony
50
2012
Volatility misspecification, option pricing and superreplication via coupling. Zbl 0933.91012
Hobson, David G.
48
1998
Utility indifference pricing: an overview. Zbl 1158.91379
Henderson, Vicky; Hobson, David
46
2009
Static-arbitrage upper bounds for the prices of basket options. Zbl 1134.91425
Hobson, David; Laurence, Peter; Wang, Tai-Ho
38
2005
Real options with constant relative risk aversion. Zbl 1027.91039
Henderson, Vicky; Hobson, David G.
34
2002
Stochastic volatility models, correlation, and the \(q\)-optimal measure. Zbl 1169.60317
Hobson, David
33
2004
Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping. Zbl 1165.60020
Cox, A. M. G.; Hobson, David; Obłój, Jan
28
2008
Model-independent hedging strategies for variance swaps. Zbl 1262.91134
Hobson, David; Klimmek, Martin
26
2012
Robust price bounds for the forward starting straddle. Zbl 1396.91735
Hobson, David; Klimmek, Martin
23
2015
Horizon-unbiased utility functions. Zbl 1131.60030
Henderson, Vicky; Hobson, David
22
2007
Static-arbitrage optimal subreplicating strategies for basket options. Zbl 1129.62424
Hobson, David; Laurence, Peter; Wang, Tai-Ho
20
2005
Skorokhod embeddings, minimality and non-centred target distributions. Zbl 1099.60031
Cox, A. M. G.; Hobson, D. G.
19
2006
The minimum maximum of a continuous martingale with given initial and terminal laws. Zbl 1016.60047
Hobson, David G.; Pedersen, J. L.
18
2002
Comparison results for stochastic volatility models via coupling. Zbl 1224.91193
Hobson, David
16
2010
The maximum maximum of a martingale constrained by an intermediate law. Zbl 0980.60048
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
16
2001
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation. Zbl 1134.91423
Henderson, Vicky; Hobson, David; Howison, Sam; Kluge, Tino
14
2005
An explicit solution for an optimal stopping/optimal control problem which models an asset sale. Zbl 1165.60021
Henderson, Vicky; Hobson, David
13
2008
Optimal timing for an indivisible asset sale. Zbl 1214.91112
Evans, Jonathan; Henderson, Vicky; Hobson, David
12
2008
Coupling and option price comparisons in a jump-diffusion model. Zbl 1030.60078
Henderson, Vicky; Hobson, David
11
2002
Local time, coupling and the passport option. Zbl 0944.60046
Henderson, Vicky; Hobson, David
11
2000
The maximum maximum of a martingale. Zbl 0935.60028
Hobson, David G.
11
1998
Non-colliding Brownian motions on the circle. Zbl 0853.60060
Hobson, David G.; Werner, Wendelin
11
1996
Recurrence and transience of reflecting Brownian motion in the quadrant. Zbl 0776.60100
Hobson, D. G.; Rogers, L. C. G.
11
1993
Optimal stopping of the maximum process: a converse to the results of Peskir. Zbl 1128.60029
Hobson, David
10
2007
An optimal Skorokhod embedding for diffusions. Zbl 1070.60070
Cox, A. M. G.; Hobson, D. G.
8
2004
Passport options with stochastic volatility. Zbl 1013.91046
Henderson, Vicky; Hobson, David
8
2001
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes. Zbl 0982.60020
Chaumont, L.; Hobson, D. G.; Yor, M.
8
2001
Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan
7
2013
Recovering a time-homogeneous stock price process from perpetual option prices. Zbl 1228.91068
Ekström, Erik; Hobson, David
7
2011
Risk aversion, indivisible timing options, and gambling. Zbl 1268.91165
Henderson, Vicky; Hobson, David
6
2013
Randomized strategies and prospect theory in a dynamic context. Zbl 1400.91178
Henderson, Vicky; Hobson, David; Tse, Alex S. L.
5
2017
Model uncertainty and the pricing of American options. Zbl 1380.91131
Hobson, David; Neuberger, Anthony
5
2017
Finite, integrable and bounded time embeddings for diffusions. Zbl 1328.60101
Ankirchner, Stefan; Hobson, David; Strack, Philipp
5
2015
Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps. Zbl 1278.60078
Hobson, David; Klimmek, Martin
5
2013
Optimal liquidation of derivative portfolios. Zbl 1215.91073
Henderson, Vicky; Hobson, David
5
2011
Bounds for the utility-indifference prices of non-traded assets in incomplete markets. Zbl 1125.91346
Hobson, D. G.
5
2005
A survey of mathematical finance. Zbl 1168.91386
Hobson, David
5
2004
Gambling in contests with random initial law. Zbl 1335.60058
Feng, Han; Hobson, David
4
2016
Utility theory front to back – inferring utility from agents’ choices. Zbl 1298.91199
Cox, Alexander M. G.; Hobson, David; Obłój, Jan
4
2014
Marked excursions and random trees. Zbl 0965.60078
Hobson, David G.
4
2000
Mimicking martingales. Zbl 1352.60061
Hobson, David
3
2016
Gambling in contests with regret. Zbl 1348.91120
Feng, Han; Hobson, David
3
2016
Constructing time-homogeneous generalized diffusions consistent with optimal stopping values. Zbl 1245.60046
Hobson, David; Klimmek, Martin
3
2011
Bounds for in-progress floating-strike Asian options using symmetry. Zbl 1132.91466
Henderson, Vicky; Hobson, David; Shaw, William; Wojakowski, Rafal
3
2007
A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings. Zbl 1148.60063
Cox, A. M. G.; Hobson, D. G.
3
2007
Integrability of solutions of the Skorokhod embedding problem for diffusions. Zbl 1328.60104
Hobson, David
2
2015
Gambling in contests modelled with diffusions. Zbl 1398.91295
Feng, Han; Hobson, David
2
2015
Perpetual American options in incomplete markets: The infinitely divisible case. Zbl 1154.91446
Henderson, Vicky; Hobson, David
2
2008
A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor. Zbl 1110.60077
Hobson, David
2
2007
A note on irreversible investment, hedging and optimal consumption problems. Zbl 1138.91447
Henderson, Vicky; Hobson, David
2
2006
A new class of commodity hedging strategies: a passport options approach. Zbl 1138.91448
Henderson, Vicky; Hobson, David; Kentwell, Glenn
2
2002
Taylor expansions of curve-crossing probabilities. Zbl 0945.60084
Hobson, David G.; Williams, David; Wood, Andrew T. A.
2
1999
Escape rates for transient reflected Brownian motion in wedges and cones. Zbl 0891.60038
Deblassie, R. Dante; Hobson, David; Housworth, Elizabeth Ann; Toby, Ellen H.
2
1996
Asymptotics for an arcsin type result. Zbl 0796.60046
Hobson, David
2
1994
Optimal consumption and investment under transaction costs. Zbl 1411.91508
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi
1
2019
The left-curtain martingale coupling in the presence of atoms. Zbl 1427.60073
Hobson, David G.; Norgilas, Dominykas
1
2019
Probability weighting, stop-loss and the disposition effect. Zbl 1417.91201
Henderson, Vicky; Hobson, David; Tse, Alex S. L.
1
2018
Fake exponential Brownian motion. Zbl 1293.60079
Hobson, David G.
1
2013
Is there an informationally passive benchmark for option pricing incorporating maturity? Zbl 1278.91161
Henderson, Vicky; Hobson, David; Kluge, Tino
1
2007
Maximizing the probability of a perfect hedge using an imperfectly correlated instrument. Zbl 1138.91536
Hobson, David; Penn, Jeremy
1
2005
Optimal consumption and investment under transaction costs. Zbl 1411.91508
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi
1
2019
The left-curtain martingale coupling in the presence of atoms. Zbl 1427.60073
Hobson, David G.; Norgilas, Dominykas
1
2019
Probability weighting, stop-loss and the disposition effect. Zbl 1417.91201
Henderson, Vicky; Hobson, David; Tse, Alex S. L.
1
2018
Randomized strategies and prospect theory in a dynamic context. Zbl 1400.91178
Henderson, Vicky; Hobson, David; Tse, Alex S. L.
5
2017
Model uncertainty and the pricing of American options. Zbl 1380.91131
Hobson, David; Neuberger, Anthony
5
2017
Gambling in contests with random initial law. Zbl 1335.60058
Feng, Han; Hobson, David
4
2016
Mimicking martingales. Zbl 1352.60061
Hobson, David
3
2016
Gambling in contests with regret. Zbl 1348.91120
Feng, Han; Hobson, David
3
2016
Robust price bounds for the forward starting straddle. Zbl 1396.91735
Hobson, David; Klimmek, Martin
23
2015
Finite, integrable and bounded time embeddings for diffusions. Zbl 1328.60101
Ankirchner, Stefan; Hobson, David; Strack, Philipp
5
2015
Integrability of solutions of the Skorokhod embedding problem for diffusions. Zbl 1328.60104
Hobson, David
2
2015
Gambling in contests modelled with diffusions. Zbl 1398.91295
Feng, Han; Hobson, David
2
2015
Utility theory front to back – inferring utility from agents’ choices. Zbl 1298.91199
Cox, Alexander M. G.; Hobson, David; Obłój, Jan
4
2014
Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan
7
2013
Risk aversion, indivisible timing options, and gambling. Zbl 1268.91165
Henderson, Vicky; Hobson, David
6
2013
Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps. Zbl 1278.60078
Hobson, David; Klimmek, Martin
5
2013
Fake exponential Brownian motion. Zbl 1293.60079
Hobson, David G.
1
2013
Robust bounds for forward start options. Zbl 1278.91162
Hobson, David; Neuberger, Anthony
50
2012
Model-independent hedging strategies for variance swaps. Zbl 1262.91134
Hobson, David; Klimmek, Martin
26
2012
The Skorokhod embedding problem and model-independent bounds for option prices. Zbl 1214.91113
Hobson, David
63
2011
Recovering a time-homogeneous stock price process from perpetual option prices. Zbl 1228.91068
Ekström, Erik; Hobson, David
7
2011
Optimal liquidation of derivative portfolios. Zbl 1215.91073
Henderson, Vicky; Hobson, David
5
2011
Constructing time-homogeneous generalized diffusions consistent with optimal stopping values. Zbl 1245.60046
Hobson, David; Klimmek, Martin
3
2011
Comparison results for stochastic volatility models via coupling. Zbl 1224.91193
Hobson, David
16
2010
Utility indifference pricing: an overview. Zbl 1158.91379
Henderson, Vicky; Hobson, David
46
2009
Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping. Zbl 1165.60020
Cox, A. M. G.; Hobson, David; Obłój, Jan
28
2008
An explicit solution for an optimal stopping/optimal control problem which models an asset sale. Zbl 1165.60021
Henderson, Vicky; Hobson, David
13
2008
Optimal timing for an indivisible asset sale. Zbl 1214.91112
Evans, Jonathan; Henderson, Vicky; Hobson, David
12
2008
Perpetual American options in incomplete markets: The infinitely divisible case. Zbl 1154.91446
Henderson, Vicky; Hobson, David
2
2008
The range of traded option prices. Zbl 1278.91158
Davis, Mark H. A.; Hobson, David G.
58
2007
Horizon-unbiased utility functions. Zbl 1131.60030
Henderson, Vicky; Hobson, David
22
2007
Optimal stopping of the maximum process: a converse to the results of Peskir. Zbl 1128.60029
Hobson, David
10
2007
Bounds for in-progress floating-strike Asian options using symmetry. Zbl 1132.91466
Henderson, Vicky; Hobson, David; Shaw, William; Wojakowski, Rafal
3
2007
A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings. Zbl 1148.60063
Cox, A. M. G.; Hobson, D. G.
3
2007
A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor. Zbl 1110.60077
Hobson, David
2
2007
Is there an informationally passive benchmark for option pricing incorporating maturity? Zbl 1278.91161
Henderson, Vicky; Hobson, David; Kluge, Tino
1
2007
Skorokhod embeddings, minimality and non-centred target distributions. Zbl 1099.60031
Cox, A. M. G.; Hobson, D. G.
19
2006
A note on irreversible investment, hedging and optimal consumption problems. Zbl 1138.91447
Henderson, Vicky; Hobson, David
2
2006
Local martingales, bubbles and option prices. Zbl 1092.91023
Cox, Alexander M. G.; Hobson, David G.
83
2005
Static-arbitrage upper bounds for the prices of basket options. Zbl 1134.91425
Hobson, David; Laurence, Peter; Wang, Tai-Ho
38
2005
Static-arbitrage optimal subreplicating strategies for basket options. Zbl 1129.62424
Hobson, David; Laurence, Peter; Wang, Tai-Ho
20
2005
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation. Zbl 1134.91423
Henderson, Vicky; Hobson, David; Howison, Sam; Kluge, Tino
14
2005
Bounds for the utility-indifference prices of non-traded assets in incomplete markets. Zbl 1125.91346
Hobson, D. G.
5
2005
Maximizing the probability of a perfect hedge using an imperfectly correlated instrument. Zbl 1138.91536
Hobson, David; Penn, Jeremy
1
2005
Stochastic volatility models, correlation, and the \(q\)-optimal measure. Zbl 1169.60317
Hobson, David
33
2004
An optimal Skorokhod embedding for diffusions. Zbl 1070.60070
Cox, A. M. G.; Hobson, D. G.
8
2004
A survey of mathematical finance. Zbl 1168.91386
Hobson, David
5
2004
Real options with constant relative risk aversion. Zbl 1027.91039
Henderson, Vicky; Hobson, David G.
34
2002
The minimum maximum of a continuous martingale with given initial and terminal laws. Zbl 1016.60047
Hobson, David G.; Pedersen, J. L.
18
2002
Coupling and option price comparisons in a jump-diffusion model. Zbl 1030.60078
Henderson, Vicky; Hobson, David
11
2002
A new class of commodity hedging strategies: a passport options approach. Zbl 1138.91448
Henderson, Vicky; Hobson, David; Kentwell, Glenn
2
2002
Robust hedging of barrier options. Zbl 1047.91024
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
60
2001
The maximum maximum of a martingale constrained by an intermediate law. Zbl 0980.60048
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
16
2001
Passport options with stochastic volatility. Zbl 1013.91046
Henderson, Vicky; Hobson, David
8
2001
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes. Zbl 0982.60020
Chaumont, L.; Hobson, D. G.; Yor, M.
8
2001
Local time, coupling and the passport option. Zbl 0944.60046
Henderson, Vicky; Hobson, David
11
2000
Marked excursions and random trees. Zbl 0965.60078
Hobson, David G.
4
2000
Taylor expansions of curve-crossing probabilities. Zbl 0945.60084
Hobson, David G.; Williams, David; Wood, Andrew T. A.
2
1999
Robust hedging of the lookback option. Zbl 0907.90023
Hobson, David G.
99
1998
Complete models with stochastic volatility. Zbl 0908.90012
Hobson, David G.; Rogers, L. C. G.
83
1998
Volatility misspecification, option pricing and superreplication via coupling. Zbl 0933.91012
Hobson, David G.
48
1998
The maximum maximum of a martingale. Zbl 0935.60028
Hobson, David G.
11
1998
Non-colliding Brownian motions on the circle. Zbl 0853.60060
Hobson, David G.; Werner, Wendelin
11
1996
Escape rates for transient reflected Brownian motion in wedges and cones. Zbl 0891.60038
Deblassie, R. Dante; Hobson, David; Housworth, Elizabeth Ann; Toby, Ellen H.
2
1996
Asymptotics for an arcsin type result. Zbl 0796.60046
Hobson, David
2
1994
Recurrence and transience of reflecting Brownian motion in the quadrant. Zbl 0776.60100
Hobson, D. G.; Rogers, L. C. G.
11
1993
all top 5

Cited by 853 Authors

39 Hobson, David G.
23 Obloj, Jan K.
20 Henderson, Vicky
16 Beiglböck, Mathias
16 Cox, Alexander Matthew Gordon
16 Ekström, Erik
16 Touzi, Nizar
12 Pascucci, Andrea
12 Tysk, Johan
11 Madan, Dilip B.
10 Protter, Philip Elliott
8 Bayraktar, Erhan
8 Henry-Labordère, Pierre
8 Nutz, Marcel
7 Campi, Luciano
7 Huesmann, Martin
7 Kallsen, Jan
7 Tan, Xiaolu
7 Yor, Marc
6 Bartl, Daniel
6 Biagini, Francesca
6 Černý, Aleš
6 Dhaene, Jan
6 Guo, Gaoyue
6 Gushchin, Aleksandr Aleksandrovich
6 Kupper, Michael
6 Muhle-Karbe, Johannes
6 Polidoro, Sergio
6 Schoutens, Wim
6 Sircar, Ronnie
6 Vanmaele, Michèle
6 Zariphopoulou, Thaleia
5 Ankirchner, Stefan
5 Carr, Peter P.
5 Elliott, Robert James
5 Herrmann, Sebastian
5 Jacquier, Antoine
5 Janson, Svante
5 Jarrow, Robert Alan
5 Klimmek, Martin
5 Leung, Tim
5 Liang, Gechun
5 Prömel, David J.
5 Ruf, Johannes
5 Stebegg, Florian
4 Cheridito, Patrick
4 Criens, David
4 Deelstra, Griselda
4 Dolinsky, Yan
4 Gulisashvili, Archil
4 Hou, Zhaoxu
4 Huang, Yu-Jui
4 Källblad, Sigrid
4 Lim, Tongseok
4 Linders, Daniël
4 Mahayni, Antje
4 Nadtochiy, Sergey
4 Nyström, Kaj
4 Pelsser, Antoon A. J.
4 Peskir, Goran
4 Schweizer, Martin
4 Siorpaes, Pietro
4 Soner, Halil Mete
4 Tehranchi, Michael R.
4 Urusov, Mikhail A.
4 Zhu, Songping
4 Zuluaga, Luis Fernando
3 Acciaio, Beatrice
3 Arai, Takuji
3 Becherer, Dirk
3 Bergenthum, Jan
3 Carmona, René A.
3 Choulli, Tahir
3 Chronopoulos, Michail
3 Di Francesco, Marco
3 Döring, Leif
3 dos Reis, Gonçalo
3 Eder, Manu
3 Ewald, Christian-Oliver
3 Feng, Han
3 Foschi, Paolo
3 Frittelli, Marco
3 Horvath, Blanka
3 Hulley, Hardy
3 Kardaras, Constantinos
3 Laurence, Peter
3 Li, Xun
3 Li, Zhongfei
3 Maggis, Marco
3 Martini, Claude
3 Mijatović, Aleksandar
3 Monoyios, Michael
3 Mykland, Per Aslak
3 Neufeld, Ariel David
3 Ocejo, Adriana
3 Peña, Javier F.
3 Penkner, Friedrich
3 Pistorius, Martijn R.
3 Platen, Eckhard
3 Reichmann, Oleg
...and 753 more Authors
all top 5

Cited in 130 Serials

56 Finance and Stochastics
47 Mathematical Finance
45 Stochastic Processes and their Applications
43 Quantitative Finance
40 International Journal of Theoretical and Applied Finance
37 The Annals of Applied Probability
23 SIAM Journal on Financial Mathematics
22 Insurance Mathematics & Economics
20 The Annals of Probability
16 Journal of Economic Dynamics & Control
14 Journal of Computational and Applied Mathematics
14 Statistics & Probability Letters
14 Bernoulli
13 Journal of Mathematical Analysis and Applications
13 Probability Theory and Related Fields
13 European Journal of Operational Research
11 Journal of Applied Probability
10 SIAM Journal on Control and Optimization
10 Applied Mathematical Finance
10 Mathematics and Financial Economics
8 Review of Derivatives Research
7 Applied Mathematics and Optimization
7 Decisions in Economics and Finance
7 Annals of Finance
6 Mathematics of Operations Research
6 Mathematical Methods of Operations Research
5 International Journal of Stochastic Analysis
4 Theory of Probability and its Applications
4 Journal of Optimization Theory and Applications
4 Journal of Theoretical Probability
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Asia-Pacific Financial Markets
4 Stochastics
3 Advances in Applied Probability
3 Journal of Differential Equations
3 Journal of Econometrics
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Stochastic Analysis and Applications
3 Queueing Systems
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Journal of Inequalities and Applications
2 Computers & Mathematics with Applications
2 Applied Mathematics and Computation
2 Journal of Economic Theory
2 Journal of Mathematical Economics
2 Mathematische Annalen
2 Proceedings of the American Mathematical Society
2 Transactions of the American Mathematical Society
2 Mathematical Social Sciences
2 Optimization
2 European Journal of Applied Mathematics
2 Electronic Communications in Probability
2 Methodology and Computing in Applied Probability
2 Scandinavian Actuarial Journal
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics and Computing
2 Optimization Letters
2 Statistics & Risk Modeling
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
2 Probability, Uncertainty and Quantitative Risk
1 Archive for Rational Mechanics and Analysis
1 Journal of Mathematical Physics
1 Journal of Statistical Physics
1 Mathematical Notes
1 Physica A
1 Russian Mathematical Surveys
1 Scandinavian Journal of Statistics
1 Chaos, Solitons and Fractals
1 The Annals of Statistics
1 Inventiones Mathematicae
1 Journal of Combinatorial Theory. Series A
1 Mathematics and Computers in Simulation
1 Quaestiones Mathematicae
1 Siberian Mathematical Journal
1 Operations Research Letters
1 Acta Applicandae Mathematicae
1 American Journal of Mathematical and Management Sciences
1 Applied Numerical Mathematics
1 Acta Mathematicae Applicatae Sinica. English Series
1 Sequential Analysis
1 Asia-Pacific Journal of Operational Research
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Science in China. Series A
1 Journal of Applied Mathematics and Stochastic Analysis
1 Economics Letters
1 International Journal of Computer Mathematics
1 Computational Statistics and Data Analysis
1 Mathematical Programming. Series A. Series B
1 Stochastics and Stochastics Reports
1 SIAM Journal on Optimization
1 Potential Analysis
1 Computational Economics
1 SIAM Journal on Scientific Computing
1 Theory of Probability and Mathematical Statistics
1 Georgian Mathematical Journal
1 Economic Theory
1 NoDEA. Nonlinear Differential Equations and Applications
1 Journal of Difference Equations and Applications
1 Electronic Journal of Probability
...and 30 more Serials

Citations by Year