Edit Profile (opens in new tab) Cont, Rama Compute Distance To: Compute Author ID: cont.rama Published as: Cont, Rama; Cont, R. Homepage: http://rama.cont.perso.math.cnrs.fr/ External Links: MGP · ORCID · Wikidata · ResearchGate · dblp · GND · IdRef · theses.fr Documents Indexed: 59 Publications since 1997, including 2 Books 5 Contributions as Editor · 1 Further Contribution Co-Authors: 47 Co-Authors with 51 Joint Publications 787 Co-Co-Authors all top 5 Co-Authors 12 single-authored 4 Bouchaud, Jean-Philippe 4 Deguest, Romain 4 Fournié, David-Antoine 4 Minca, Andreea 4 Tankov, Peter 3 Potters, Marc 3 Wagalath, Lakshithe 2 Amini, Hamed 2 El Karoui, Nicole 2 Kan, Yu Hang 2 Kokholm, Thomas 2 Sagna, Nicolas 2 Voltchkova, Ekaterina 1 Ananova, Anna 1 Avellaneda, Marco 1 Bally, Vlad 1 Bares, P. A. 1 Bentata, Amel 1 Biagini, Sara 1 Caramellino, Lucia 1 Chiu, Henry 1 Da Fonseca, José 1 Das, Purba 1 de Larrard, Adrien 1 Duffie, James Darrell 1 Fouque, Jean-Pierre 1 Gardiol, Lucien 1 Glasserman, Paul 1 Gordy, Michael B. 1 Gyger, Sébastien 1 He, Xuedong 1 Jessen, Cathrine 1 Kukanov, Arseniy 1 Lantos, Nicolas 1 Lapeyre, Bernard 1 Löwe, Matthias 1 Lu, Yi 1 Mancini, Cecilia 1 Müller, Marvin S. 1 Perkowski, Nicolas 1 Pironneau, Olivier 1 Rogers, Chris B. 1 Scandolo, Giacomo 1 Sirignano, Justin A. 1 Stoikov, Sasha F. 1 Talreja, Rishi 1 Tanimura, Emily 1 Utzet, Frederic 1 Vega-Redondo, Fernando 1 Vives, Josep 1 Voltchkova, Ekaterian all top 5 Serials 8 Mathematical Finance 7 Quantitative Finance 5 International Journal of Theoretical and Applied Finance 5 SIAM Journal on Financial Mathematics 3 Statistics & Risk Modeling 2 Operations Research 2 Stochastic Processes and their Applications 2 Finance and Stochastics 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 Gazette des Mathématiciens 1 Journal of Functional Analysis 1 Journal of Mathematical Economics 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Annals of Operations Research 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Macroeconomic Dynamics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Transactions of the American Mathematical Society. Series B 1 Advanced Courses in Mathematics – CRM Barcelona 1 Chapman & Hall/CRC Financial Mathematics Series all top 5 Fields 47 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Probability theory and stochastic processes (60-XX) 11 Statistics (62-XX) 6 General and overarching topics; collections (00-XX) 6 Operations research, mathematical programming (90-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Partial differential equations (35-XX) 1 History and biography (01-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 52 Publications have been cited 2,643 times in 2,211 Documents Cited by ▼ Year ▼ Financial modelling with jump processes. Zbl 1052.91043Cont, Rama; Tankov, Peter 1,178 2004 Empirical properties of asset returns: stylized facts and statistical issues. Zbl 1408.62174Cont, R. 160 2001 A finite difference scheme for option pricing in jump diffusion and exponential Lévy models. Zbl 1101.47059Cont, Rama; Voltchkova, Ekaterina 146 2005 Functional Itō calculus and stochastic integral representation of martingales. Zbl 1272.60031Cont, Rama; Fournié, David-Antoine 90 2013 Model uncertainty and its impact on the pricing of derivative instruments. Zbl 1133.91413Cont, Rama 86 2006 A stochastic model for order book dynamics. Zbl 1232.91719Cont, Rama; Stoikov, Sasha; Talreja, Rishi 84 2010 Robustness and sensitivity analysis of risk measurement procedures. Zbl 1192.91191Cont, Rama; Deguest, Romain; Scandolo, Giacomo 81 2010 Herd behavior and aggregate fluctuations in financial markets. Zbl 1060.91506Cont, Rama; Bouchaud, Jean-Philipe 71 2000 Change of variable formulas for non-anticipative functionals on path space. Zbl 1201.60051Cont, Rama; Fournié, David-Antoine 66 2010 Price dynamics in a Markovian limit order market. Zbl 1288.91092Cont, Rama; de Larrard, Adrien 64 2013 Integro-differential equations for option prices in exponential Lévy models. Zbl 1096.91023Cont, Rama; Voltchkova, Ekaterina 61 2005 Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074Cont, Rama; Mancini, Cecilia 39 2011 Resilience to contagion in financial networks. Zbl 1348.91297Amini, Hamed; Cont, Rama; Minca, Andreea 37 2016 A functional extension of the Ito formula. Zbl 1202.60082Cont, Rama; Fournie, David 28 2010 Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. Zbl 1110.49033Cont, Rama; Tankov, Peter 28 2006 Scaling in stock market data: Stable laws and beyond. Zbl 0979.91037Cont, Rama; Potters, Marc; Bouchaud, Jean-Philippe 27 1997 Modeling term structure dynamics: an infinite dimensional approach. Zbl 1113.91020Cont, Rama 25 2005 Hedging with options in models with jumps. Zbl 1151.91496Cont, Rama; Tankov, Peter; Voltchkova, Ekaterian 25 2007 Long range dependence in financial markets. Zbl 1186.91230Cont, Rama 24 2005 A consistent pricing model for index options and volatility derivatives. Zbl 1262.91132Cont, Rama; Kokholm, Thomas 22 2013 Fire sales forensics: measuring endogenous risk. Zbl 1348.91291Cont, Rama; Wagalath, Lakshithe 22 2016 Dynamics of implied volatility surfaces. Zbl 1405.91603Cont, Rama; Da Fonseca, José 21 2002 Forward equations for option prices in semimartingale models. Zbl 1325.60115Bentata, Amel; Cont, Rama 18 2015 Constant proportion portfolio insurance in the presence of jumps in asset prices. Zbl 1168.91381Cont, Rama; Tankov, Peter 18 2009 Volatility clustering in financial markets: empirical facts and agent-based models. Zbl 1181.91341Cont, Rama 17 2007 Running for the exit: distressed selling and endogenous correlation in financial markets. Zbl 1275.91057Cont, Rama; Wagalath, Lakshithe 17 2013 Central clearing of OTC derivatives: bilateral vs multilateral netting. Zbl 1287.91137Cont, Rama; Kokholm, Thomas 14 2014 Stress testing the resilience of financial networks. Zbl 1236.91137Amini, Hamed; Cont, Rama; Minca, Andreea 14 2012 Recovering portfolio default intensities implied by CDO quotes. Zbl 1282.91354Cont, Rama; Minca, Andreea 14 2013 Credit default swaps and systemic risk. Zbl 1406.91471Cont, Rama; Minca, Andreea 13 2016 Phenomenology of the interest rate curve. Zbl 1009.91036Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; El-Karoui, Nicole; Potters, Marc 12 1999 Encyclopedia of quantitative finance. 4 Volumes. Zbl 1185.91001Cont, Rama 12 2010 Loss-based risk measures. Zbl 1267.62103Cont, Rama; Deguest, Romain; He, Xue Dong 11 2013 A reduced basis for option pricing. Zbl 1227.91033Cont, Rama; Lantos, Nicolas; Pironneau, Olivier 10 2011 Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) Zbl 1365.60056Ananova, Anna; Cont, Rama 10 2017 Social distance, heterogeneity and social interactions. Zbl 1232.91216Cont, Rama; Löwe, Matthias 8 2010 Equity correlations implied by index options: estimation and model uncertainty analysis. Zbl 1280.91167Cont, Rama; Deguest, Romain 8 2013 Universal features of price formation in financial markets: perspectives from deep learning. Zbl 1420.91433Sirignano, Justin; Cont, Rama 8 2019 Dynamic hedging of portfolio credit derivatives. Zbl 1205.91157Cont, Rama; Kan, Yu Hang 7 2011 Optimal order placement in limit order markets. Zbl 1402.91678Cont, Rama; Kukanov, Arseniy 7 2017 Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 1478.60164Cont, Rama; Perkowski, Nicolas 7 2019 Weak approximation of martingale representations. Zbl 1336.60109Cont, Rama; Lu, Yi 7 2016 Functional Kolmogorov equations. Zbl 1372.60074Cont, Rama; Fournié, David Antoine 5 2016 Constant proportion debt obligations (CPDOs): modeling and risk analysis. Zbl 1279.91172Cont, Rama; Jessen, Cathrine 4 2012 Default intensities implied by CDO spreads: inversion formula and model calibration. Zbl 1205.91169Cont, Rama; Deguest, Romain; Kan, Yu Hang 4 2010 Institutional investors and the dependence structure of asset returns. Zbl 1337.91140Cont, Rama; Wagalath, Lakshithe 4 2016 Model-free representation of pricing rules as conditional expectations. Zbl 1211.91129Biagini, Sara; Cont, Rama 3 2007 Pathwise calculus for non-anticipative functionals. Zbl 1371.60098Cont, Rama 2 2016 On the support of solutions to stochastic differential equations with path-dependent coefficients. Zbl 1435.60045Cont, Rama; Kalinin, Alexander 1 2020 On pathwise quadratic variation for càdlàg functions. Zbl 1406.60082Chiu, Henry; Cont, Rama 1 2018 Weak functional calculus for square-integrable processes. Zbl 1371.60100Cont, Rama 1 2016 Stochastic integration by parts and functional Itô calculus. Zbl 1341.60002 1 2016 On the support of solutions to stochastic differential equations with path-dependent coefficients. Zbl 1435.60045Cont, Rama; Kalinin, Alexander 1 2020 Universal features of price formation in financial markets: perspectives from deep learning. Zbl 1420.91433Sirignano, Justin; Cont, Rama 8 2019 Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 1478.60164Cont, Rama; Perkowski, Nicolas 7 2019 On pathwise quadratic variation for càdlàg functions. Zbl 1406.60082Chiu, Henry; Cont, Rama 1 2018 Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) Zbl 1365.60056Ananova, Anna; Cont, Rama 10 2017 Optimal order placement in limit order markets. Zbl 1402.91678Cont, Rama; Kukanov, Arseniy 7 2017 Resilience to contagion in financial networks. Zbl 1348.91297Amini, Hamed; Cont, Rama; Minca, Andreea 37 2016 Fire sales forensics: measuring endogenous risk. Zbl 1348.91291Cont, Rama; Wagalath, Lakshithe 22 2016 Credit default swaps and systemic risk. Zbl 1406.91471Cont, Rama; Minca, Andreea 13 2016 Weak approximation of martingale representations. Zbl 1336.60109Cont, Rama; Lu, Yi 7 2016 Functional Kolmogorov equations. Zbl 1372.60074Cont, Rama; Fournié, David Antoine 5 2016 Institutional investors and the dependence structure of asset returns. Zbl 1337.91140Cont, Rama; Wagalath, Lakshithe 4 2016 Pathwise calculus for non-anticipative functionals. Zbl 1371.60098Cont, Rama 2 2016 Weak functional calculus for square-integrable processes. Zbl 1371.60100Cont, Rama 1 2016 Stochastic integration by parts and functional Itô calculus. Zbl 1341.60002 1 2016 Forward equations for option prices in semimartingale models. Zbl 1325.60115Bentata, Amel; Cont, Rama 18 2015 Central clearing of OTC derivatives: bilateral vs multilateral netting. Zbl 1287.91137Cont, Rama; Kokholm, Thomas 14 2014 Functional Itō calculus and stochastic integral representation of martingales. Zbl 1272.60031Cont, Rama; Fournié, David-Antoine 90 2013 Price dynamics in a Markovian limit order market. Zbl 1288.91092Cont, Rama; de Larrard, Adrien 64 2013 A consistent pricing model for index options and volatility derivatives. Zbl 1262.91132Cont, Rama; Kokholm, Thomas 22 2013 Running for the exit: distressed selling and endogenous correlation in financial markets. Zbl 1275.91057Cont, Rama; Wagalath, Lakshithe 17 2013 Recovering portfolio default intensities implied by CDO quotes. Zbl 1282.91354Cont, Rama; Minca, Andreea 14 2013 Loss-based risk measures. Zbl 1267.62103Cont, Rama; Deguest, Romain; He, Xue Dong 11 2013 Equity correlations implied by index options: estimation and model uncertainty analysis. Zbl 1280.91167Cont, Rama; Deguest, Romain 8 2013 Stress testing the resilience of financial networks. Zbl 1236.91137Amini, Hamed; Cont, Rama; Minca, Andreea 14 2012 Constant proportion debt obligations (CPDOs): modeling and risk analysis. Zbl 1279.91172Cont, Rama; Jessen, Cathrine 4 2012 Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074Cont, Rama; Mancini, Cecilia 39 2011 A reduced basis for option pricing. Zbl 1227.91033Cont, Rama; Lantos, Nicolas; Pironneau, Olivier 10 2011 Dynamic hedging of portfolio credit derivatives. Zbl 1205.91157Cont, Rama; Kan, Yu Hang 7 2011 A stochastic model for order book dynamics. Zbl 1232.91719Cont, Rama; Stoikov, Sasha; Talreja, Rishi 84 2010 Robustness and sensitivity analysis of risk measurement procedures. Zbl 1192.91191Cont, Rama; Deguest, Romain; Scandolo, Giacomo 81 2010 Change of variable formulas for non-anticipative functionals on path space. Zbl 1201.60051Cont, Rama; Fournié, David-Antoine 66 2010 A functional extension of the Ito formula. Zbl 1202.60082Cont, Rama; Fournie, David 28 2010 Encyclopedia of quantitative finance. 4 Volumes. Zbl 1185.91001Cont, Rama 12 2010 Social distance, heterogeneity and social interactions. Zbl 1232.91216Cont, Rama; Löwe, Matthias 8 2010 Default intensities implied by CDO spreads: inversion formula and model calibration. Zbl 1205.91169Cont, Rama; Deguest, Romain; Kan, Yu Hang 4 2010 Constant proportion portfolio insurance in the presence of jumps in asset prices. Zbl 1168.91381Cont, Rama; Tankov, Peter 18 2009 Hedging with options in models with jumps. Zbl 1151.91496Cont, Rama; Tankov, Peter; Voltchkova, Ekaterian 25 2007 Volatility clustering in financial markets: empirical facts and agent-based models. Zbl 1181.91341Cont, Rama 17 2007 Model-free representation of pricing rules as conditional expectations. Zbl 1211.91129Biagini, Sara; Cont, Rama 3 2007 Model uncertainty and its impact on the pricing of derivative instruments. Zbl 1133.91413Cont, Rama 86 2006 Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. Zbl 1110.49033Cont, Rama; Tankov, Peter 28 2006 A finite difference scheme for option pricing in jump diffusion and exponential Lévy models. Zbl 1101.47059Cont, Rama; Voltchkova, Ekaterina 146 2005 Integro-differential equations for option prices in exponential Lévy models. Zbl 1096.91023Cont, Rama; Voltchkova, Ekaterina 61 2005 Modeling term structure dynamics: an infinite dimensional approach. Zbl 1113.91020Cont, Rama 25 2005 Long range dependence in financial markets. Zbl 1186.91230Cont, Rama 24 2005 Financial modelling with jump processes. Zbl 1052.91043Cont, Rama; Tankov, Peter 1,178 2004 Dynamics of implied volatility surfaces. Zbl 1405.91603Cont, Rama; Da Fonseca, José 21 2002 Empirical properties of asset returns: stylized facts and statistical issues. Zbl 1408.62174Cont, R. 160 2001 Herd behavior and aggregate fluctuations in financial markets. Zbl 1060.91506Cont, Rama; Bouchaud, Jean-Philipe 71 2000 Phenomenology of the interest rate curve. Zbl 1009.91036Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; El-Karoui, Nicole; Potters, Marc 12 1999 Scaling in stock market data: Stable laws and beyond. Zbl 0979.91037Cont, Rama; Potters, Marc; Bouchaud, Jean-Philippe 27 1997 all cited Publications top 5 cited Publications all top 5 Cited by 3,122 Authors 23 Cont, Rama 23 Forsyth, Peter A. 18 Wang, Ruodu 17 Figueroa-López, José E. 16 Jakobsen, Espen Robstad 14 Schied, Alexander 14 Siu, Tak Kuen 13 Tankov, Peter 12 Meyer-Brandis, Thilo 12 Pistorius, Martijn R. 11 Dang, Duy Minh 11 Minca, Andreea 10 Klüppelberg, Claudia 10 Russo, Francesco 9 Benth, Fred Espen 9 Company, Rafael 9 Glau, Kathrin 9 Ros-Oton, Xavier 9 Scherer, Matthias 9 Yin, George Gang 9 Zhang, Jianfeng 8 Detering, Nils 8 Elliott, Robert James 8 Jódar Sanchez, Lucas Antonio 8 Li, Lingfei 8 Mancini, Cecilia 8 Schwab, Christoph 8 Sornette, Didier 8 Vanduffel, Steven 8 Vetzal, Kenneth R. 8 Westerhoff, Frank H. 7 Bayraktar, Erhan 7 Belomestny, Denis 7 Biagini, Francesca 7 Delong, Łukasz 7 Di Persio, Luca 7 Fu, Ke’ang 7 Grabchak, Michael 7 Heß, Markus 7 Kuznetsov, Alexey 7 Levendorskiĭ, Sergeĭ Zakharovich 7 Lillo, Fabrizio 7 Mai, Jan-Frederik 7 Schoutens, Wim 7 Swishchuk, Anatoliy 7 Touzi, Nizar 7 Vanmaele, Michèle 7 Wagalath, Lakshithe 7 Yamazaki, Akira 6 Amini, Hamed 6 Barndorff-Nielsen, Ole Eiler 6 Bouchaud, Jean-Philippe 6 Ekren, Ibrahim 6 Fabozzi, Frank J. 6 Fakharany, M. 6 Feinstein, Zachary 6 Glasserman, Paul 6 Itkin, Andrey 6 Jaimungal, Sebastian 6 Kallsen, Jan 6 Khedher, Asma 6 Kudryavtsev, Oleg 6 Kyprianou, Andreas E. 6 Leisen, Fabrizio 6 Lijoi, Antonio 6 Liu, Zhi 6 Madan, Dilip B. 6 Muthukumar, Palanisamy 6 Obloj, Jan K. 6 Oosterlee, Cornelis Willebrordus 6 Overbeck, Ludger 6 Panagiotou, Konstantinos D. 6 Pham, Huyên 6 Rosenbaum, Mathieu 6 Rüschendorf, Ludger 6 Saporito, Yuri F. 6 Sgarra, Carlo 6 Teng, Kaimin 6 Todorov, Viktor 6 Wang, Jun 6 Yang, Yang 5 Annunziato, Mario 5 Ballestra, Luca Vincenzo 5 Barrios Barrera, Begoña 5 Bäuerle, Nicole 5 Bernard, Carole L. 5 Bignozzi, Valeria 5 Carr, Peter P. 5 Chiarella, Carl 5 Cifani, Simone 5 Cordoni, Francesco Giuseppe 5 Di Nunno, Giulia 5 Eberlein, Ernst W. 5 Fusai, Gianluca 5 Gajda, Janusz 5 Gan, Siqing 5 Gerhold, Stefan 5 Hausenblas, Erika 5 Jacquier, Antoine 5 Korn, Ralf ...and 3,022 more Authors all top 5 Cited in 352 Serials 154 Quantitative Finance 121 International Journal of Theoretical and Applied Finance 69 Insurance Mathematics & Economics 69 Stochastic Processes and their Applications 61 Finance and Stochastics 61 SIAM Journal on Financial Mathematics 53 Journal of Computational and Applied Mathematics 48 Applied Mathematical Finance 47 European Journal of Operational Research 44 Journal of Economic Dynamics & Control 43 Physica A 33 Mathematical Finance 28 The Annals of Applied Probability 23 Statistics & Probability Letters 23 International Journal of Computer Mathematics 21 Journal of Mathematical Analysis and Applications 21 Journal of Econometrics 21 Bernoulli 20 Mathematics and Financial Economics 19 Computers & Mathematics with Applications 19 Journal of Applied Probability 19 Journal of Differential Equations 19 Annals of Operations Research 18 Journal of Multivariate Analysis 17 Applied Mathematics and Computation 17 Review of Derivatives Research 16 The Annals of Statistics 16 Operations Research 16 Stochastic Analysis and Applications 16 Methodology and Computing in Applied Probability 16 Asia-Pacific Financial Markets 16 Electronic Journal of Statistics 16 Annals of Finance 15 Journal of Statistical Physics 13 Advances in Applied Probability 13 Mathematical Methods of Operations Research 13 Discrete and Continuous Dynamical Systems. Series B 13 Decisions in Economics and Finance 13 ASTIN Bulletin 12 Applied Mathematics and Optimization 12 Applied Numerical Mathematics 12 Stochastics 11 Journal of Optimization Theory and Applications 11 SIAM Journal on Numerical Analysis 11 Journal of Industrial and Management Optimization 11 Statistics and Computing 10 Chaos, Solitons and Fractals 10 Mathematics of Operations Research 10 Numerische Mathematik 10 Operations Research Letters 10 Statistical Inference for Stochastic Processes 10 Science China. Mathematics 9 Journal of Scientific Computing 9 Abstract and Applied Analysis 9 Journal of Systems Science and Complexity 9 Stochastic Models 9 Stochastics and Dynamics 8 Communications in Statistics. Theory and Methods 8 Probability, Uncertainty and Quantitative Risk 7 Journal of Mathematical Physics 7 Theory of Probability and its Applications 7 The Annals of Probability 7 Potential Analysis 7 Discrete and Continuous Dynamical Systems 7 Communications in Nonlinear Science and Numerical Simulation 7 Scandinavian Actuarial Journal 7 International Journal of Stochastic Analysis 7 European Actuarial Journal 6 Journal of Computational Physics 6 Lithuanian Mathematical Journal 6 Journal of Functional Analysis 6 Journal of Statistical Planning and Inference 6 Mathematics and Computers in Simulation 6 SIAM Journal on Control and Optimization 6 Japan Journal of Industrial and Applied Mathematics 6 Numerical Algorithms 6 SIAM Journal on Scientific Computing 6 Applied Mathematics. Series B (English Edition) 6 Calculus of Variations and Partial Differential Equations 6 Discrete Dynamics in Nature and Society 6 The ANZIAM Journal 6 Communications on Pure and Applied Analysis 6 North American Actuarial Journal 6 Computational Management Science 6 The European Physical Journal B. Condensed Matter and Complex Systems 6 Dependence Modeling 6 Modern Stochastics. Theory and Applications 5 Optimal Control Applications & Methods 5 Journal of Theoretical Probability 5 Journal of Statistical Computation and Simulation 5 SIAM Journal on Mathematical Analysis 5 Computational Statistics and Data Analysis 5 Chaos 5 Journal of Applied Statistics 5 Econometric Theory 5 International Journal of Modern Physics C 5 Journal of Statistical Mechanics: Theory and Experiment 5 Journal of the Korean Statistical Society 5 Statistics & Risk Modeling 5 East Asian Journal on Applied Mathematics ...and 252 more Serials all top 5 Cited in 46 Fields 1,419 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,137 Probability theory and stochastic processes (60-XX) 450 Statistics (62-XX) 329 Numerical analysis (65-XX) 316 Partial differential equations (35-XX) 149 Systems theory; control (93-XX) 110 Operations research, mathematical programming (90-XX) 92 Calculus of variations and optimal control; optimization (49-XX) 68 Integral equations (45-XX) 59 Operator theory (47-XX) 46 Statistical mechanics, structure of matter (82-XX) 44 Ordinary differential equations (34-XX) 29 Real functions (26-XX) 23 Computer science (68-XX) 21 Biology and other natural sciences (92-XX) 18 Harmonic analysis on Euclidean spaces (42-XX) 17 Combinatorics (05-XX) 13 Dynamical systems and ergodic theory (37-XX) 13 Functional analysis (46-XX) 11 Quantum theory (81-XX) 10 Approximations and expansions (41-XX) 9 Measure and integration (28-XX) 9 Integral transforms, operational calculus (44-XX) 9 Fluid mechanics (76-XX) 9 Information and communication theory, circuits (94-XX) 8 Special functions (33-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Mechanics of deformable solids (74-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Potential theory (31-XX) 4 Mathematical logic and foundations (03-XX) 3 Functions of a complex variable (30-XX) 3 Difference and functional equations (39-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Sequences, series, summability (40-XX) 2 Convex and discrete geometry (52-XX) 2 Mechanics of particles and systems (70-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 Number theory (11-XX) 1 Algebraic geometry (14-XX) 1 Abstract harmonic analysis (43-XX) 1 Differential geometry (53-XX) 1 Algebraic topology (55-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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