Edit Profile Hobson, David G. Compute Distance To: Compute Author ID: hobson.david-g Published as: Hobson, D. G.; Hobson, David; Hobson, David G. Documents Indexed: 73 Publications since 1991 all top 5 Co-Authors 16 single-authored 19 Henderson, Vicky 6 Cox, Alexander Matthew Gordon 5 Rogers, L. C. G. 4 Klimmek, Martin 4 Tse, Alex S. L. 3 Feng, Han 3 Zhu, Yeqi 2 Brown, Haydyn 2 Ekström, Erik 2 Kluge, Tino 2 Laurence, Peter 2 Neuberger, Anthony 2 Norgilas, Dominykas 2 Obloj, Jan K. 2 Wang, Tai-Ho 2 Zeng, Matthew 1 Ankirchner, Stefan 1 Chaumont, Loïc 1 Davis, Mark H. A. 1 DeBlassie, Richard Dante 1 Evans, Jonathan David 1 Housworth, Elizabeth Ann 1 Howison, Sam D. 1 Janson, Svante 1 Kentwell, Glenn 1 Pedersen, Jesper Lund 1 Penn, Jeremy 1 Shaw, William T. 1 Strack, Philipp 1 Toby, Ellen H. 1 Tysk, Johan 1 Werner, Wendelin 1 Williams, David N. 1 Wojakowski, Rafał 1 Wood, Andrew T. A. 1 Yor, Marc all top 5 Serials 9 Finance and Stochastics 9 Mathematical Finance 8 The Annals of Applied Probability 4 Probability Theory and Related Fields 4 International Journal of Theoretical and Applied Finance 3 Stochastic Processes and their Applications 3 Bernoulli 3 Quantitative Finance 2 Journal of Economic Theory 2 Statistics & Probability Letters 2 Stochastics and Stochastics Reports 2 Decisions in Economics and Finance 2 Stochastics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 The Annals of Probability 1 Bulletin of the London Mathematical Society 1 Journal of Applied Probability 1 Operations Research 1 Insurance Mathematics & Economics 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Applied Mathematical Finance 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Review of Derivatives Research 1 SIAM Journal on Financial Mathematics all top 5 Fields 54 Probability theory and stochastic processes (60-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Systems theory; control (93-XX) 3 Operations research, mathematical programming (90-XX) 2 Statistics (62-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications 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 0907.90023Hobson, David G. 99 1998 Local martingales, bubbles and option prices. Zbl 1092.91023Cox, Alexander M. G.; Hobson, David G. 83 2005 Complete models with stochastic volatility. Zbl 0908.90012Hobson, David G.; Rogers, L. C. G. 83 1998 The Skorokhod embedding problem and model-independent bounds for option prices. Zbl 1214.91113Hobson, David 63 2011 Robust hedging of barrier options. Zbl 1047.91024Brown, Haydyn; Hobson, David; Rogers, L. C. G. 60 2001 The range of traded option prices. Zbl 1278.91158Davis, Mark H. A.; Hobson, David G. 58 2007 Robust bounds for forward start options. Zbl 1278.91162Hobson, David; Neuberger, Anthony 50 2012 Volatility misspecification, option pricing and superreplication via coupling. Zbl 0933.91012Hobson, David G. 48 1998 Utility indifference pricing: an overview. Zbl 1158.91379Henderson, Vicky; Hobson, David 46 2009 Static-arbitrage upper bounds for the prices of basket options. Zbl 1134.91425Hobson, David; Laurence, Peter; Wang, Tai-Ho 38 2005 Real options with constant relative risk aversion. Zbl 1027.91039Henderson, Vicky; Hobson, David G. 34 2002 Stochastic volatility models, correlation, and the \(q\)-optimal measure. Zbl 1169.60317Hobson, David 33 2004 Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping. Zbl 1165.60020Cox, A. M. G.; Hobson, David; Obłój, Jan 28 2008 Model-independent hedging strategies for variance swaps. Zbl 1262.91134Hobson, David; Klimmek, Martin 26 2012 Robust price bounds for the forward starting straddle. Zbl 1396.91735Hobson, David; Klimmek, Martin 23 2015 Horizon-unbiased utility functions. Zbl 1131.60030Henderson, Vicky; Hobson, David 22 2007 Static-arbitrage optimal subreplicating strategies for basket options. Zbl 1129.62424Hobson, David; Laurence, Peter; Wang, Tai-Ho 20 2005 Skorokhod embeddings, minimality and non-centred target distributions. Zbl 1099.60031Cox, A. M. G.; Hobson, D. G. 19 2006 The minimum maximum of a continuous martingale with given initial and terminal laws. Zbl 1016.60047Hobson, David G.; Pedersen, J. L. 18 2002 Comparison results for stochastic volatility models via coupling. Zbl 1224.91193Hobson, David 16 2010 The maximum maximum of a martingale constrained by an intermediate law. Zbl 0980.60048Brown, 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 1134.91423Henderson, 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 1165.60021Henderson, Vicky; Hobson, David 13 2008 Optimal timing for an indivisible asset sale. Zbl 1214.91112Evans, Jonathan; Henderson, Vicky; Hobson, David 12 2008 Coupling and option price comparisons in a jump-diffusion model. Zbl 1030.60078Henderson, Vicky; Hobson, David 11 2002 Local time, coupling and the passport option. Zbl 0944.60046Henderson, Vicky; Hobson, David 11 2000 The maximum maximum of a martingale. Zbl 0935.60028Hobson, David G. 11 1998 Non-colliding Brownian motions on the circle. Zbl 0853.60060Hobson, David G.; Werner, Wendelin 11 1996 Recurrence and transience of reflecting Brownian motion in the quadrant. Zbl 0776.60100Hobson, D. G.; Rogers, L. C. G. 11 1993 Optimal stopping of the maximum process: a converse to the results of Peskir. Zbl 1128.60029Hobson, David 10 2007 An optimal Skorokhod embedding for diffusions. Zbl 1070.60070Cox, A. M. G.; Hobson, D. G. 8 2004 Passport options with stochastic volatility. Zbl 1013.91046Henderson, Vicky; Hobson, David 8 2001 Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes. Zbl 0982.60020Chaumont, L.; Hobson, D. G.; Yor, M. 8 2001 Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan 7 2013 Recovering a time-homogeneous stock price process from perpetual option prices. Zbl 1228.91068Ekström, Erik; Hobson, David 7 2011 Risk aversion, indivisible timing options, and gambling. Zbl 1268.91165Henderson, Vicky; Hobson, David 6 2013 Randomized strategies and prospect theory in a dynamic context. Zbl 1400.91178Henderson, Vicky; Hobson, David; Tse, Alex S. L. 5 2017 Model uncertainty and the pricing of American options. Zbl 1380.91131Hobson, David; Neuberger, Anthony 5 2017 Finite, integrable and bounded time embeddings for diffusions. Zbl 1328.60101Ankirchner, Stefan; Hobson, David; Strack, Philipp 5 2015 Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps. Zbl 1278.60078Hobson, David; Klimmek, Martin 5 2013 Optimal liquidation of derivative portfolios. Zbl 1215.91073Henderson, Vicky; Hobson, David 5 2011 Bounds for the utility-indifference prices of non-traded assets in incomplete markets. Zbl 1125.91346Hobson, D. G. 5 2005 A survey of mathematical finance. Zbl 1168.91386Hobson, David 5 2004 Gambling in contests with random initial law. Zbl 1335.60058Feng, Han; Hobson, David 4 2016 Utility theory front to back – inferring utility from agents’ choices. Zbl 1298.91199Cox, Alexander M. G.; Hobson, David; Obłój, Jan 4 2014 Marked excursions and random trees. Zbl 0965.60078Hobson, David G. 4 2000 Mimicking martingales. Zbl 1352.60061Hobson, David 3 2016 Gambling in contests with regret. Zbl 1348.91120Feng, Han; Hobson, David 3 2016 Constructing time-homogeneous generalized diffusions consistent with optimal stopping values. Zbl 1245.60046Hobson, David; Klimmek, Martin 3 2011 Bounds for in-progress floating-strike Asian options using symmetry. Zbl 1132.91466Henderson, Vicky; Hobson, David; Shaw, William; Wojakowski, Rafal 3 2007 A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings. Zbl 1148.60063Cox, A. M. G.; Hobson, D. G. 3 2007 Integrability of solutions of the Skorokhod embedding problem for diffusions. Zbl 1328.60104Hobson, David 2 2015 Gambling in contests modelled with diffusions. Zbl 1398.91295Feng, Han; Hobson, David 2 2015 Perpetual American options in incomplete markets: The infinitely divisible case. Zbl 1154.91446Henderson, Vicky; Hobson, David 2 2008 A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor. Zbl 1110.60077Hobson, David 2 2007 A note on irreversible investment, hedging and optimal consumption problems. Zbl 1138.91447Henderson, Vicky; Hobson, David 2 2006 A new class of commodity hedging strategies: a passport options approach. Zbl 1138.91448Henderson, Vicky; Hobson, David; Kentwell, Glenn 2 2002 Taylor expansions of curve-crossing probabilities. Zbl 0945.60084Hobson, David G.; Williams, David; Wood, Andrew T. A. 2 1999 Escape rates for transient reflected Brownian motion in wedges and cones. Zbl 0891.60038Deblassie, R. Dante; Hobson, David; Housworth, Elizabeth Ann; Toby, Ellen H. 2 1996 Asymptotics for an arcsin type result. Zbl 0796.60046Hobson, David 2 1994 Optimal consumption and investment under transaction costs. Zbl 1411.91508Hobson, David; Tse, Alex S. L.; Zhu, Yeqi 1 2019 The left-curtain martingale coupling in the presence of atoms. Zbl 1427.60073Hobson, David G.; Norgilas, Dominykas 1 2019 Probability weighting, stop-loss and the disposition effect. Zbl 1417.91201Henderson, Vicky; Hobson, David; Tse, Alex S. L. 1 2018 Fake exponential Brownian motion. Zbl 1293.60079Hobson, David G. 1 2013 Is there an informationally passive benchmark for option pricing incorporating maturity? Zbl 1278.91161Henderson, Vicky; Hobson, David; Kluge, Tino 1 2007 Maximizing the probability of a perfect hedge using an imperfectly correlated instrument. Zbl 1138.91536Hobson, David; Penn, Jeremy 1 2005 Optimal consumption and investment under transaction costs. Zbl 1411.91508Hobson, David; Tse, Alex S. L.; Zhu, Yeqi 1 2019 The left-curtain martingale coupling in the presence of atoms. Zbl 1427.60073Hobson, David G.; Norgilas, Dominykas 1 2019 Probability weighting, stop-loss and the disposition effect. Zbl 1417.91201Henderson, Vicky; Hobson, David; Tse, Alex S. L. 1 2018 Randomized strategies and prospect theory in a dynamic context. Zbl 1400.91178Henderson, Vicky; Hobson, David; Tse, Alex S. L. 5 2017 Model uncertainty and the pricing of American options. Zbl 1380.91131Hobson, David; Neuberger, Anthony 5 2017 Gambling in contests with random initial law. Zbl 1335.60058Feng, Han; Hobson, David 4 2016 Mimicking martingales. Zbl 1352.60061Hobson, David 3 2016 Gambling in contests with regret. Zbl 1348.91120Feng, Han; Hobson, David 3 2016 Robust price bounds for the forward starting straddle. Zbl 1396.91735Hobson, David; Klimmek, Martin 23 2015 Finite, integrable and bounded time embeddings for diffusions. Zbl 1328.60101Ankirchner, Stefan; Hobson, David; Strack, Philipp 5 2015 Integrability of solutions of the Skorokhod embedding problem for diffusions. Zbl 1328.60104Hobson, David 2 2015 Gambling in contests modelled with diffusions. Zbl 1398.91295Feng, Han; Hobson, David 2 2015 Utility theory front to back – inferring utility from agents’ choices. Zbl 1298.91199Cox, Alexander M. G.; Hobson, David; Obłój, Jan 4 2014 Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan 7 2013 Risk aversion, indivisible timing options, and gambling. Zbl 1268.91165Henderson, Vicky; Hobson, David 6 2013 Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps. Zbl 1278.60078Hobson, David; Klimmek, Martin 5 2013 Fake exponential Brownian motion. Zbl 1293.60079Hobson, David G. 1 2013 Robust bounds for forward start options. Zbl 1278.91162Hobson, David; Neuberger, Anthony 50 2012 Model-independent hedging strategies for variance swaps. Zbl 1262.91134Hobson, David; Klimmek, Martin 26 2012 The Skorokhod embedding problem and model-independent bounds for option prices. Zbl 1214.91113Hobson, David 63 2011 Recovering a time-homogeneous stock price process from perpetual option prices. Zbl 1228.91068Ekström, Erik; Hobson, David 7 2011 Optimal liquidation of derivative portfolios. Zbl 1215.91073Henderson, Vicky; Hobson, David 5 2011 Constructing time-homogeneous generalized diffusions consistent with optimal stopping values. Zbl 1245.60046Hobson, David; Klimmek, Martin 3 2011 Comparison results for stochastic volatility models via coupling. Zbl 1224.91193Hobson, David 16 2010 Utility indifference pricing: an overview. Zbl 1158.91379Henderson, Vicky; Hobson, David 46 2009 Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping. Zbl 1165.60020Cox, 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 1165.60021Henderson, Vicky; Hobson, David 13 2008 Optimal timing for an indivisible asset sale. Zbl 1214.91112Evans, Jonathan; Henderson, Vicky; Hobson, David 12 2008 Perpetual American options in incomplete markets: The infinitely divisible case. Zbl 1154.91446Henderson, Vicky; Hobson, David 2 2008 The range of traded option prices. Zbl 1278.91158Davis, Mark H. A.; Hobson, David G. 58 2007 Horizon-unbiased utility functions. Zbl 1131.60030Henderson, Vicky; Hobson, David 22 2007 Optimal stopping of the maximum process: a converse to the results of Peskir. Zbl 1128.60029Hobson, David 10 2007 Bounds for in-progress floating-strike Asian options using symmetry. Zbl 1132.91466Henderson, Vicky; Hobson, David; Shaw, William; Wojakowski, Rafal 3 2007 A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings. Zbl 1148.60063Cox, 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 1110.60077Hobson, David 2 2007 Is there an informationally passive benchmark for option pricing incorporating maturity? Zbl 1278.91161Henderson, Vicky; Hobson, David; Kluge, Tino 1 2007 Skorokhod embeddings, minimality and non-centred target distributions. Zbl 1099.60031Cox, A. M. G.; Hobson, D. G. 19 2006 A note on irreversible investment, hedging and optimal consumption problems. Zbl 1138.91447Henderson, Vicky; Hobson, David 2 2006 Local martingales, bubbles and option prices. Zbl 1092.91023Cox, Alexander M. G.; Hobson, David G. 83 2005 Static-arbitrage upper bounds for the prices of basket options. Zbl 1134.91425Hobson, David; Laurence, Peter; Wang, Tai-Ho 38 2005 Static-arbitrage optimal subreplicating strategies for basket options. Zbl 1129.62424Hobson, 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 1134.91423Henderson, Vicky; Hobson, David; Howison, Sam; Kluge, Tino 14 2005 Bounds for the utility-indifference prices of non-traded assets in incomplete markets. Zbl 1125.91346Hobson, D. G. 5 2005 Maximizing the probability of a perfect hedge using an imperfectly correlated instrument. Zbl 1138.91536Hobson, David; Penn, Jeremy 1 2005 Stochastic volatility models, correlation, and the \(q\)-optimal measure. Zbl 1169.60317Hobson, David 33 2004 An optimal Skorokhod embedding for diffusions. Zbl 1070.60070Cox, A. M. G.; Hobson, D. G. 8 2004 A survey of mathematical finance. Zbl 1168.91386Hobson, David 5 2004 Real options with constant relative risk aversion. Zbl 1027.91039Henderson, Vicky; Hobson, David G. 34 2002 The minimum maximum of a continuous martingale with given initial and terminal laws. Zbl 1016.60047Hobson, David G.; Pedersen, J. L. 18 2002 Coupling and option price comparisons in a jump-diffusion model. Zbl 1030.60078Henderson, Vicky; Hobson, David 11 2002 A new class of commodity hedging strategies: a passport options approach. Zbl 1138.91448Henderson, Vicky; Hobson, David; Kentwell, Glenn 2 2002 Robust hedging of barrier options. Zbl 1047.91024Brown, Haydyn; Hobson, David; Rogers, L. C. G. 60 2001 The maximum maximum of a martingale constrained by an intermediate law. Zbl 0980.60048Brown, Haydyn; Hobson, David; Rogers, L. C. G. 16 2001 Passport options with stochastic volatility. Zbl 1013.91046Henderson, Vicky; Hobson, David 8 2001 Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes. Zbl 0982.60020Chaumont, L.; Hobson, D. G.; Yor, M. 8 2001 Local time, coupling and the passport option. Zbl 0944.60046Henderson, Vicky; Hobson, David 11 2000 Marked excursions and random trees. Zbl 0965.60078Hobson, David G. 4 2000 Taylor expansions of curve-crossing probabilities. Zbl 0945.60084Hobson, David G.; Williams, David; Wood, Andrew T. A. 2 1999 Robust hedging of the lookback option. Zbl 0907.90023Hobson, David G. 99 1998 Complete models with stochastic volatility. Zbl 0908.90012Hobson, David G.; Rogers, L. C. G. 83 1998 Volatility misspecification, option pricing and superreplication via coupling. Zbl 0933.91012Hobson, David G. 48 1998 The maximum maximum of a martingale. Zbl 0935.60028Hobson, David G. 11 1998 Non-colliding Brownian motions on the circle. Zbl 0853.60060Hobson, David G.; Werner, Wendelin 11 1996 Escape rates for transient reflected Brownian motion in wedges and cones. Zbl 0891.60038Deblassie, R. Dante; Hobson, David; Housworth, Elizabeth Ann; Toby, Ellen H. 2 1996 Asymptotics for an arcsin type result. Zbl 0796.60046Hobson, David 2 1994 Recurrence and transience of reflecting Brownian motion in the quadrant. Zbl 0776.60100Hobson, D. G.; Rogers, L. C. G. 11 1993 all cited Publications top 5 cited Publications 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 all top 5 Cited in 31 Fields 516 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 425 Probability theory and stochastic processes (60-XX) 59 Systems theory; control (93-XX) 53 Calculus of variations and optimal control; optimization (49-XX) 52 Partial differential equations (35-XX) 48 Operations research, mathematical programming (90-XX) 44 Statistics (62-XX) 33 Numerical analysis (65-XX) 13 Ordinary differential equations (34-XX) 8 Statistical mechanics, structure of matter (82-XX) 5 Integral equations (45-XX) 5 Functional analysis (46-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 Real functions (26-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Combinatorics (05-XX) 2 Topological groups, Lie groups (22-XX) 2 Measure and integration (28-XX) 2 Approximations and expansions (41-XX) 2 Integral transforms, operational calculus (44-XX) 2 Computer science (68-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Group theory and generalizations (20-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Biology and other natural sciences (92-XX) Citations by Year