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Author ID: korn.ralf Recent zbMATH articles by "Korn, Ralf"
Published as: Korn, Ralf; Korn, R.
Homepage: https://www.mathematik.uni-kl.de/fima/personen/korn/
External Links: MGP · Wikidata · GND

Publications by Year

Citations contained in zbMATH Open

67 Publications have been cited 704 times in 517 Documents Cited by Year
A stochastic control approach to portfolio problems with stochastic interest rates. Zbl 1020.93029
Korn, Ralf; Kraft, Holger
55
2001
Portfolio optimisation with strictly positive transaction costs and impulse control. Zbl 0894.90021
Korn, Ralf
53
1998
Some applications of impulse control in mathematical finance. Zbl 0942.91048
Korn, Ralf
48
1999
Optimal portfolios: stochastic models for optimal investment and risk management in continuous time. Zbl 0931.91017
Korn, Ralf
48
1997
Optimal portfolios with bounded capital at risk. Zbl 1038.91044
Emmer, Susanne; Klüppelberg, Claudia; Korn, Ralf
43
2001
Option pricing and portfolio optimization. Modern methods of financial mathematics. Transl. from the German by the authors. Zbl 0965.91020
Korn, Ralf; Korn, Elke
32
2001
On the stability of continuous-time portfolio problems with stochastic opportunity set. Zbl 1134.91437
Korn, Ralf; Kraft, Holger
27
2004
Monte Carlo methods and models in finance and insurance. Zbl 1196.91006
Korn, Ralf; Korn, Elke; Kroisandt, Gerald
23
2010
Optimal impulse control when control actions have random consequences. Zbl 0881.93091
Korn, Ralf
22
1997
Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. Zbl 1301.65001
Mai, Jan-Frederik; Scherer, Matthias
21
2012
Worst-case scenario portfolio optimization: a new stochastic control approach. Zbl 1132.91469
Korn, Ralf; Menkens, Olaf
20
2005
Optimal portfolios under the threat of a crash. Zbl 1111.91318
Korn, Ralf; Wilmott, Paul
20
2002
Optimal management and inflation protection for defined contribution pension plans. Zbl 1130.91361
Zhang, Aihua; Korn, Ralf; Ewald, Christian-Oliver
19
2007
Continuous-time portfolio optimization under terminal wealth constraints. Zbl 0836.90011
Korn, Ralf; Trautmann, Siegfried
18
1995
On value preserving and growth optimal portfolios. Zbl 0959.91028
Korn, Ralf; Schäl, Manfred
15
1999
Optimal portfolios with defaultable securities – a firm value approach. Zbl 1079.91036
Korn, Ralf; Kraft, Holger
14
2003
On worst-case portfolio optimization. Zbl 1149.93038
Korn, Ralf; Steffensen, Mogens
14
2007
Worst-case scenario investment for insurers. Zbl 1111.91017
Korn, Ralf
13
2005
Optimal index tracking under transaction costs and impulse control. Zbl 0909.90020
Buckley, I. R. C.; Korn, R.
13
1998
Optimal portfolios with a positive lower bound on final wealth. Zbl 1134.91436
Korn, Ralf
13
2005
Contingent claim valuation in a market with different interest rates. Zbl 0836.90010
Korn, Ralf
13
1995
Worst-case-optimal dynamic reinsurance for large claims. Zbl 1269.91044
Korn, Ralf; Menkens, Olaf; Steffensen, Mogens
10
2012
The decoupling approach to binomial pricing of multi-asset options. Zbl 1173.91367
Korn, Ralf; Müller, Stefanie
8
2009
Value preserving strategies and a general framework for local approaches to optimal portfolios. Zbl 1039.91028
Korn, Ralf
7
2000
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. Zbl 1137.91455
Korn, Ralf; Oertel, Frank; Schäl, Manfred
7
2003
Stochastic impulse control with regime-switching dynamics. Zbl 1403.49018
Korn, Ralf; Melnyk, Yaroslav; Seifried, Frank Thomas
7
2017
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees. Zbl 1329.91065
Hieber, Peter; Korn, Ralf; Scherer, Matthias
6
2015
The swing option on the stock market. Zbl 1100.91042
Dahlgren, Martin; Korn, Ralf
6
2005
Efficient basket Monte Carlo option pricing via a simple analytical approximation. Zbl 1258.91220
Korn, Ralf; Zeytun, Serkan
6
2013
Some applications of L2-hedging with a non-negative wealth process. Zbl 1009.91019
Korn, Ralf
6
1997
Robust worst-case optimal investment. Zbl 1317.93269
Desmettre, Sascha; Korn, Ralf; Ruckdeschel, Peter; Seifried, Frank Thomas
5
2015
Lifetime consumption and investment for worst-case crash scenarios. Zbl 1337.91076
Desmettre, Sascha; Korn, Ralf; Seifried, Frank Thomas
5
2015
Optimal consumption and investment for a large investor: an intensity-based control framework. Zbl 1277.91202
Busch, Michael; Korn, Ralf; Seifried, Frank Thomas
5
2013
A worst-case approach to continuous-time portfolio optimisation. Zbl 1181.91295
Korn, Ralf; Seifried, Frank Thomas
5
2009
Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. 2nd edition. Zbl 1367.65002
Mai, Jan-Frederik; Scherer, Matthias
5
2017
Optimal control of option portfolios and applications. Zbl 0916.90021
Korn, Ralf; Trautmann, Siegfried
4
1999
Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. Zbl 1091.91035
Korn, Ralf
4
2004
Value preserving portfolio strategies and the minimal martingale measure. Zbl 0928.91021
Korn, Ralf
4
1998
Value preserving portfolio strategies in continuous-time models. Zbl 0880.90007
Korn, Ralf
4
1997
Dynamic hybrid products with guarantees – an optimal portfolio framework. Zbl 1419.91369
Hambardzumyan, Hayk; Korn, Ralf
4
2019
Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products. Zbl 1452.91315
Diez, Franziska; Korn, Ralf
4
2020
Quant GANs: deep generation of financial time series. Zbl 1454.91366
Wiese, Magnus; Knobloch, Robert; Korn, Ralf; Kretschmer, Peter
4
2020
Asset-liability management for long-term insurance business. Zbl 1416.91145
4
2018
Optimal investment and bounded ruin probability constant portfolio strategies and mean-variance analysis. Zbl 1256.91030
Korn, Ralf; Wiese, Anke
3
2008
Continuous-time mean-variance portfolio optimization in a jump-diffusion market. Zbl 1232.91603
Alp, Özge Sezgin; Korn, Ralf
3
2011
Pricing barrier options in the Heston model using the Heath-Platen estimator. Zbl 1408.91232
Coskun, Sema; Korn, Ralf
3
2018
Theoretical solution versus industry standard: Optimal leverage function for CPDOs. Zbl 1183.91176
Baydar, Evren; Di-Graziano, Giuseppe; Korn, Ralf
3
2009
Constant proportion portfolio insurance in defined contribution pension plan management. Zbl 1417.91286
Temocin, Busra Zeynep; Korn, Ralf; Selcuk-Kestel, A. Sevtap
3
2018
Valuation of options and portfolio optimization. (Optionsbewertung und Portofolio-Optimierung.) Zbl 0924.90020
Korn, Ralf; Korn, Elke
2
1999
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading. Zbl 1404.91147
Temocin, Busra Zeynep; Korn, Ralf; Selcuk-Kestel, A. Sevtap
2
2018
Modern financial mathematics – theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics. (Moderne Finanzmathematik – Theorie und praktische Anwendung. Band 2. Erweiterungen des Black-Scholes-Modells, Zins, Kreditrisiko und Statistik.) Zbl 1418.91001
Desmettre, Sascha; Korn, Ralf
2
2018
The numeraire portfolio in discrete time: existence, related concepts and applications. Zbl 1181.91294
Korn, Ralf; Schäl, Manfred
2
2009
Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260
Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg
2
2017
The optimal-drift model: an accelerated binomial scheme. Zbl 1257.91047
Korn, Ralf; Müller, Stefanie
2
2013
A concise characterization of optimal consumption with logarithmic preferences. Zbl 1283.91168
Korn, Ralf; Seifried, Frank Thomas
1
2013
Continuous-time mean-variance portfolios: a comparison. Zbl 1280.91144
Alp, Özge Sezgin; Korn, Ralf
1
2013
Modern financial mathematics – theory and practical applications. Vol. 1: Option evaluation and portfolio optimization. (Moderne Finanzmathematik – Theorie und praktische Anwendung. Band 1. Optionsbewertung und Portfolio-Optimierung.) Zbl 1296.91001
Korn, Ralf
1
2014
Stochastics at the stock exchange – is this necessary? (Stochastik an der Börse – muss das sein?) Zbl 1147.91326
Korn, Ralf
1
2007
Portfolio optimization for an investor with a benchmark. Zbl 1398.91530
Korn, R.; Lindberg, C.
1
2014
Recent developments in applied probability and statistics. Dedicated to the memory of Jürgen Lehn. Zbl 1192.60004
1
2010
Optimal portfolios: new variations of an old theme. Zbl 1175.91159
Korn, Ralf
1
2008
Optimal control of electricity input given an uncertain demand. Zbl 1471.93278
Göttlich, Simone; Korn, Ralf; Lux, Kerstin
1
2019
A new variance reduction technique for estimating value-at-risk. Zbl 1396.91802
Korn, Ralf; Pupashenko, Mykhailo
1
2015
Multi-asset worst-case optimal portfolios. Zbl 1411.91515
Korn, Ralf; Leoff, Elisabeth
1
2019
A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes. Zbl 1457.91331
Graf, Stefan; Korn, Ralf
1
2020
Optimization problems in continuous-time securities trade. (Optimierungsprobleme bei Wertpapierhandel in stetiger Zeit.) Zbl 0836.90059
Korn, Ralf
1
1992
A structural heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices. Zbl 1467.91187
Hinderks, W. J.; Korn, R.; Wagner, A.
1
2020
Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products. Zbl 1452.91315
Diez, Franziska; Korn, Ralf
4
2020
Quant GANs: deep generation of financial time series. Zbl 1454.91366
Wiese, Magnus; Knobloch, Robert; Korn, Ralf; Kretschmer, Peter
4
2020
A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes. Zbl 1457.91331
Graf, Stefan; Korn, Ralf
1
2020
A structural heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices. Zbl 1467.91187
Hinderks, W. J.; Korn, R.; Wagner, A.
1
2020
Dynamic hybrid products with guarantees – an optimal portfolio framework. Zbl 1419.91369
Hambardzumyan, Hayk; Korn, Ralf
4
2019
Optimal control of electricity input given an uncertain demand. Zbl 1471.93278
Göttlich, Simone; Korn, Ralf; Lux, Kerstin
1
2019
Multi-asset worst-case optimal portfolios. Zbl 1411.91515
Korn, Ralf; Leoff, Elisabeth
1
2019
Asset-liability management for long-term insurance business. Zbl 1416.91145
4
2018
Pricing barrier options in the Heston model using the Heath-Platen estimator. Zbl 1408.91232
Coskun, Sema; Korn, Ralf
3
2018
Constant proportion portfolio insurance in defined contribution pension plan management. Zbl 1417.91286
Temocin, Busra Zeynep; Korn, Ralf; Selcuk-Kestel, A. Sevtap
3
2018
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading. Zbl 1404.91147
Temocin, Busra Zeynep; Korn, Ralf; Selcuk-Kestel, A. Sevtap
2
2018
Modern financial mathematics – theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics. (Moderne Finanzmathematik – Theorie und praktische Anwendung. Band 2. Erweiterungen des Black-Scholes-Modells, Zins, Kreditrisiko und Statistik.) Zbl 1418.91001
Desmettre, Sascha; Korn, Ralf
2
2018
Stochastic impulse control with regime-switching dynamics. Zbl 1403.49018
Korn, Ralf; Melnyk, Yaroslav; Seifried, Frank Thomas
7
2017
Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. 2nd edition. Zbl 1367.65002
Mai, Jan-Frederik; Scherer, Matthias
5
2017
Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260
Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg
2
2017
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees. Zbl 1329.91065
Hieber, Peter; Korn, Ralf; Scherer, Matthias
6
2015
Robust worst-case optimal investment. Zbl 1317.93269
Desmettre, Sascha; Korn, Ralf; Ruckdeschel, Peter; Seifried, Frank Thomas
5
2015
Lifetime consumption and investment for worst-case crash scenarios. Zbl 1337.91076
Desmettre, Sascha; Korn, Ralf; Seifried, Frank Thomas
5
2015
A new variance reduction technique for estimating value-at-risk. Zbl 1396.91802
Korn, Ralf; Pupashenko, Mykhailo
1
2015
Modern financial mathematics – theory and practical applications. Vol. 1: Option evaluation and portfolio optimization. (Moderne Finanzmathematik – Theorie und praktische Anwendung. Band 1. Optionsbewertung und Portfolio-Optimierung.) Zbl 1296.91001
Korn, Ralf
1
2014
Portfolio optimization for an investor with a benchmark. Zbl 1398.91530
Korn, R.; Lindberg, C.
1
2014
Efficient basket Monte Carlo option pricing via a simple analytical approximation. Zbl 1258.91220
Korn, Ralf; Zeytun, Serkan
6
2013
Optimal consumption and investment for a large investor: an intensity-based control framework. Zbl 1277.91202
Busch, Michael; Korn, Ralf; Seifried, Frank Thomas
5
2013
The optimal-drift model: an accelerated binomial scheme. Zbl 1257.91047
Korn, Ralf; Müller, Stefanie
2
2013
A concise characterization of optimal consumption with logarithmic preferences. Zbl 1283.91168
Korn, Ralf; Seifried, Frank Thomas
1
2013
Continuous-time mean-variance portfolios: a comparison. Zbl 1280.91144
Alp, Özge Sezgin; Korn, Ralf
1
2013
Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. Zbl 1301.65001
Mai, Jan-Frederik; Scherer, Matthias
21
2012
Worst-case-optimal dynamic reinsurance for large claims. Zbl 1269.91044
Korn, Ralf; Menkens, Olaf; Steffensen, Mogens
10
2012
Continuous-time mean-variance portfolio optimization in a jump-diffusion market. Zbl 1232.91603
Alp, Özge Sezgin; Korn, Ralf
3
2011
Monte Carlo methods and models in finance and insurance. Zbl 1196.91006
Korn, Ralf; Korn, Elke; Kroisandt, Gerald
23
2010
Recent developments in applied probability and statistics. Dedicated to the memory of Jürgen Lehn. Zbl 1192.60004
1
2010
The decoupling approach to binomial pricing of multi-asset options. Zbl 1173.91367
Korn, Ralf; Müller, Stefanie
8
2009
A worst-case approach to continuous-time portfolio optimisation. Zbl 1181.91295
Korn, Ralf; Seifried, Frank Thomas
5
2009
Theoretical solution versus industry standard: Optimal leverage function for CPDOs. Zbl 1183.91176
Baydar, Evren; Di-Graziano, Giuseppe; Korn, Ralf
3
2009
The numeraire portfolio in discrete time: existence, related concepts and applications. Zbl 1181.91294
Korn, Ralf; Schäl, Manfred
2
2009
Optimal investment and bounded ruin probability constant portfolio strategies and mean-variance analysis. Zbl 1256.91030
Korn, Ralf; Wiese, Anke
3
2008
Optimal portfolios: new variations of an old theme. Zbl 1175.91159
Korn, Ralf
1
2008
Optimal management and inflation protection for defined contribution pension plans. Zbl 1130.91361
Zhang, Aihua; Korn, Ralf; Ewald, Christian-Oliver
19
2007
On worst-case portfolio optimization. Zbl 1149.93038
Korn, Ralf; Steffensen, Mogens
14
2007
Stochastics at the stock exchange – is this necessary? (Stochastik an der Börse – muss das sein?) Zbl 1147.91326
Korn, Ralf
1
2007
Worst-case scenario portfolio optimization: a new stochastic control approach. Zbl 1132.91469
Korn, Ralf; Menkens, Olaf
20
2005
Worst-case scenario investment for insurers. Zbl 1111.91017
Korn, Ralf
13
2005
Optimal portfolios with a positive lower bound on final wealth. Zbl 1134.91436
Korn, Ralf
13
2005
The swing option on the stock market. Zbl 1100.91042
Dahlgren, Martin; Korn, Ralf
6
2005
On the stability of continuous-time portfolio problems with stochastic opportunity set. Zbl 1134.91437
Korn, Ralf; Kraft, Holger
27
2004
Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. Zbl 1091.91035
Korn, Ralf
4
2004
Optimal portfolios with defaultable securities – a firm value approach. Zbl 1079.91036
Korn, Ralf; Kraft, Holger
14
2003
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process. Zbl 1137.91455
Korn, Ralf; Oertel, Frank; Schäl, Manfred
7
2003
Optimal portfolios under the threat of a crash. Zbl 1111.91318
Korn, Ralf; Wilmott, Paul
20
2002
A stochastic control approach to portfolio problems with stochastic interest rates. Zbl 1020.93029
Korn, Ralf; Kraft, Holger
55
2001
Optimal portfolios with bounded capital at risk. Zbl 1038.91044
Emmer, Susanne; Klüppelberg, Claudia; Korn, Ralf
43
2001
Option pricing and portfolio optimization. Modern methods of financial mathematics. Transl. from the German by the authors. Zbl 0965.91020
Korn, Ralf; Korn, Elke
32
2001
Value preserving strategies and a general framework for local approaches to optimal portfolios. Zbl 1039.91028
Korn, Ralf
7
2000
Some applications of impulse control in mathematical finance. Zbl 0942.91048
Korn, Ralf
48
1999
On value preserving and growth optimal portfolios. Zbl 0959.91028
Korn, Ralf; Schäl, Manfred
15
1999
Optimal control of option portfolios and applications. Zbl 0916.90021
Korn, Ralf; Trautmann, Siegfried
4
1999
Valuation of options and portfolio optimization. (Optionsbewertung und Portofolio-Optimierung.) Zbl 0924.90020
Korn, Ralf; Korn, Elke
2
1999
Portfolio optimisation with strictly positive transaction costs and impulse control. Zbl 0894.90021
Korn, Ralf
53
1998
Optimal index tracking under transaction costs and impulse control. Zbl 0909.90020
Buckley, I. R. C.; Korn, R.
13
1998
Value preserving portfolio strategies and the minimal martingale measure. Zbl 0928.91021
Korn, Ralf
4
1998
Optimal portfolios: stochastic models for optimal investment and risk management in continuous time. Zbl 0931.91017
Korn, Ralf
48
1997
Optimal impulse control when control actions have random consequences. Zbl 0881.93091
Korn, Ralf
22
1997
Some applications of L2-hedging with a non-negative wealth process. Zbl 1009.91019
Korn, Ralf
6
1997
Value preserving portfolio strategies in continuous-time models. Zbl 0880.90007
Korn, Ralf
4
1997
Continuous-time portfolio optimization under terminal wealth constraints. Zbl 0836.90011
Korn, Ralf; Trautmann, Siegfried
18
1995
Contingent claim valuation in a market with different interest rates. Zbl 0836.90010
Korn, Ralf
13
1995
Optimization problems in continuous-time securities trade. (Optimierungsprobleme bei Wertpapierhandel in stetiger Zeit.) Zbl 0836.90059
Korn, Ralf
1
1992
all top 5

Cited by 743 Authors

35 Korn, Ralf
10 Kraft, Holger
10 Steffensen, Mogens
10 Yang, Hailiang
9 Li, Zhongfei
9 Seifried, Frank Thomas
8 Christensen, Soren
6 Desmettre, Sascha
6 Devolder, Pierre
6 Fu, Ke’ang
6 Guan, Guohui
6 Liang, Zongxia
6 Menkens, Olaf
6 Muhle-Karbe, Johannes
6 Zagst, Rudi
6 Zeng, Yan
5 Belak, Christoph
5 Bo, Lijun
5 Chang, Hao
5 Chen, An
5 Ewald, Christian-Oliver
5 Hieber, Peter
5 Li, Danping
5 Platen, Eckhard
5 Rudloff, Birgit
5 Weber, Gerhard-Wilhelm
5 Wu, Huiling
4 Escobar Anel, Marcos
4 Escobar, Marcos
4 Hellwig, Klaus
4 Kallsen, Jan
4 Özekici, Süleyman
4 Quenez, Marie-Claire
4 Runggaldier, Wolfgang J.
4 Sulem, Agnès
4 Temocin, Busra Zeynep
4 Wu, Zhen
4 Yao, Haixiang
4 Zhang, Aihua
3 Baltas, Ioannis D.
3 Bäuerle, Nicole
3 Bensoussan, Alain
3 Bielecki, Tomasz R.
3 Chang, Kai
3 Draviam, Thangaraj
3 Grigorova, Miryana
3 Gu, Ailing
3 Guo, Fenglong
3 Hainaut, Donatien
3 Ivanov, Roman V.
3 Kostadinova, Radostina
3 Lai, Yongzeng
3 Mnif, Mohamed
3 Ng, Cheuk Yin Andrew
3 Nielsen, Jens Perch
3 Pan, Jian
3 Perera, Sandun
3 Riedel, Frank
3 Roux, Alet
3 Sass, Jörn
3 Schoutens, Wim
3 Seydel, Roland C.
3 Sherris, Michael
3 Siu, Tak Kuen
3 Tan, Ken Seng
3 Thonhauser, Stefan
3 Vanduffel, Steven
3 Viens, Frederi G.
3 Wang, Dingcheng
3 Wang, Yongjin
3 Ware, Antony F.
3 Wei, Jiaqin
3 Xiao, Qingxian
3 Yang, Xuewei
3 Yannacopoulos, Athanasios N.
3 Zastawniak, Tomasz
3 Zheng, Harry H.
2 Albrecher, Hansjörg
2 Alp, Özge Sezgin
2 Altarovici, Albert
2 Atkinson, Colin
2 Baccarin, Stefano
2 Bank, Peter
2 Barigou, Karim
2 Basei, Matteo
2 Bayraktar, Erhan
2 Bernard, Carole L.
2 Branger, Nicole
2 Cadenillas, Abel
2 Çanakoğlu, Ethem
2 Capponi, Agostino
2 Carassus, Laurence
2 Chellathurai, Thamayanthi
2 Chen, Ping
2 Chen, Zhiping
2 Cheung, Ka Chun
2 Chiu, Mei Choi
2 Christensen, Morten Mosegaard
2 Christiansen, Marcus Christian
2 Deng, Chao
...and 643 more Authors
all top 5

Cited in 127 Serials

50 Insurance Mathematics & Economics
35 Mathematical Methods of Operations Research
24 International Journal of Theoretical and Applied Finance
22 European Journal of Operational Research
17 European Actuarial Journal
15 Journal of Economic Dynamics & Control
15 Mathematical Finance
14 Finance and Stochastics
13 Annals of Operations Research
13 Quantitative Finance
11 Journal of Computational and Applied Mathematics
10 Journal of Industrial and Management Optimization
9 SIAM Journal on Control and Optimization
9 Mathematics and Financial Economics
8 Applied Mathematics and Optimization
8 Scandinavian Actuarial Journal
8 Decisions in Economics and Finance
8 North American Actuarial Journal
7 The Annals of Applied Probability
6 Stochastic Processes and their Applications
6 ASTIN Bulletin
6 Stochastics
6 SIAM Journal on Financial Mathematics
5 Advances in Applied Probability
5 Journal of Optimization Theory and Applications
5 Mathematical Problems in Engineering
5 Methodology and Computing in Applied Probability
5 Stochastic Models
5 Asia-Pacific Financial Markets
5 Annals of Finance
4 Applied Mathematics and Computation
4 Operations Research Letters
4 Optimization
4 Applied Mathematical Finance
4 OR Spectrum
3 International Journal of Control
3 Automatica
3 Journal of Mathematical Economics
3 Statistics & Probability Letters
3 Stochastic Analysis and Applications
3 Abstract and Applied Analysis
3 Applied Stochastic Models in Business and Industry
3 The ANZIAM Journal
3 Journal of Systems Science and Complexity
3 Computational Management Science
2 Chaos, Solitons and Fractals
2 Journal of Applied Probability
2 Kybernetika
2 Operations Research
2 SIAM Journal on Numerical Analysis
2 Optimal Control Applications & Methods
2 Systems & Control Letters
2 Acta Applicandae Mathematicae
2 Acta Mathematicae Applicatae Sinica. English Series
2 Asia-Pacific Journal of Operational Research
2 Economics Letters
2 Journal of Global Optimization
2 Communications in Statistics. Theory and Methods
2 Monte Carlo Methods and Applications
2 Electronic Journal of Probability
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 CEJOR. Central European Journal of Operations Research
2 Review of Derivatives Research
2 Frontiers of Mathematics in China
2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2 Journal of Dynamics and Games
2 Probability, Uncertainty and Quantitative Risk
1 Computers & Mathematics with Applications
1 Journal of Engineering Mathematics
1 Journal of Mathematical Analysis and Applications
1 Mathematical Biosciences
1 Mathematical Methods in the Applied Sciences
1 Mathematische Semesterberichte
1 Physica A
1 Annales Polonici Mathematici
1 Czechoslovak Mathematical Journal
1 Illinois Journal of Mathematics
1 Journal of Economic Theory
1 Journal of Multivariate Analysis
1 Kybernetes
1 Mathematics of Operations Research
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerische Mathematik
1 Revista de la Unión Matemática Argentina
1 Algorithmica
1 MCSS. Mathematics of Control, Signals, and Systems
1 Numerical Algorithms
1 Computational Statistics
1 Communications in Statistics. Simulation and Computation
1 International Journal of Computer Mathematics
1 Proceedings of the National Academy of Sciences of the United States of America
1 Computational Economics
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Applicationes Mathematicae
1 Economic Theory
1 Filomat
1 Opuscula Mathematica
1 Bernoulli
1 Discrete and Continuous Dynamical Systems
...and 27 more Serials

Citations by Year

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