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Schoutens, Wim

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Author ID: schoutens.wim Recent zbMATH articles by "Schoutens, Wim"
Published as: Schoutens, Wim; Schoutens, W.
Homepage: http://www.schoutens.be/
External Links: MGP
Documents Indexed: 78 Publications since 1998, including 7 Books

Publications by Year

Citations contained in zbMATH Open

66 Publications have been cited 861 times in 650 Documents Cited by Year
Stochastic processes and orthogonal polynomials. Zbl 0960.60076
Schoutens, Wim
116
2000
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
111
2000
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
78
2001
Lévy processes, polynomials and martingales. Zbl 0895.60050
Schoutens, Wim; Teugels, Jozef L.
60
1998
A multivariate jump-driven financial asset model. Zbl 1134.91446
Luciano, Elisa; Schoutens, Wim
46
2006
Lévy processes in credit risk. Zbl 1192.91008
Schoutens, Wim; Cariboni, Jessica
27
2009
The herd behavior index: a new measure for the implied degree of co-movement in stock markets. Zbl 1237.91237
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
24
2012
Exotic option pricing and advanced Lévy models. Zbl 1140.91050
Kyprianou, Andreas (ed.); Schoutens, Wim (ed.); Wilmott, Paul (ed.)
21
2005
Self exciting threshold interest rates models. Zbl 1140.91384
Decamps, Marc; Goovaerts, Marc; Schoutens, Wim
20
2006
General lower bounds for arithmetic Asian option prices. Zbl 1134.91394
Albrecher, H.; Mayer, P. A.; Schoutens, W.
19
2008
A risk model driven by Lévy processes. Zbl 1051.60051
Morales, Manuel; Schoutens, Wim
17
2003
Moment swaps. Zbl 1134.91461
Schoutens, Wim
16
2005
Orthogonal polynomials in Stein’s method. Zbl 0984.62009
Schoutens, Wim
15
2001
Asymmetric skew Bessel processes and their applications to finance. Zbl 1087.91022
Decamps, Marc; Goovaerts, Marc; Schoutens, Wim
15
2006
On the (in-)dependence between financial and actuarial risks. Zbl 1284.91226
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; Schoutens, Wim; Stassen, Ben
14
2013
A generic one-factor Lévy model for pricing synthetic CDOs. Zbl 1154.91421
Albrechter, Hansjörg; Ladoucette, Sophie A.; Schoutens, Wim
14
2007
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
13
2005
Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. Zbl 1205.62124
Valdivieso, Luis; Schoutens, Wim; Tuerlinckx, Francis
13
2009
Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling. Zbl 1433.91184
Cariboni, Jessica; Schoutens, Wim
12
2009
Applied conic finance. Zbl 1350.91005
Madan, Dilip; Schoutens, Wim
12
2016
Structured products equilibria in conic two price markets. Zbl 1264.91148
Madan, Dilip B.; Schoutens, Wim
12
2012
Exotic options under Lévy models: an overview. Zbl 1089.91029
Schoutens, Wim
12
2006
Two price economies in continuous time. Zbl 1298.91086
Eberlein, Ernst; Madan, Dilip; Pistorius, Martijn; Schoutens, Wim; Yor, Marc
11
2014
Tenor specific pricing. Zbl 1262.91142
Madan, Dilip B.; Schoutens, Wim
11
2012
A note on the suboptimality of path-dependent pay-offs in Lévy markets. Zbl 1179.91085
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; Schoutens, Wim
10
2009
A multivariate dependence measure for aggregating risks. Zbl 1386.91172
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
10
2014
Conic coconuts: the pricing of contingent capital notes using conic finance. Zbl 1255.91450
Madan, Dilip B.; Schoutens, Wim
10
2011
A framework for robust measurement of implied correlation. Zbl 1319.91159
Linders, Daniël; Schoutens, Wim
7
2014
FIX: the fear index – measuring market fear. Zbl 1296.91219
Dhaene, J.; Dony, J.; Forys, M. B.; Linders, D.; Schoutens, W.
7
2012
The pricing of exotic options by Monte-Carlo simulationsin a Lévy market with stochastic volatility. Zbl 1079.91042
Schoutens, Wim; Symens, Stijn
7
2003
Optimal investment in a Lévy market. Zbl 1099.91059
Corcuera, Jose Manuel; Guerra, Joao; Nualart, David; Schoutens, Wim
6
2006
A birth and death process related to the Rogers-Ramanujan continued fraction. Zbl 0920.60067
Parthasarathy, P. R.; Lenin, R. B.; Schoutens, W.; Van Assche, W.
6
1998
A note on some new perpetuities. Zbl 1142.91038
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc; Schoutens, Wim
5
2005
Simple processes and the pricing and hedging of cliquets. Zbl 1282.91340
Madan, Dilip B.; Schoutens, Wim
4
2013
Pricing and hedging of CDO-squared tranches by using a one factor Lévy model. Zbl 1175.91179
Guillaume, Florence; Jacobs, Philippe; Schoutens, Wim
4
2009
Implied Lévy Volatility. Zbl 1181.91310
Corcuera, José Manuel; Guillaume, Florence; Leoni, Peter; Schoutens, Wim
4
2009
The \(\beta\)-Meixner model. Zbl 1237.91215
Ferreiro-Castilla, Albert; Schoutens, Wim
4
2012
Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao. Zbl 1262.91003
Campolongo, Francesca; Jönsson, Henrik; Schoutens, Wim
4
2013
Hedging under the Heston model with jump-to-default. Zbl 1153.91469
Carr, Peter; Schoutens, Wim
4
2008
Conic finance and the corporate balance sheet. Zbl 1282.91370
Madan, Dilip B.; Schoutens, Wim
4
2011
Machine learning for quantitative finance: fast derivative pricing, hedging and fitting. Zbl 1406.91439
De Spiegeleer, Jan; Madan, Dilip B.; Reyners, Sofie; Schoutens, Wim
4
2018
The valuation of structured products using Markov chain models. Zbl 1280.91172
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim
3
2013
A moment matching market implied calibration. Zbl 1281.91183
Guillaume, Florence; Schoutens, Wim
3
2013
Measuring and monitoring the efficiency of markets. Zbl 1395.91459
Madan, Dilip B.; Schoutens, Wim; Wang, King
3
2017
The \(\beta \)-variance gamma model. Zbl 1232.91713
Schoutens, Wim; Damme, Geert Van
3
2011
Single name credit default swaptions meet single sided jump models. Zbl 1163.91434
Jönsson, Henrik; Schoutens, Wim
3
2008
Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches. Zbl 1213.91168
Masol, Viktoriya; Schoutens, Wim
3
2011
Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals. Zbl 0929.60028
Schoutens, Wim
3
1998
Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process. Zbl 1085.60051
Barrieu, Pauline; Schoutens, Wim
3
2006
Discrete chaotic calculus and covariance identities. Zbl 1007.60047
Privault, Nicolas; Schoutens, Wim
3
2002
Conic asset pricing and the costs of price fluctuations. Zbl 1410.91500
Madan, Dilip B.; Schoutens, Wim
3
2019
Basket option pricing and implied correlation in a one-factor Lévy model. Zbl 1398.91605
Linders, Daniël; Schoutens, Wim
3
2016
Conic trading in a Markovian steady state. Zbl 1390.91304
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim
2
2017
Dynamic conic hedging for competitiveness. Zbl 1404.91141
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim
2
2016
Hedging insurance books. Zbl 1371.91175
Carr, Peter; Madan, Dilip B.; Melamed, Michael; Schoutens, Wim
2
2016
Heston model: the variance swap calibration. Zbl 1295.91086
Guillaume, Florence; Schoutens, Wim
2
2014
Birth and death processes, orthogonal polynomials and limiting conditional distributions. Zbl 0977.60084
Schoutens, Wim
2
2000
Systemic risk tradeoffs and option prices. Zbl 1284.91552
Madan, Dilip B.; Schoutens, Wim
1
2013
Two processes for two prices. Zbl 1295.91092
Madan, Dilip B.; Schoutens, Wim
1
2014
Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus
1
2016
Modelling default and prepayment using Lévy processes: an application to asset backed securities. Zbl 1192.91093
Jönsson, Henrik; Schoutens, Wim; van Damme, Geert
1
2009
A short rate model using ambit processes. Zbl 1270.91100
Corcuera, José Manuel; Farkas, Gergely; Schoutens, Wim; Valkeila, Esko
1
2013
An application in stochastics of the Laguerre-type polynomials. Zbl 0983.60035
Schoutens, Wim
1
2001
Short-term risk management using stochastic Taylor expansions under Lévy models. Zbl 1028.60084
Schoutens, Wim; Studer, Michael
1
2003
Equilibrium asset returns in financial markets. Zbl 1411.91520
Madan, Dilip B.; Schoutens, Wim
1
2019
The risk management of contingent convertible (CoCo) bonds. Zbl 1403.91006
De Spiegeleer, Jan; Marquet, Ine; Schoutens, Wim
1
2018
Conic asset pricing and the costs of price fluctuations. Zbl 1410.91500
Madan, Dilip B.; Schoutens, Wim
3
2019
Equilibrium asset returns in financial markets. Zbl 1411.91520
Madan, Dilip B.; Schoutens, Wim
1
2019
Machine learning for quantitative finance: fast derivative pricing, hedging and fitting. Zbl 1406.91439
De Spiegeleer, Jan; Madan, Dilip B.; Reyners, Sofie; Schoutens, Wim
4
2018
The risk management of contingent convertible (CoCo) bonds. Zbl 1403.91006
De Spiegeleer, Jan; Marquet, Ine; Schoutens, Wim
1
2018
Measuring and monitoring the efficiency of markets. Zbl 1395.91459
Madan, Dilip B.; Schoutens, Wim; Wang, King
3
2017
Conic trading in a Markovian steady state. Zbl 1390.91304
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim
2
2017
Applied conic finance. Zbl 1350.91005
Madan, Dilip; Schoutens, Wim
12
2016
Basket option pricing and implied correlation in a one-factor Lévy model. Zbl 1398.91605
Linders, Daniël; Schoutens, Wim
3
2016
Dynamic conic hedging for competitiveness. Zbl 1404.91141
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim
2
2016
Hedging insurance books. Zbl 1371.91175
Carr, Peter; Madan, Dilip B.; Melamed, Michael; Schoutens, Wim
2
2016
Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus
1
2016
Two price economies in continuous time. Zbl 1298.91086
Eberlein, Ernst; Madan, Dilip; Pistorius, Martijn; Schoutens, Wim; Yor, Marc
11
2014
A multivariate dependence measure for aggregating risks. Zbl 1386.91172
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
10
2014
A framework for robust measurement of implied correlation. Zbl 1319.91159
Linders, Daniël; Schoutens, Wim
7
2014
Heston model: the variance swap calibration. Zbl 1295.91086
Guillaume, Florence; Schoutens, Wim
2
2014
Two processes for two prices. Zbl 1295.91092
Madan, Dilip B.; Schoutens, Wim
1
2014
On the (in-)dependence between financial and actuarial risks. Zbl 1284.91226
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; Schoutens, Wim; Stassen, Ben
14
2013
Simple processes and the pricing and hedging of cliquets. Zbl 1282.91340
Madan, Dilip B.; Schoutens, Wim
4
2013
Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao. Zbl 1262.91003
Campolongo, Francesca; Jönsson, Henrik; Schoutens, Wim
4
2013
The valuation of structured products using Markov chain models. Zbl 1280.91172
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim
3
2013
A moment matching market implied calibration. Zbl 1281.91183
Guillaume, Florence; Schoutens, Wim
3
2013
Systemic risk tradeoffs and option prices. Zbl 1284.91552
Madan, Dilip B.; Schoutens, Wim
1
2013
A short rate model using ambit processes. Zbl 1270.91100
Corcuera, José Manuel; Farkas, Gergely; Schoutens, Wim; Valkeila, Esko
1
2013
The herd behavior index: a new measure for the implied degree of co-movement in stock markets. Zbl 1237.91237
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
24
2012
Structured products equilibria in conic two price markets. Zbl 1264.91148
Madan, Dilip B.; Schoutens, Wim
12
2012
Tenor specific pricing. Zbl 1262.91142
Madan, Dilip B.; Schoutens, Wim
11
2012
FIX: the fear index – measuring market fear. Zbl 1296.91219
Dhaene, J.; Dony, J.; Forys, M. B.; Linders, D.; Schoutens, W.
7
2012
The \(\beta\)-Meixner model. Zbl 1237.91215
Ferreiro-Castilla, Albert; Schoutens, Wim
4
2012
Conic coconuts: the pricing of contingent capital notes using conic finance. Zbl 1255.91450
Madan, Dilip B.; Schoutens, Wim
10
2011
Conic finance and the corporate balance sheet. Zbl 1282.91370
Madan, Dilip B.; Schoutens, Wim
4
2011
The \(\beta \)-variance gamma model. Zbl 1232.91713
Schoutens, Wim; Damme, Geert Van
3
2011
Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches. Zbl 1213.91168
Masol, Viktoriya; Schoutens, Wim
3
2011
Lévy processes in credit risk. Zbl 1192.91008
Schoutens, Wim; Cariboni, Jessica
27
2009
Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type. Zbl 1205.62124
Valdivieso, Luis; Schoutens, Wim; Tuerlinckx, Francis
13
2009
Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling. Zbl 1433.91184
Cariboni, Jessica; Schoutens, Wim
12
2009
A note on the suboptimality of path-dependent pay-offs in Lévy markets. Zbl 1179.91085
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; Schoutens, Wim
10
2009
Pricing and hedging of CDO-squared tranches by using a one factor Lévy model. Zbl 1175.91179
Guillaume, Florence; Jacobs, Philippe; Schoutens, Wim
4
2009
Implied Lévy Volatility. Zbl 1181.91310
Corcuera, José Manuel; Guillaume, Florence; Leoni, Peter; Schoutens, Wim
4
2009
Modelling default and prepayment using Lévy processes: an application to asset backed securities. Zbl 1192.91093
Jönsson, Henrik; Schoutens, Wim; van Damme, Geert
1
2009
General lower bounds for arithmetic Asian option prices. Zbl 1134.91394
Albrecher, H.; Mayer, P. A.; Schoutens, W.
19
2008
Hedging under the Heston model with jump-to-default. Zbl 1153.91469
Carr, Peter; Schoutens, Wim
4
2008
Single name credit default swaptions meet single sided jump models. Zbl 1163.91434
Jönsson, Henrik; Schoutens, Wim
3
2008
A generic one-factor Lévy model for pricing synthetic CDOs. Zbl 1154.91421
Albrechter, Hansjörg; Ladoucette, Sophie A.; Schoutens, Wim
14
2007
A multivariate jump-driven financial asset model. Zbl 1134.91446
Luciano, Elisa; Schoutens, Wim
46
2006
Self exciting threshold interest rates models. Zbl 1140.91384
Decamps, Marc; Goovaerts, Marc; Schoutens, Wim
20
2006
Asymmetric skew Bessel processes and their applications to finance. Zbl 1087.91022
Decamps, Marc; Goovaerts, Marc; Schoutens, Wim
15
2006
Exotic options under Lévy models: an overview. Zbl 1089.91029
Schoutens, Wim
12
2006
Optimal investment in a Lévy market. Zbl 1099.91059
Corcuera, Jose Manuel; Guerra, Joao; Nualart, David; Schoutens, Wim
6
2006
Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process. Zbl 1085.60051
Barrieu, Pauline; Schoutens, Wim
3
2006
Exotic option pricing and advanced Lévy models. Zbl 1140.91050
Kyprianou, Andreas; Schoutens, Wim; Wilmott, Paul
21
2005
Moment swaps. Zbl 1134.91461
Schoutens, Wim
16
2005
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
13
2005
A note on some new perpetuities. Zbl 1142.91038
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc; Schoutens, Wim
5
2005
A risk model driven by Lévy processes. Zbl 1051.60051
Morales, Manuel; Schoutens, Wim
17
2003
The pricing of exotic options by Monte-Carlo simulationsin a Lévy market with stochastic volatility. Zbl 1079.91042
Schoutens, Wim; Symens, Stijn
7
2003
Short-term risk management using stochastic Taylor expansions under Lévy models. Zbl 1028.60084
Schoutens, Wim; Studer, Michael
1
2003
Discrete chaotic calculus and covariance identities. Zbl 1007.60047
Privault, Nicolas; Schoutens, Wim
3
2002
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
78
2001
Orthogonal polynomials in Stein’s method. Zbl 0984.62009
Schoutens, Wim
15
2001
An application in stochastics of the Laguerre-type polynomials. Zbl 0983.60035
Schoutens, Wim
1
2001
Stochastic processes and orthogonal polynomials. Zbl 0960.60076
Schoutens, Wim
116
2000
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
111
2000
Birth and death processes, orthogonal polynomials and limiting conditional distributions. Zbl 0977.60084
Schoutens, Wim
2
2000
Lévy processes, polynomials and martingales. Zbl 0895.60050
Schoutens, Wim; Teugels, Jozef L.
60
1998
A birth and death process related to the Rogers-Ramanujan continued fraction. Zbl 0920.60067
Parthasarathy, P. R.; Lenin, R. B.; Schoutens, W.; Van Assche, W.
6
1998
Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals. Zbl 0929.60028
Schoutens, Wim
3
1998
all top 5

Cited by 878 Authors

38 Schoutens, Wim
27 Madan, Dilip B.
12 Leonenko, Nikolai N.
12 Ren, Yong
11 Linders, Daniël
9 Bryc, Włodzimierz
9 El Otmani, Mohamed
9 Guillaume, Florence
9 Øksendal, Bernt Karsten
8 Wang, Yongjin
8 Zhang, Xinsheng
7 Eberlein, Ernst W.
7 Kachanovsky, Nikolai A.
7 Vanduffel, Steven
7 Wesołowski, Jacek
6 Ahn, Jae Youn
6 Dhaene, Jan
6 Morales, Manuel
6 Proske, Frank Norbert
6 Semeraro, Patrizia
6 Song, Shiyu
5 Bernard, Carole
5 Hu, Lanying
5 Huang, Hong
5 Lejay, Antoine
5 Long, Hongwei
5 Lytvynov, Eugene W.
5 Parthasarathy, Panamalai Ramarao
5 Pistorius, Martijn R.
5 Schwab, Christoph
5 Wang, Xiangrong
5 Zhang, Shibin
4 Cheung, Ka Chun
4 Di Nunno, Giulia
4 Dominici, Diego Ernesto
4 Gaunt, Robert Edward
4 Ivanov, Roman V.
4 Luciano, Elisa
4 Mai, Jan-Frederik
4 Mendoza-Arriaga, Rafael
4 Pommeret, Denys
4 Rüschendorf, Ludger
4 Scherer, Matthias
4 Šuvak, Nenad
4 Utzet, Frederic
4 Yor, Marc
3 Aman, Auguste
3 Bozejko, Marek
3 Corcuera, José Manuel
3 Cui, Zhenyu
3 Deelstra, Griselda
3 Delong, Łukasz
3 Di Persio, Luca
3 Di Tella, Paolo
3 Engelbert, Hans Jürgen
3 Ferreiro-Castilla, Albert
3 Fung, Thomas
3 Itkin, Andrey
3 Karniadakis, George Em
3 Kawai, Reiichiro
3 Khelfallah, Nabil
3 Kuznetsov, Alexey
3 Kyprianou, Andreas E.
3 Lee, Woojoo
3 Lenin, R. B.
3 Li, Lingfei
3 Løkka, Arne
3 Lucor, Didier
3 Maller, Ross Arthur
3 Marena, Marina
3 Marfe, Roberto
3 Mishura, Yuliya Stepanivna
3 Novikov, Aleksandr Aleksandrovich
3 Yolcu Okur, Yeliz
3 Papapantoleon, Antonis
3 Pigato, Paolo
3 Poëtte, Gaël
3 Privault, Nicolas
3 Seneta, Eugene
3 Solé, Josep Lluís
3 Swan, Yvik C.
3 Tang, Maoning
3 Tassinari, Gian Luca
3 Taufer, Emanuele
3 Wang, Ruodu
3 Wang, Suxin
3 Wu, Zhen
3 Xiu, Dongbin
3 Xu, Guangli
3 Yamazaki, Akira
3 Zabaras, Nicholas J.
3 Zhou, Qing
2 Ahcan, Ales
2 Anh, Vo V.
2 Ano, Katsunori
2 Anshelevich, Michael
2 Appuhamillage, Thilanka A.
2 Arismendi, Juan Carlos
2 Asai, Nobuhiro
2 Ascione, Giacomo
...and 778 more Authors
all top 5

Cited in 182 Serials

43 Quantitative Finance
42 International Journal of Theoretical and Applied Finance
36 Journal of Computational and Applied Mathematics
35 Insurance Mathematics & Economics
19 Stochastic Processes and their Applications
16 Stochastics
15 Statistics & Probability Letters
13 Journal of Computational Physics
11 Infinite Dimensional Analysis, Quantum Probability and Related Topics
10 Finance and Stochastics
10 Review of Derivatives Research
9 Journal of Mathematical Analysis and Applications
9 Stochastic Analysis and Applications
9 Annals of Finance
7 Journal of Applied Probability
7 Journal of Theoretical Probability
7 Applied Mathematical Finance
7 Mathematical Problems in Engineering
7 Mathematical Finance
7 Mathematics and Financial Economics
6 The Annals of Probability
6 Journal of Multivariate Analysis
6 Journal of Statistical Planning and Inference
6 The Annals of Applied Probability
6 European Journal of Operational Research
6 Bernoulli
6 North American Actuarial Journal
6 Carpathian Mathematical Publications
5 Applied Mathematics and Computation
5 Journal of Functional Analysis
5 Transactions of the American Mathematical Society
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Scandinavian Actuarial Journal
5 Advances in Difference Equations
5 SIAM Journal on Financial Mathematics
5 Dependence Modeling
4 Journal of Statistical Physics
4 Journal of Econometrics
4 Journal of Optimization Theory and Applications
4 Statistical Inference for Stochastic Processes
4 Methodology and Computing in Applied Probability
4 Journal of Systems Science and Complexity
4 Science China. Mathematics
3 Advances in Applied Probability
3 Physica A
3 Chaos, Solitons and Fractals
3 Journal of Applied Mathematics and Stochastic Analysis
3 Communications in Statistics. Theory and Methods
3 Theory of Probability and Mathematical Statistics
3 Mathematical Methods of Operations Research
3 Discrete Dynamics in Nature and Society
3 Brazilian Journal of Probability and Statistics
3 Decisions in Economics and Finance
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 ASTIN Bulletin
3 Asia-Pacific Financial Markets
3 Probability Surveys
3 Modern Stochastics. Theory and Applications
2 Communications in Mathematical Physics
2 Computer Methods in Applied Mechanics and Engineering
2 International Journal of Control
2 Lithuanian Mathematical Journal
2 Theory of Probability and its Applications
2 Annals of the Institute of Statistical Mathematics
2 The Annals of Statistics
2 Applied Mathematics and Optimization
2 International Journal for Numerical Methods in Engineering
2 Proceedings of the American Mathematical Society
2 Acta Mathematicae Applicatae Sinica. English Series
2 Probability Theory and Related Fields
2 Numerical Methods for Partial Differential Equations
2 Applied Mathematics Letters
2 International Journal of Computer Mathematics
2 Journal of Statistical Computation and Simulation
2 Expositiones Mathematicae
2 Applied Mathematics. Series B (English Edition)
2 Random Operators and Stochastic Equations
2 Electronic Journal of Probability
2 Electronic Communications in Probability
2 Journal of Inequalities and Applications
2 Acta Mathematica Sinica. English Series
2 Applied Stochastic Models in Business and Industry
2 The ANZIAM Journal
2 Mediterranean Journal of Mathematics
2 Journal of the Korean Statistical Society
2 Sankhyā. Series A
2 European Actuarial Journal
2 Communications in Mathematics and Statistics
2 Probability, Uncertainty and Quantitative Risk
1 Computers & Mathematics with Applications
1 Journal of Mathematical Physics
1 Metrika
1 Rocky Mountain Journal of Mathematics
1 Studia Mathematica
1 Mathematics of Computation
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 Duke Mathematical Journal
1 Illinois Journal of Mathematics
1 Integral Equations and Operator Theory
1 Journal of Approximation Theory
...and 82 more Serials
all top 5

Cited in 38 Fields

431 Probability theory and stochastic processes (60-XX)
331 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
137 Statistics (62-XX)
71 Numerical analysis (65-XX)
38 Partial differential equations (35-XX)
36 Special functions (33-XX)
35 Systems theory; control (93-XX)
23 Functional analysis (46-XX)
21 Calculus of variations and optimal control; optimization (49-XX)
15 Harmonic analysis on Euclidean spaces (42-XX)
12 Operator theory (47-XX)
12 Operations research, mathematical programming (90-XX)
11 Fluid mechanics (76-XX)
10 Ordinary differential equations (34-XX)
9 Number theory (11-XX)
8 Combinatorics (05-XX)
7 Integral transforms, operational calculus (44-XX)
6 Measure and integration (28-XX)
5 Integral equations (45-XX)
5 Computer science (68-XX)
5 Statistical mechanics, structure of matter (82-XX)
4 Functions of a complex variable (30-XX)
4 Approximations and expansions (41-XX)
4 Quantum theory (81-XX)
4 Biology and other natural sciences (92-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
2 Nonassociative rings and algebras (17-XX)
2 Real functions (26-XX)
2 Dynamical systems and ergodic theory (37-XX)
1 Field theory and polynomials (12-XX)
1 Commutative algebra (13-XX)
1 Topological groups, Lie groups (22-XX)
1 Sequences, series, summability (40-XX)
1 Differential geometry (53-XX)
1 Optics, electromagnetic theory (78-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Geophysics (86-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year