Edit Profile (opens in new tab) Schweizer, Martin Co-Author Distance Author ID: schweizer.martin Published as: Schweizer, Martin; Schweizer, M. Homepage: http://www.math.ethz.ch/~mschweiz/ External Links: MGP · Wikidata · dblp · GND Documents Indexed: 65 Publications since 1990 7 Contributions as Editor Reviewing Activity: 119 Reviews Co-Authors: 42 Co-Authors with 46 Joint Publications 898 Co-Co-Authors all top 5 Co-Authors 20 single-authored 4 Platen, Eckhard 4 Stricker, Christophe 3 Bálint, Dániel Ágoston 3 Czichowsky, Christoph 3 Delbaen, Freddy 3 Frei, Christoph 3 Heath, David C. 3 Rheinländer, Thorsten 3 Touzi, Nizar 2 Amendinger, Jürgen 2 Becherer, Dirk 2 Döberlein, Frank 2 Föllmer, Hans 2 Herdegen, Martin 2 Klöppel, Susanne 2 Kramkov, Dmitriĭ Olegovich 2 Mania, Michael 2 Monat, Pascale 2 Pham, Huyên 2 Schachermayer, Walter 2 Wissel, Johannes 1 Bobrovnytska, Olga 1 Bordigoni, Giuliana 1 Carmona, René A. 1 Choulli, Tahir 1 Esche, Felix 1 Fontana, Claudio 1 Grandits, Peter 1 Gruber, Urs 1 Hamel, Andreas H. 1 Hofmann, Norbert 1 Hu, Ying 1 Hulley, Hardy 1 Imkeller, Peter 1 Jeanblanc, Monique 1 Lamberton, Damien 1 Malamud, Semyon 1 Matoussi, Anis 1 Reiß, Oliver 1 Runggaldier, Wolfgang J. 1 Samperi, Dominick 1 Santacroce, Marina 1 Schoenmakers, John G. M. 1 Šikić, Mario 1 Sondermann, Dieter 1 Takaoka, Koichiro 1 Zivoi, Danijel all top 5 Serials 10 Finance and Stochastics 9 Mathematical Finance 5 The Annals of Applied Probability 3 The Annals of Probability 3 Stochastic Processes and their Applications 3 International Journal of Theoretical and Applied Finance 3 Oberwolfach Reports 2 Advances in Applied Probability 2 Theory of Probability and its Applications 2 Journal of Applied Probability 2 Mathematics of Operations Research 2 Stochastic Analysis and Applications 2 Stochastics and Stochastics Reports 2 Mathematics and Financial Economics 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 IEEE Transactions on Automatic Control 1 Journal of Mathematical Economics 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Statistics & Decisions 1 Probability Theory and Related Fields 1 Journal of Economic Dynamics & Control 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Stochastics 1 Frontiers of Mathematical Finance all top 5 Fields 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 55 Probability theory and stochastic processes (60-XX) 7 General and overarching topics; collections (00-XX) 7 Systems theory; control (93-XX) 3 Statistics (62-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 63 Publications have been cited 2,111 times in 1,232 Documents Cited by ▼ Year ▼ Hedging of contingent claims under incomplete information. Zbl 0738.90007 Föllmer, Hans; Schweizer, Martin 199 1990 Exponential hedging and entropic penalties. Zbl 1072.91019 Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; Samperi, Dominick; Schweizer, Martin; Stricker, Christophe 145 2002 A guided tour through quadratic hedging approaches. Zbl 0992.91036 Schweizer, Martin 130 2001 On the minimal martingale measure and the Föllmer-Schweizer decomposition. Zbl 0837.60042 Schweizer, Martin 112 1995 Option hedging for semimartingales. Zbl 0735.90028 Schweizer, Martin 94 1991 Approximation pricing and the variance-optimal martingale measure. Zbl 0854.60045 Schweizer, Martin 86 1996 Dynamic indifference valuation via convex risk measures. Zbl 1138.91502 Klöppel, Susanne; Schweizer, Martin 82 2007 Dynamic exponential utility indifference valuation. Zbl 1134.91449 Mania, Michael; Schweizer, Martin 78 2005 Variance-optimal hedging in discrete time. Zbl 0835.90008 Schweizer, Martin 77 1995 Additional logarithmic utility of an insider. Zbl 0934.91020 Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin 75 1998 Approximating random variables by stochastic integrals. Zbl 0814.60041 Schweizer, Martin 62 1994 Mean-variance hedging for general claims. Zbl 0742.60042 Schweizer, Martin 58 1992 Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069 Heath, David; Schweizer, Martin 51 2000 A comparison of two quadratic approaches to hedging in incomplete markets. Zbl 1032.91058 Heath, David; Platen, Eckhard; Schweizer, Martin 49 2001 Weighted norm inequalities and hedging in incomplete markets. Zbl 0916.90016 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 44 1997 A monetary value for initial information in portfolio optimization. Zbl 1035.60069 Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin 42 2003 Mean-variance hedging for continuous processes: New proofs and examples. Zbl 0894.90023 Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin 40 1998 On feedback effects from hedging derivatives. Zbl 0908.90016 Platen, Eckhard; Schweizer, Martin 40 1998 Risk-minimizing hedging strategies under restricted information. Zbl 0884.90051 Schweizer, Martin 38 1994 Term structures of implied volatilities: Absence of arbitrage and existence results. Zbl 1138.91481 Schweizer, Martin; Wissel, Johannes 36 2008 A note on the condition of no unbounded profit with bounded risk. Zbl 1318.91200 Takaoka, Koichiro; Schweizer, Martin 35 2014 Minimal entropy preserves the Lévy property: how and why. Zbl 1075.60049 Esche, Felix; Schweizer, Martin 35 2005 A stochastic control approach to a robust utility maximization problem. Zbl 1130.93056 Bordigoni, Giuliana; Matoussi, Anis; Schweizer, Martin 35 2007 A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027 Föllmer, Hans; Schweizer, Martin 34 1993 On \(L^2\)-projections on a space of stochastic integrals. Zbl 0895.60051 Rheinländer, Thorsten; Schweizer, Martin 32 1997 Mean-variance hedging via stochastic control and BSDEs for general semimartingales. Zbl 1273.60053 Jeanblanc, Monique; Mania, Michael; Santacroce, Marina; Schweizer, Martin 32 2012 Option pricing under incompleteness and stochastic volatility. Zbl 0900.90095 Hofmann, Norbert; Platen, Eckhard; Schweizer, Martin 30 1992 Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes. Zbl 1075.60080 Becherer, Dirk; Schweizer, Martin 30 2005 Martingale densities for general asset prices. Zbl 0762.90014 Schweizer, Martin 26 1992 Arbitrage-free market models for option prices: the multi-strike case. Zbl 1199.91218 Schweizer, Martin; Wissel, Johannes 25 2008 \(M^6\) – on minimal market models and minimal martingale measures. Zbl 1229.91376 Hulley, Hardy; Schweizer, Martin 25 2010 From actuarial to financial valuation principles. Zbl 1017.91031 Schweizer, Martin 22 2001 Local risk-minimization for multidimensional assets and payment streams. Zbl 1153.91560 Schweizer, Martin 22 2008 Mean-variance hedging and stochastic control: beyond the Brownian setting. Zbl 1366.91152 Bobrovnytska, Olga; Schweizer, Martin 18 2004 A minimality property of the minimal martingale measure. Zbl 0984.60049 Schweizer, Martin 16 1999 Risk-minimality and orthogonality of martingales. Zbl 0702.60049 Schweizer, Martin 16 1990 Exponential utility indifference valuation in two Brownian settings with stochastic correlation. Zbl 1154.91024 Frei, Christoph; Schweizer, Martin 15 2008 Dynamic utility-based good deal bounds. Zbl 1140.91396 Klöppel, Susanne; Schweizer, Martin 13 2007 Local risk-minimization under transaction costs. Zbl 0994.91024 Lamberton, Damien; Pham, Huyên; Schweizer, Martin 12 1998 Strong bubbles and strict local martingales. Zbl 1350.91019 Herdegen, Martin; Schweizer, Martin 11 2016 Cone-constrained continuous-time Markowitz problems. Zbl 1268.91162 Czichowsky, Christoph; Schweizer, Martin 11 2013 Convex duality in mean-variance hedging under convex trading constraints. Zbl 1277.60079 Czichowsky, Christoph; Schweizer, Martin 10 2012 Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands. Zbl 1225.60073 Czichowsky, Christoph; Schweizer, Martin 9 2011 On Bermudan options. Zbl 1011.91050 Schweizer, Martin 8 2002 Numerical comparison of local risk-minimisation and mean-variance hedging. Zbl 1004.91031 Heath, David; Platen, Eckhard; Schweizer, Martin 8 2001 A diffusion limit for generalized correlated random walks. Zbl 1106.60038 Gruber, Urs; Schweizer, Martin 8 2006 Exponential utility indifference valuation in a general semimartingale model. Zbl 1188.91216 Frei, Christoph; Schweizer, Martin 8 2009 Some new BSDE results for an infinite-horizon stochastic control problem. Zbl 1230.91202 Hu, Ying; Schweizer, Martin 7 2011 Simplified mean-variance portfolio optimisation. Zbl 1264.91115 Fontana, Claudio; Schweizer, Martin 6 2012 Editorial: 20th anniversary of Finance and Stochastics. Zbl 1347.00072 5 2016 On savings accounts in semimartingale term structure models. Zbl 1017.91042 Döberlein, Frank; Schweizer, Martin 5 2001 Semi-efficient valuations and put-call parity. Zbl 1417.91503 Herdegen, Martin; Schweizer, Martin 5 2018 Convexity bounds for BSDE solutions, with applications to indifference valuation. Zbl 1227.60073 Frei, Christoph; Malamud, Semyon; Schweizer, Martin 4 2011 Implied savings accounts are unique. Zbl 0961.60044 Döberlein, Frank; Schweizer, Martin; Stricker, Christophe 3 2000 Weighted norm inequalities and closedness of a space of stochastic integrals. (Inégalités de normes avec poids et fermeture d’un espace d’intégrales stochastiques.) Zbl 0810.60047 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 3 1994 Properly discounted asset prices are semimartingales. Zbl 1461.91323 Bálint, Dániel Ágoston; Schweizer, Martin 3 2020 Large financial markets, discounting, and no asymptotic arbitrage. Zbl 1448.91277 Bálint, D. Á.; Schweizer, M. 3 2020 Dynamic mean-variance optimization problems with deterministic information. Zbl 1395.91420 Schweizer, Martin; Zivoi, Danijel; Šikić, Mario 2 2018 Convergence of option values under incompleteness. Zbl 0827.60026 Runggaldier, Wolfgang J.; Schweizer, Martin 2 1995 Semimartingales and hedging in incomplete markets. Zbl 0794.60038 Schweizer, M. 2 1992 Risky options simplified. Zbl 1153.91602 Schweizer, Martin 2 1999 Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR. Zbl 1498.91411 Bálint, Dániel Ágoston; Schweizer, Martin 2 2022 A projection result for semimartingales. Zbl 0832.60057 Schweizer, Martin 1 1994 Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR. Zbl 1498.91411 Bálint, Dániel Ágoston; Schweizer, Martin 2 2022 Properly discounted asset prices are semimartingales. Zbl 1461.91323 Bálint, Dániel Ágoston; Schweizer, Martin 3 2020 Large financial markets, discounting, and no asymptotic arbitrage. Zbl 1448.91277 Bálint, D. Á.; Schweizer, M. 3 2020 Semi-efficient valuations and put-call parity. Zbl 1417.91503 Herdegen, Martin; Schweizer, Martin 5 2018 Dynamic mean-variance optimization problems with deterministic information. Zbl 1395.91420 Schweizer, Martin; Zivoi, Danijel; Šikić, Mario 2 2018 Strong bubbles and strict local martingales. Zbl 1350.91019 Herdegen, Martin; Schweizer, Martin 11 2016 Editorial: 20th anniversary of Finance and Stochastics. Zbl 1347.00072 5 2016 A note on the condition of no unbounded profit with bounded risk. Zbl 1318.91200 Takaoka, Koichiro; Schweizer, Martin 35 2014 Cone-constrained continuous-time Markowitz problems. Zbl 1268.91162 Czichowsky, Christoph; Schweizer, Martin 11 2013 Mean-variance hedging via stochastic control and BSDEs for general semimartingales. Zbl 1273.60053 Jeanblanc, Monique; Mania, Michael; Santacroce, Marina; Schweizer, Martin 32 2012 Convex duality in mean-variance hedging under convex trading constraints. Zbl 1277.60079 Czichowsky, Christoph; Schweizer, Martin 10 2012 Simplified mean-variance portfolio optimisation. Zbl 1264.91115 Fontana, Claudio; Schweizer, Martin 6 2012 Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands. Zbl 1225.60073 Czichowsky, Christoph; Schweizer, Martin 9 2011 Some new BSDE results for an infinite-horizon stochastic control problem. Zbl 1230.91202 Hu, Ying; Schweizer, Martin 7 2011 Convexity bounds for BSDE solutions, with applications to indifference valuation. Zbl 1227.60073 Frei, Christoph; Malamud, Semyon; Schweizer, Martin 4 2011 \(M^6\) – on minimal market models and minimal martingale measures. Zbl 1229.91376 Hulley, Hardy; Schweizer, Martin 25 2010 Exponential utility indifference valuation in a general semimartingale model. Zbl 1188.91216 Frei, Christoph; Schweizer, Martin 8 2009 Term structures of implied volatilities: Absence of arbitrage and existence results. Zbl 1138.91481 Schweizer, Martin; Wissel, Johannes 36 2008 Arbitrage-free market models for option prices: the multi-strike case. Zbl 1199.91218 Schweizer, Martin; Wissel, Johannes 25 2008 Local risk-minimization for multidimensional assets and payment streams. Zbl 1153.91560 Schweizer, Martin 22 2008 Exponential utility indifference valuation in two Brownian settings with stochastic correlation. Zbl 1154.91024 Frei, Christoph; Schweizer, Martin 15 2008 Dynamic indifference valuation via convex risk measures. Zbl 1138.91502 Klöppel, Susanne; Schweizer, Martin 82 2007 A stochastic control approach to a robust utility maximization problem. Zbl 1130.93056 Bordigoni, Giuliana; Matoussi, Anis; Schweizer, Martin 35 2007 Dynamic utility-based good deal bounds. Zbl 1140.91396 Klöppel, Susanne; Schweizer, Martin 13 2007 A diffusion limit for generalized correlated random walks. Zbl 1106.60038 Gruber, Urs; Schweizer, Martin 8 2006 Dynamic exponential utility indifference valuation. Zbl 1134.91449 Mania, Michael; Schweizer, Martin 78 2005 Minimal entropy preserves the Lévy property: how and why. Zbl 1075.60049 Esche, Felix; Schweizer, Martin 35 2005 Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes. Zbl 1075.60080 Becherer, Dirk; Schweizer, Martin 30 2005 Mean-variance hedging and stochastic control: beyond the Brownian setting. Zbl 1366.91152 Bobrovnytska, Olga; Schweizer, Martin 18 2004 A monetary value for initial information in portfolio optimization. Zbl 1035.60069 Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin 42 2003 Exponential hedging and entropic penalties. Zbl 1072.91019 Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; Samperi, Dominick; Schweizer, Martin; Stricker, Christophe 145 2002 On Bermudan options. Zbl 1011.91050 Schweizer, Martin 8 2002 A guided tour through quadratic hedging approaches. Zbl 0992.91036 Schweizer, Martin 130 2001 A comparison of two quadratic approaches to hedging in incomplete markets. Zbl 1032.91058 Heath, David; Platen, Eckhard; Schweizer, Martin 49 2001 From actuarial to financial valuation principles. Zbl 1017.91031 Schweizer, Martin 22 2001 Numerical comparison of local risk-minimisation and mean-variance hedging. Zbl 1004.91031 Heath, David; Platen, Eckhard; Schweizer, Martin 8 2001 On savings accounts in semimartingale term structure models. Zbl 1017.91042 Döberlein, Frank; Schweizer, Martin 5 2001 Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069 Heath, David; Schweizer, Martin 51 2000 Implied savings accounts are unique. Zbl 0961.60044 Döberlein, Frank; Schweizer, Martin; Stricker, Christophe 3 2000 A minimality property of the minimal martingale measure. Zbl 0984.60049 Schweizer, Martin 16 1999 Risky options simplified. Zbl 1153.91602 Schweizer, Martin 2 1999 Additional logarithmic utility of an insider. Zbl 0934.91020 Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin 75 1998 Mean-variance hedging for continuous processes: New proofs and examples. Zbl 0894.90023 Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin 40 1998 On feedback effects from hedging derivatives. Zbl 0908.90016 Platen, Eckhard; Schweizer, Martin 40 1998 Local risk-minimization under transaction costs. Zbl 0994.91024 Lamberton, Damien; Pham, Huyên; Schweizer, Martin 12 1998 Weighted norm inequalities and hedging in incomplete markets. Zbl 0916.90016 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 44 1997 On \(L^2\)-projections on a space of stochastic integrals. Zbl 0895.60051 Rheinländer, Thorsten; Schweizer, Martin 32 1997 Approximation pricing and the variance-optimal martingale measure. Zbl 0854.60045 Schweizer, Martin 86 1996 On the minimal martingale measure and the Föllmer-Schweizer decomposition. Zbl 0837.60042 Schweizer, Martin 112 1995 Variance-optimal hedging in discrete time. Zbl 0835.90008 Schweizer, Martin 77 1995 Convergence of option values under incompleteness. Zbl 0827.60026 Runggaldier, Wolfgang J.; Schweizer, Martin 2 1995 Approximating random variables by stochastic integrals. Zbl 0814.60041 Schweizer, Martin 62 1994 Risk-minimizing hedging strategies under restricted information. Zbl 0884.90051 Schweizer, Martin 38 1994 Weighted norm inequalities and closedness of a space of stochastic integrals. (Inégalités de normes avec poids et fermeture d’un espace d’intégrales stochastiques.) Zbl 0810.60047 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 3 1994 A projection result for semimartingales. Zbl 0832.60057 Schweizer, Martin 1 1994 A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027 Föllmer, Hans; Schweizer, Martin 34 1993 Mean-variance hedging for general claims. Zbl 0742.60042 Schweizer, Martin 58 1992 Option pricing under incompleteness and stochastic volatility. Zbl 0900.90095 Hofmann, Norbert; Platen, Eckhard; Schweizer, Martin 30 1992 Martingale densities for general asset prices. Zbl 0762.90014 Schweizer, Martin 26 1992 Semimartingales and hedging in incomplete markets. Zbl 0794.60038 Schweizer, M. 2 1992 Option hedging for semimartingales. Zbl 0735.90028 Schweizer, Martin 94 1991 Hedging of contingent claims under incomplete information. Zbl 0738.90007 Föllmer, Hans; Schweizer, Martin 199 1990 Risk-minimality and orthogonality of martingales. Zbl 0702.60049 Schweizer, Martin 16 1990 all cited Publications top 5 cited Publications all top 5 Cited by 1,307 Authors 22 Schweizer, Martin 21 Siu, Tak Kuen 20 Platen, Eckhard 18 Xiong, Dewen 17 Choulli, Tahir 16 Arai, Takuji 15 Kallsen, Jan 14 Biagini, Francesca 14 Ceci, Claudia 14 Elliott, Robert James 14 Kohlmann, Michael 13 Jeanblanc, Monique 13 Muhle-Karbe, Johannes 13 Øksendal, Bernt Karsten 12 Di Nunno, Giulia 12 Kardaras, Constantinos 11 Cretarola, Alessandra 10 Campi, Luciano 10 Imkeller, Peter 9 Fontana, Claudio 9 Rheinländer, Thorsten 9 Robertson, Scott 8 Benth, Fred Espen 8 Cheridito, Patrick 8 Colaneri, Katia 8 Delong, Łukasz 8 Henderson, Vicky 8 Horst, Ulrich 8 Kupper, Michael 8 Liang, Gechun 8 Rogers, L. C. G. 8 Schachermayer, Walter 8 Stadje, Mitja 8 Yang, Hailiang 8 Žitković, Gordan 7 Bayraktar, Erhan 7 Becherer, Dirk 7 Bo, Lijun 7 Deng, Jun 7 Guasoni, Paolo 7 Hobson, David Graham 7 Karatzas, Ioannis 7 Korn, Ralf 7 Mania, Michael 7 Mishura, Yuliya Stepanivna 7 Monoyios, Michael 7 Mostovyi, Oleksii 7 Protter, Philip Elliott 7 Russo, Francesco 7 Santacroce, Marina 7 Tardelli, Paola 7 Touzi, Nizar 7 Vanmaele, Michèle 7 Young, Virginia R. 6 Bielecki, Tomasz R. 6 Bion-Nadal, Jocelyne 6 Bouchard, Bruno 6 Carassus, Laurence 6 Černý, Aleš 6 Cohen, Samuel N. 6 Dolinsky, Yan 6 Godin, Frédéric 6 Goswami, Anindya 6 Hu, Ying 6 Jarrow, Robert Alan 6 Khedher, Asma 6 Qian, Linyi 6 Rosazza Gianin, Emanuela 6 Sircar, Ronnie 6 Stricker, Christophe 6 Tankov, Peter 6 Tappe, Stefan 6 Zariphopoulou, Thaleia 5 Aksamit, Anna 5 Ankirchner, Stefan 5 Badescu, Alexandru M. 5 Bank, Peter 5 Carmona, René A. 5 Chan, Leunglung 5 Delbaen, Freddy 5 El Karoui, Nicole 5 Eyraud-Loisel, Anne 5 Fard, Farzad Alavi 5 Föllmer, Hans 5 Gerardi, Anna 5 Hillairet, Caroline 5 Jiao, Ying 5 Lau, John Wei 5 Lee, Kiseop 5 Leung, Tim 5 Macrina, Andrea 5 Madan, Dilip B. 5 Malamud, Semyon 5 Møller, Thomas H. 5 Nadtochiy, Sergey 5 Nutz, Marcel 5 Obloj, Jan K. 5 Pennanen, Teemu 5 Primbs, James A. 5 Rásonyi, Miklós ...and 1,207 more Authors all top 5 Cited in 165 Serials 96 Finance and Stochastics 86 International Journal of Theoretical and Applied Finance 79 Mathematical Finance 65 Insurance Mathematics & Economics 59 Stochastic Processes and their Applications 53 The Annals of Applied Probability 52 Quantitative Finance 43 SIAM Journal on Financial Mathematics 36 Applied Mathematical Finance 35 Mathematics and Financial Economics 32 Stochastic Analysis and Applications 28 Stochastics 22 Journal of Economic Dynamics & Control 19 Journal of Applied Probability 17 Applied Mathematics and Optimization 17 European Journal of Operational Research 16 Asia-Pacific Financial Markets 16 Annals of Finance 14 Journal of Mathematical Analysis and Applications 14 Decisions in Economics and Finance 13 Journal of Computational and Applied Mathematics 13 Statistics & Probability Letters 13 Mathematical Methods of Operations Research 13 North American Actuarial Journal 11 Advances in Applied Probability 11 Journal of Mathematical Economics 10 SIAM Journal on Control and Optimization 10 Acta Mathematicae Applicatae Sinica. English Series 10 Review of Derivatives Research 10 Probability, Uncertainty and Quantitative Risk 9 ASTIN Bulletin 8 Scandinavian Actuarial Journal 7 The Annals of Probability 7 Journal of Econometrics 7 Mathematics of Operations Research 7 Communications in Statistics. Theory and Methods 6 Theory of Probability and its Applications 6 Operations Research Letters 6 Electronic Journal of Probability 6 Journal of Industrial and Management Optimization 5 Physica A 5 Journal of Optimization Theory and Applications 5 Journal of Applied Mathematics and Stochastic Analysis 5 Annals of Operations Research 5 Frontiers of Mathematical Finance 4 Acta Applicandae Mathematicae 4 Probability Theory and Related Fields 4 Mathematical Programming. Series A. Series B 4 Journal of Mathematical Sciences (New York) 4 Bernoulli 4 Probability in the Engineering and Informational Sciences 4 Methodology and Computing in Applied Probability 4 Applied Stochastic Models in Business and Industry 4 Stochastics and Dynamics 4 European Actuarial Journal 3 Computers & Mathematics with Applications 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 Optimization 3 Stochastics and Stochastics Reports 3 Random Operators and Stochastic Equations 3 Mathematical Problems in Engineering 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Science China. Mathematics 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 2 Lithuanian Mathematical Journal 2 Automatica 2 Journal of Functional Analysis 2 Mathematics and Computers in Simulation 2 Bulletin of the Iranian Mathematical Society 2 European Journal of Applied Mathematics 2 Japan Journal of Industrial and Applied Mathematics 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Applied Mathematics. Series B (English Edition) 2 Theory of Probability and Mathematical Statistics 2 Applicationes Mathematicae 2 Economic Theory 2 Abstract and Applied Analysis 2 Journal of Applied Mathematics and Decision Sciences 2 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics 2 Acta Mathematica Sinica. English Series 2 Nonlinear Analysis. Real World Applications 2 Stochastic Models 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Journal of the Korean Statistical Society 2 Set-Valued and Variational Analysis 2 International Journal of Stochastic Analysis 2 Modern Stochastics. Theory and Applications 2 Chelyabinskiĭ Fiziko-Matematicheskiĭ Zhurnal 1 Applicable Analysis 1 Indian Journal of Pure & Applied Mathematics 1 International Journal of Theoretical Physics 1 Journal of Computational Physics 1 Moscow University Mathematics Bulletin 1 The Annals of Statistics 1 Applied Mathematics and Computation 1 Illinois Journal of Mathematics 1 Journal of Differential Equations 1 Journal of Statistical Planning and Inference 1 Numerische Mathematik 1 Operations Research ...and 65 more Serials all top 5 Cited in 34 Fields 1,113 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 716 Probability theory and stochastic processes (60-XX) 166 Systems theory; control (93-XX) 82 Statistics (62-XX) 72 Calculus of variations and optimal control; optimization (49-XX) 57 Numerical analysis (65-XX) 53 Partial differential equations (35-XX) 51 Operations research, mathematical programming (90-XX) 20 Functional analysis (46-XX) 11 Ordinary differential equations (34-XX) 11 Integral equations (45-XX) 9 Information and communication theory, circuits (94-XX) 8 Computer science (68-XX) 5 Real functions (26-XX) 5 Measure and integration (28-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Difference and functional equations (39-XX) 4 Integral transforms, operational calculus (44-XX) 4 Convex and discrete geometry (52-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Operator theory (47-XX) 2 Approximations and expansions (41-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.