Edit Profile (opens in new tab) Stricker, Christophe Co-Author Distance Author ID: stricker.christophe Published as: Stricker, Christophe; Stricker, C.; Stricker, Ch. more...less Documents Indexed: 84 Publications since 1975 4 Contributions as Editor Co-Authors: 29 Co-Authors with 54 Joint Publications 792 Co-Co-Authors all top 5 Co-Authors 34 single-authored 13 Kabanov, Yuriĭ Mikhaĭlovich 8 Choulli, Tahir 6 Monat, Pascale 5 Ansel, Jean-Pascal 5 Delbaen, Freddy 5 Émery, Michel 4 Aboulaich, Rajae 4 Schweizer, Martin 3 Donati-Martin, Catherine 3 Meyer, Paul-André 3 Rásonyi, Miklós 3 Rouault, Alain 3 Yor, Marc 2 Chatelain, Michel 2 Krawczyk, Leszek 2 Schachermayer, Walter 2 Yan, Jia-An 1 Chou, Ching-Sung 1 Courtault, Jean-Michel 1 De Vallière, Dimitry 1 Dellacherie, Claude 1 Döberlein, Frank 1 Falkner, Neil 1 Grandits, Peter 1 Li, Jia 1 Pontier, Monique 1 Rheinländer, Thorsten 1 Samperi, Dominick 1 Szpirglas, Jacques all top 5 Serials 7 Finance and Stochastics 5 The Annals of Probability 5 Mathematical Finance 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Stochastics 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Comptes Rendus de l’Académie des Sciences. Série I 3 Lecture Notes in Mathematics 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 1 Journal of Mathematical Economics 1 Probability Theory and Related Fields 1 Stochastic Processes and their Applications 1 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A Fields 80 Probability theory and stochastic processes (60-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 General and overarching topics; collections (00-XX) 2 Statistics (62-XX) 2 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 66 Publications have been cited 979 times in 644 Documents Cited by ▼ Year ▼ Exponential hedging and entropic penalties. Zbl 1072.91019 Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; Samperi, Dominick; Schweizer, Martin; Stricker, Christophe 145 2002 Calcul stochastique dépendant d’un paramètre. Zbl 0388.60056 Stricker, C.; Yor, M. 62 1978 Hedging of contingent claims and maximum price. (Couverture des actifs contingents et prix maximum.) Zbl 0796.60056 Ansel, Jean-Pascal; Stricker, Christophe 54 1994 On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper. Zbl 1073.91034 Kabanov, Yuri M.; Stricker, Christophe 50 2002 Weighted norm inequalities and hedging in incomplete markets. Zbl 0916.90016 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 44 1997 The Harrison-Pliska arbitrage pricing theorem under transaction costs. Zbl 0986.91012 Kabanov, Yu. M.; Stricker, Ch. 44 2001 A teachers’ note on no-arbitrage criteria. Zbl 0982.60032 Kabanov, Yuri; Stricker, Christophe 39 2001 Quasimartingales, martingales locales, semimartingales et filtration naturelle. Zbl 0362.60069 Stricker, Christophe 39 1977 Non-arbitrage criteria for financial markets with efficient friction. Zbl 1026.60051 Kabanov, Yuri; Rásonyi, Miklós; Stricker, Christophe 39 2002 Martingale laws, densities and decomposition of Föllmer-Schweizer. (Lois de martingale, densités et décomposition de Föllmer-Schweizer.) Zbl 0772.60033 Ansel, Jean-Pascal; Stricker, Christophe 37 1992 Arbitrage et lois de martingale. (Arbitrage and martingale laws). Zbl 0704.60045 Stricker, Christophe 34 1990 Föllmer-Schweizer decomposition and mean-variance hedging for general claims. Zbl 0830.60040 Monat, Pascale; Stricker, Christophe 31 1995 Minimal Hellinger martingale measures of order \(q\). Zbl 1164.60035 Choulli, Tahir; Stricker, Christophe; Li, Jia 29 2007 On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property. Zbl 1064.60085 Kabanov, Yuri; Rásonyi, Miklós; Stricker, Christophe 29 2003 \(\mathcal E\)-martingales and their applications in mathematical finance. Zbl 0938.60032 Choulli, Tahir; Krawczyk, Leszek; Stricker, Christophe 25 1998 Two applications of the Galtchouk-Kunita-Watanabe decomposition. (Deux applications de la décomposition de Galtchouk-Kunita-Watanabe.) Zbl 0877.60028 Choulli, Tahir; Stricker, Christophe 25 1996 Minimal entropy-Hellinger martingale measure in incomplete markets. Zbl 1136.91419 Choulli, Tahir; Stricker, Christophe 22 2005 Some remarks on the optional decomposition theorem. Zbl 0910.60037 Stricker, C.; Yan, J. A. 18 1998 Hedging of contingent claims under transaction costs. Zbl 1016.91043 Kabanov, Yuri M.; Stricker, Christophe 16 2002 Loi de semimartingales et critères de compacité. Zbl 0558.60005 Stricker, Christophe 15 1985 Kunita-Watanabe decomposition. (Décomposition de Kunita-Watanabe.) Zbl 0788.60057 Ansel, J. P.; Stricker, C. 14 1993 Uniqueness and existence of the minimal law. (Unicité et existence de la loi minimale.) Zbl 0807.60059 Ansel, J. P.; Stricker, C. 13 1993 On equivalent martingale measures with bounded densities. Zbl 0980.60073 Kabanov, Yuri; Stricker, Christophe 11 2001 More on minimal entropy-Hellinger martingale measure. Zbl 1136.91420 Choulli, Tahir; Stricker, Christophe 11 2006 The Dalang-Morton-Willinger theorem under delayed and restricted information. Zbl 1118.60033 Kabanov, Yuri; Stricker, Christophe 10 2006 On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales. Zbl 0932.60050 Choulli, Tahir; Stricker, Christophe; Krawczyk, Leszek 10 1999 Semimartingales gaussiennes - application au problème de l’innovation. Zbl 0525.60057 Stricker, C. 9 1983 The closure of \(G_ T(\Theta)\) and \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\). (Fermeture de \(G_ T(\Theta)\) et de \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\).) Zbl 0807.60058 Monat, P.; Stricker, C. 6 1994 No-arbitrage criteria for financial markets with transaction costs and incomplete information. Zbl 1144.91017 De Vallière, Dimitry; Kabanov, Yuri; Stricker, Christophe 6 2007 Variation conditionelle des processus stochastiques. (Conditional variation of random processes). Zbl 0647.60053 Stricker, C. 5 1988 Une caractérisation des quasimartingales. Zbl 0321.60042 Stricker, C. 5 1975 Indifference pricing with exponential utility. Zbl 1073.60052 Stricker, Christophe 5 2004 On martingale selectors of cone-valued processes. Zbl 1151.91517 Kabanov, Yuri; Stricker, Christophe 5 2008 On componentwise and vector stochastic integration. Zbl 0893.90011 Chatelain, Michel; Stricker, Christophe 4 1994 Mesure de Föllmer en théorie des quasimartingales. Zbl 0321.60043 Stricker, C. 4 1975 Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure. Zbl 1161.60317 Choulli, Tahir; Stricker, Christophe 4 2009 Remarks on the true no-arbitrage property. Zbl 1112.60308 Kabanov, Yuri; Stricker, Christophe 4 2005 Changements de temps et intégrales stochastiques. Zbl 0369.60067 Dellacherie, Claude; Stricker, C. 4 1977 Les intervalles de constance de \(<X,X>\). Zbl 0485.60055 Stricker, C. 3 1982 Quelques remarques sur les semimartingales gaussiennes et le problème de l’innovation. Zbl 0546.60044 Stricker, C. 3 1984 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 Integral representation in the theory of continuous trading. Zbl 0584.60059 Stricker, C. 3 1984 On the law of one price. Zbl 1064.60084 Courtault, Jean-Michel; Delbaen, Freddy; Kabanov, Yuri; Stricker, Christophe 3 2004 Sur la p-variation des surmartingales. Zbl 0408.60040 Stricker, C. 3 1979 Semimartingales et valeur absolue. Zbl 0408.60048 Stricker, C. 3 1979 Sur les intégrales stochastiques de processus previsibles non bornes. Zbl 0432.60070 Chou, C. S.; Meyer, P. A.; Stricker, C. 3 1980 Valeurs prises par les martingales locales continues à un instant donne. Zbl 0517.60055 Emery, M.; Stricker, C.; Yan, J. A. 2 1983 Some remarks on hedging of contingent claims. Zbl 0823.60039 Stricker, Christophe 2 1993 Simple strategies in exponential utility maximization. Zbl 1036.60038 Stricker, Christophe 2 2003 Représentation prévisible et changement de temps. (Previsible representation and change of time). Zbl 0603.60038 Stricker, Christophe 2 1986 Sur une formule de la théorie du balayage. Zbl 0415.60031 Meyer, P. A.; Stricker, C.; Yor, M. 2 1979 Quasimartingales et variations. Zbl 0456.60054 Stricker, C. 2 1981 Absolute continuity of a semimartingale with respect to a continuous increasing and adapted process. Zbl 0655.60038 Stricker, C. 1 1987 40th seminar on probability. (Séminaire de Probabilités XL.) Zbl 1116.60002 1 2007 Fonctions convexes et semimartingales. Zbl 0539.60044 Aboulaich, R.; Stricker, C. 1 1983 Separation of a super- and a submartingale by a martingale. (Séparation d’une sur- et d’une sousmartingale par une martingale.) Zbl 0912.60065 Choulli, Tahir; Stricker, Christophe 1 1998 Componentwise and vector stochastic integration with respect to certain multi-dimensional continuous local martingales. Zbl 0833.60058 Chatelain, Michel; Stricker, Christophe 1 1995 Sur les semimartingales au sens de L. Schwartz. Zbl 0471.60055 Meyer, P. A.; Stricker, C. 1 1981 Sur un théorème de H. J. Engelberg et J. Hess. Zbl 0473.60046 Stricker, C. 1 1981 Optimality and risk – modern trends in mathematical finance. The Kabanov Festschrift. Zbl 1179.91005 1 2009 On the true submartingale property, d’après Schachermayer. Zbl 1036.60035 Kabanov, Yuri; Stricker, Christophe 1 2003 Les ralentissements en théorie générale des processus. Zbl 0377.60040 Stricker, Christophe 1 1978 Quelques remarques sur la topologie des semimartingales. Applications aux intégrales stochastiques. Zbl 0456.60055 Stricker, Christophe 1 1981 Sur la caractérisation des semimartingales. Zbl 0456.60056 Stricker, C. 1 1981 Föllmer-Schweizer decomposition and closedness of \(G_ T(\Theta)\). (Décomposition de Föllmer-Schweizer et fermeture de \(G_ T(\Theta)\).) Zbl 0797.60040 Monat, Pascale; Stricker, Christophe 1 1994 Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure. Zbl 1161.60317 Choulli, Tahir; Stricker, Christophe 4 2009 Optimality and risk – modern trends in mathematical finance. The Kabanov Festschrift. Zbl 1179.91005 1 2009 On martingale selectors of cone-valued processes. Zbl 1151.91517 Kabanov, Yuri; Stricker, Christophe 5 2008 Minimal Hellinger martingale measures of order \(q\). Zbl 1164.60035 Choulli, Tahir; Stricker, Christophe; Li, Jia 29 2007 No-arbitrage criteria for financial markets with transaction costs and incomplete information. Zbl 1144.91017 De Vallière, Dimitry; Kabanov, Yuri; Stricker, Christophe 6 2007 40th seminar on probability. (Séminaire de Probabilités XL.) Zbl 1116.60002 1 2007 More on minimal entropy-Hellinger martingale measure. Zbl 1136.91420 Choulli, Tahir; Stricker, Christophe 11 2006 The Dalang-Morton-Willinger theorem under delayed and restricted information. Zbl 1118.60033 Kabanov, Yuri; Stricker, Christophe 10 2006 Minimal entropy-Hellinger martingale measure in incomplete markets. Zbl 1136.91419 Choulli, Tahir; Stricker, Christophe 22 2005 Remarks on the true no-arbitrage property. Zbl 1112.60308 Kabanov, Yuri; Stricker, Christophe 4 2005 Indifference pricing with exponential utility. Zbl 1073.60052 Stricker, Christophe 5 2004 On the law of one price. Zbl 1064.60084 Courtault, Jean-Michel; Delbaen, Freddy; Kabanov, Yuri; Stricker, Christophe 3 2004 On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property. Zbl 1064.60085 Kabanov, Yuri; Rásonyi, Miklós; Stricker, Christophe 29 2003 Simple strategies in exponential utility maximization. Zbl 1036.60038 Stricker, Christophe 2 2003 On the true submartingale property, d’après Schachermayer. Zbl 1036.60035 Kabanov, Yuri; Stricker, Christophe 1 2003 Exponential hedging and entropic penalties. Zbl 1072.91019 Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; Samperi, Dominick; Schweizer, Martin; Stricker, Christophe 145 2002 On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper. Zbl 1073.91034 Kabanov, Yuri M.; Stricker, Christophe 50 2002 Non-arbitrage criteria for financial markets with efficient friction. Zbl 1026.60051 Kabanov, Yuri; Rásonyi, Miklós; Stricker, Christophe 39 2002 Hedging of contingent claims under transaction costs. Zbl 1016.91043 Kabanov, Yuri M.; Stricker, Christophe 16 2002 The Harrison-Pliska arbitrage pricing theorem under transaction costs. Zbl 0986.91012 Kabanov, Yu. M.; Stricker, Ch. 44 2001 A teachers’ note on no-arbitrage criteria. Zbl 0982.60032 Kabanov, Yuri; Stricker, Christophe 39 2001 On equivalent martingale measures with bounded densities. Zbl 0980.60073 Kabanov, Yuri; Stricker, Christophe 11 2001 Implied savings accounts are unique. Zbl 0961.60044 Döberlein, Frank; Schweizer, Martin; Stricker, Christophe 3 2000 On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales. Zbl 0932.60050 Choulli, Tahir; Stricker, Christophe; Krawczyk, Leszek 10 1999 \(\mathcal E\)-martingales and their applications in mathematical finance. Zbl 0938.60032 Choulli, Tahir; Krawczyk, Leszek; Stricker, Christophe 25 1998 Some remarks on the optional decomposition theorem. Zbl 0910.60037 Stricker, C.; Yan, J. A. 18 1998 Separation of a super- and a submartingale by a martingale. (Séparation d’une sur- et d’une sousmartingale par une martingale.) Zbl 0912.60065 Choulli, Tahir; Stricker, Christophe 1 1998 Weighted norm inequalities and hedging in incomplete markets. Zbl 0916.90016 Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe 44 1997 Two applications of the Galtchouk-Kunita-Watanabe decomposition. (Deux applications de la décomposition de Galtchouk-Kunita-Watanabe.) Zbl 0877.60028 Choulli, Tahir; Stricker, Christophe 25 1996 Föllmer-Schweizer decomposition and mean-variance hedging for general claims. Zbl 0830.60040 Monat, Pascale; Stricker, Christophe 31 1995 Componentwise and vector stochastic integration with respect to certain multi-dimensional continuous local martingales. Zbl 0833.60058 Chatelain, Michel; Stricker, Christophe 1 1995 Hedging of contingent claims and maximum price. (Couverture des actifs contingents et prix maximum.) Zbl 0796.60056 Ansel, Jean-Pascal; Stricker, Christophe 54 1994 The closure of \(G_ T(\Theta)\) and \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\). (Fermeture de \(G_ T(\Theta)\) et de \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\).) Zbl 0807.60058 Monat, P.; Stricker, C. 6 1994 On componentwise and vector stochastic integration. Zbl 0893.90011 Chatelain, Michel; Stricker, Christophe 4 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 Föllmer-Schweizer decomposition and closedness of \(G_ T(\Theta)\). (Décomposition de Föllmer-Schweizer et fermeture de \(G_ T(\Theta)\).) Zbl 0797.60040 Monat, Pascale; Stricker, Christophe 1 1994 Kunita-Watanabe decomposition. (Décomposition de Kunita-Watanabe.) Zbl 0788.60057 Ansel, J. P.; Stricker, C. 14 1993 Uniqueness and existence of the minimal law. (Unicité et existence de la loi minimale.) Zbl 0807.60059 Ansel, J. P.; Stricker, C. 13 1993 Some remarks on hedging of contingent claims. Zbl 0823.60039 Stricker, Christophe 2 1993 Martingale laws, densities and decomposition of Föllmer-Schweizer. (Lois de martingale, densités et décomposition de Föllmer-Schweizer.) Zbl 0772.60033 Ansel, Jean-Pascal; Stricker, Christophe 37 1992 Arbitrage et lois de martingale. (Arbitrage and martingale laws). Zbl 0704.60045 Stricker, Christophe 34 1990 Variation conditionelle des processus stochastiques. (Conditional variation of random processes). Zbl 0647.60053 Stricker, C. 5 1988 Absolute continuity of a semimartingale with respect to a continuous increasing and adapted process. Zbl 0655.60038 Stricker, C. 1 1987 Représentation prévisible et changement de temps. (Previsible representation and change of time). Zbl 0603.60038 Stricker, Christophe 2 1986 Loi de semimartingales et critères de compacité. Zbl 0558.60005 Stricker, Christophe 15 1985 Quelques remarques sur les semimartingales gaussiennes et le problème de l’innovation. Zbl 0546.60044 Stricker, C. 3 1984 Integral representation in the theory of continuous trading. Zbl 0584.60059 Stricker, C. 3 1984 Semimartingales gaussiennes - application au problème de l’innovation. Zbl 0525.60057 Stricker, C. 9 1983 Valeurs prises par les martingales locales continues à un instant donne. Zbl 0517.60055 Emery, M.; Stricker, C.; Yan, J. A. 2 1983 Fonctions convexes et semimartingales. Zbl 0539.60044 Aboulaich, R.; Stricker, C. 1 1983 Les intervalles de constance de \(<X,X>\). Zbl 0485.60055 Stricker, C. 3 1982 Quasimartingales et variations. Zbl 0456.60054 Stricker, C. 2 1981 Sur les semimartingales au sens de L. Schwartz. Zbl 0471.60055 Meyer, P. A.; Stricker, C. 1 1981 Sur un théorème de H. J. Engelberg et J. Hess. Zbl 0473.60046 Stricker, C. 1 1981 Quelques remarques sur la topologie des semimartingales. Applications aux intégrales stochastiques. Zbl 0456.60055 Stricker, Christophe 1 1981 Sur la caractérisation des semimartingales. Zbl 0456.60056 Stricker, C. 1 1981 Sur les intégrales stochastiques de processus previsibles non bornes. Zbl 0432.60070 Chou, C. S.; Meyer, P. A.; Stricker, C. 3 1980 Sur la p-variation des surmartingales. Zbl 0408.60040 Stricker, C. 3 1979 Semimartingales et valeur absolue. Zbl 0408.60048 Stricker, C. 3 1979 Sur une formule de la théorie du balayage. Zbl 0415.60031 Meyer, P. A.; Stricker, C.; Yor, M. 2 1979 Calcul stochastique dépendant d’un paramètre. Zbl 0388.60056 Stricker, C.; Yor, M. 62 1978 Les ralentissements en théorie générale des processus. Zbl 0377.60040 Stricker, Christophe 1 1978 Quasimartingales, martingales locales, semimartingales et filtration naturelle. Zbl 0362.60069 Stricker, Christophe 39 1977 Changements de temps et intégrales stochastiques. Zbl 0369.60067 Dellacherie, Claude; Stricker, C. 4 1977 Une caractérisation des quasimartingales. Zbl 0321.60042 Stricker, C. 5 1975 Mesure de Föllmer en théorie des quasimartingales. Zbl 0321.60043 Stricker, C. 4 1975 all cited Publications top 5 cited Publications all top 5 Cited by 607 Authors 20 Choulli, Tahir 18 Rásonyi, Miklós 17 Jeanblanc, Monique 17 Schweizer, Martin 14 Schachermayer, Walter 13 Kardaras, Constantinos 12 Lépinette, Emmanuel 12 Stricker, Christophe 10 Xiong, Dewen 10 Žitković, Gordan 9 Bouchard, Bruno 9 Fontana, Claudio 9 Kabanov, Yuriĭ Mikhaĭlovich 9 Kohlmann, Michael 9 Rheinländer, Thorsten 8 Arai, Takuji 8 Ceci, Claudia 8 Guasoni, Paolo 8 Mania, Michael 8 Roux, Alet 8 Zastawniak, Tomasz 7 Biagini, Francesca 7 Frittelli, Marco 7 Nutz, Marcel 7 Platen, Eckhard 7 Song, Shiqi 6 Carassus, Laurence 6 Deng, Jun 6 Imkeller, Peter 6 Kallsen, Jan 6 Protter, Philip Elliott 6 Russo, Francesco 6 Słomiński, Leszek 6 Vanmaele, Michèle 5 Bayraktar, Erhan 5 Berkaoui, Abdelkarem 5 Biagini, Sara 5 Cretarola, Alessandra 5 Delbaen, Freddy 5 Gerardi, Anna 5 Klein, Irene 5 Kramkov, Dmitriĭ Olegovich 5 Kuhn, Christoph 5 Muhle-Karbe, Johannes 5 Pennanen, Teemu 5 Yor, Marc 5 Zariphopoulou, Thaleia 4 Aksamit, Anna 4 Anthropelos, Michail 4 Bank, Peter 4 Bielecki, Tomasz R. 4 Campi, Luciano 4 Chau, Huy N. 4 Dolinsky, Yan 4 El Karoui, Nicole 4 Henderson, Vicky 4 Hobson, David Graham 4 Jouini, Elyès 4 Khedher, Asma 4 Leitner, Johannes 4 Monoyios, Michael 4 Mostovyi, Oleksii 4 Napp, Clotilde 4 Osękowski, Adam 4 Pham, Huyên 4 Santacroce, Marina 4 Schwab, Christoph 4 Stettner, Łukasz 4 Tardelli, Paola 4 Vostrikova, Lioudmila 3 Barlow, Martin T. 3 Basse-O’Connor, Andreas 3 Benth, Fred Espen 3 Calzolari, Antonella 3 Cassese, Gianluca 3 Černý, Aleš 3 Colaneri, Katia 3 Cosso, Andrea 3 Criens, David 3 Czichowsky, Christoph 3 Davis, Mark Herbert Ainsworth 3 Elliott, Robert James 3 Evstigneev, Igor V. 3 Herdegen, Martin 3 Hubalek, Friedrich 3 Hugonnier, Julien-N. 3 Jacka, Saul D. 3 Jarrow, Robert Alan 3 Jeulin, Thierry 3 Kolodii, N. A. 3 Ma, Junfeng 3 Mazziotto, Gerald 3 Musiela, Marek 3 Niethammer, Christina R. 3 Okhrati, Ramin 3 Owari, Keita 3 Owen, Mark P. 3 Perkkiö, Ari-Pekka 3 Picard, Jean 3 Pontier, Monique ...and 507 more Authors all top 5 Cited in 118 Serials 65 Finance and Stochastics 64 Stochastic Processes and their Applications 43 The Annals of Applied Probability 43 Mathematical Finance 35 International Journal of Theoretical and Applied Finance 25 Stochastics 18 Mathematics and Financial Economics 17 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 15 Journal of Mathematical Economics 15 Insurance Mathematics & Economics 14 Stochastic Analysis and Applications 12 Journal of Applied Probability 11 Statistics & Probability Letters 11 SIAM Journal on Financial Mathematics 10 The Annals of Probability 10 Journal of Theoretical Probability 10 Annals of Finance 8 Theory of Probability and its Applications 8 Applied Mathematics and Optimization 8 Probability Theory and Related Fields 8 Applied Mathematical Finance 8 Quantitative Finance 7 Journal of Mathematical Analysis and Applications 6 Stochastics 5 Advances in Applied Probability 5 Lithuanian Mathematical Journal 5 Mathematics of Operations Research 5 Asia-Pacific Financial Markets 4 Journal of Computational and Applied Mathematics 4 SIAM Journal on Control and Optimization 4 Acta Applicandae Mathematicae 4 Bernoulli 4 Decisions in Economics and Finance 3 Mathematical Notes 3 Journal of Multivariate Analysis 3 Proceedings of the American Mathematical Society 3 Transactions of the American Mathematical Society 3 Mathematical Methods of Operations Research 3 Frontiers of Mathematical Finance 2 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 2 Journal of Functional Analysis 2 Journal of Soviet Mathematics 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Osaka Journal of Mathematics 2 Acta Mathematicae Applicatae Sinica. English Series 2 Journal of Economic Dynamics & Control 2 Annals of Operations Research 2 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Stochastics and Stochastics Reports 2 Potential Analysis 2 Theory of Probability and Mathematical Statistics 2 Journal of Mathematical Sciences (New York) 2 Electronic Communications in Probability 2 Positivity 2 Probability in the Engineering and Informational Sciences 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 ASTIN Bulletin 2 Involve 2 MathematicS In Action 1 International Journal of Theoretical Physics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Journal of Geometry and Physics 1 The Annals of Statistics 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 1 Journal of Mathematical Psychology 1 Journal of Optimization Theory and Applications 1 Mathematische Annalen 1 Operations Research 1 Publications of the Research Institute for Mathematical Sciences, Kyoto University 1 Siberian Mathematical Journal 1 Tokyo Journal of Mathematics 1 Acta Mathematicae Applicatae Sinica 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Statistics 1 Optimization 1 Asymptotic Analysis 1 Journal of Applied Mathematics and Stochastic Analysis 1 European Journal of Applied Mathematics 1 Journal of Global Optimization 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 European Journal of Operational Research 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Mathematical Programming. Series A. Series B 1 Russian Mathematics 1 Computational and Applied Mathematics 1 Economic Theory 1 Random Operators and Stochastic Equations 1 Bulletin des Sciences Mathématiques 1 Electronic Journal of Probability 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Applied Mathematics and Decision Sciences 1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastics and Dynamics 1 Journal of Applied Mathematics and Computing ...and 18 more Serials all top 5 Cited in 29 Fields 492 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 469 Probability theory and stochastic processes (60-XX) 74 Systems theory; control (93-XX) 28 Calculus of variations and optimal control; optimization (49-XX) 26 Statistics (62-XX) 21 Operations research, mathematical programming (90-XX) 20 Functional analysis (46-XX) 11 Measure and integration (28-XX) 10 Partial differential equations (35-XX) 10 Numerical analysis (65-XX) 8 Information and communication theory, circuits (94-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Real functions (26-XX) 4 Ordinary differential equations (34-XX) 4 Convex and discrete geometry (52-XX) 3 Integral equations (45-XX) 3 Operator theory (47-XX) 3 General topology (54-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Differential geometry (53-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Potential theory (31-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Geometry (51-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year