×

Hobson, David Graham

Compute Distance To:
Author ID: hobson.david-g Recent zbMATH articles by "Hobson, David Graham"
Published as: Hobson, David; Hobson, David G.; Hobson, D. G.
Homepage: https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/hobson/
External Links: MGP
Documents Indexed: 78 Publications since 1991
Co-Authors: 38 Co-Authors with 62 Joint Publications
917 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

69 Publications have been cited 1,271 times in 780 Documents Cited by Year
Robust hedging of the lookback option. Zbl 0907.90023
Hobson, David G.
111
1998
Complete models with stochastic volatility. Zbl 0908.90012
Hobson, David G.; Rogers, L. C. G.
91
1998
Local martingales, bubbles and option prices. Zbl 1092.91023
Cox, Alexander M. G.; Hobson, David G.
89
2005
The Skorokhod embedding problem and model-independent bounds for option prices. Zbl 1214.91113
Hobson, David
73
2011
The range of traded option prices. Zbl 1278.91158
Davis, Mark H. A.; Hobson, David G.
66
2007
Robust hedging of barrier options. Zbl 1047.91024
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
64
2001
Robust bounds for forward start options. Zbl 1278.91162
Hobson, David; Neuberger, Anthony
59
2012
Utility indifference pricing: an overview. Zbl 1158.91379
Henderson, Vicky; Hobson, David
58
2009
Volatility misspecification, option pricing and superreplication via coupling. Zbl 0933.91012
Hobson, David G.
52
1998
Static-arbitrage upper bounds for the prices of basket options. Zbl 1134.91425
Hobson, David; Laurence, Peter; Wang, Tai-Ho
44
2005
Real options with constant relative risk aversion. Zbl 1027.91039
Henderson, Vicky; Hobson, David G.
39
2002
Stochastic volatility models, correlation, and the \(q\)-optimal measure. Zbl 1169.60317
Hobson, David
34
2004
Robust price bounds for the forward starting straddle. Zbl 1396.91735
Hobson, David; Klimmek, Martin
33
2015
Horizon-unbiased utility functions. Zbl 1131.60030
Henderson, Vicky; Hobson, David
30
2007
Model-independent hedging strategies for variance swaps. Zbl 1262.91134
Hobson, David; Klimmek, Martin
29
2012
Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping. Zbl 1165.60020
Cox, A. M. G.; Hobson, David; Obłój, Jan
29
2008
Static-arbitrage optimal subreplicating strategies for basket options. Zbl 1129.62424
Hobson, David; Laurence, Peter; Wang, Tai-Ho
26
2005
Skorokhod embeddings, minimality and non-centred target distributions. Zbl 1099.60031
Cox, A. M. G.; Hobson, D. G.
21
2006
The minimum maximum of a continuous martingale with given initial and terminal laws. Zbl 1016.60047
Hobson, David G.; Pedersen, J. L.
19
2002
Recurrence and transience of reflecting Brownian motion in the quadrant. Zbl 0776.60100
Hobson, D. G.; Rogers, L. C. G.
18
1993
Comparison results for stochastic volatility models via coupling. Zbl 1224.91193
Hobson, David
17
2010
The maximum maximum of a martingale constrained by an intermediate law. Zbl 0980.60048
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
16
2001
Optimal timing for an indivisible asset sale. Zbl 1214.91112
Evans, Jonathan; Henderson, Vicky; Hobson, David
14
2008
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation. Zbl 1134.91423
Henderson, Vicky; Hobson, David; Howison, Sam; Kluge, Tino
14
2005
An explicit solution for an optimal stopping/optimal control problem which models an asset sale. Zbl 1165.60021
Henderson, Vicky; Hobson, David
13
2008
The maximum maximum of a martingale. Zbl 0935.60028
Hobson, David G.
12
1998
Coupling and option price comparisons in a jump-diffusion model. Zbl 1030.60078
Henderson, Vicky; Hobson, David
12
2002
Non-colliding Brownian motions on the circle. Zbl 0853.60060
Hobson, David G.; Werner, Wendelin
11
1996
Local time, coupling and the passport option. Zbl 0944.60046
Henderson, Vicky; Hobson, David
11
2000
Optimal stopping of the maximum process: a converse to the results of Peskir. Zbl 1128.60029
Hobson, David
10
2007
Passport options with stochastic volatility. Zbl 1013.91046
Henderson, Vicky; Hobson, David
8
2001
Risk aversion, indivisible timing options, and gambling. Zbl 1268.91165
Henderson, Vicky; Hobson, David
8
2013
Finite, integrable and bounded time embeddings for diffusions. Zbl 1328.60101
Ankirchner, Stefan; Hobson, David; Strack, Philipp
8
2015
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes. Zbl 0982.60020
Chaumont, L.; Hobson, D. G.; Yor, M.
8
2001
Recovering a time-homogeneous stock price process from perpetual option prices. Zbl 1228.91068
Ekström, Erik; Hobson, David
7
2011
An optimal Skorokhod embedding for diffusions. Zbl 1070.60070
Cox, A. M. G.; Hobson, D. G.
7
2004
Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan
7
2013
Mimicking martingales. Zbl 1352.60061
Hobson, David
7
2016
Randomized strategies and prospect theory in a dynamic context. Zbl 1400.91178
Henderson, Vicky; Hobson, David; Tse, Alex S. L.
6
2017
Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps. Zbl 1278.60078
Hobson, David; Klimmek, Martin
5
2013
Optimal liquidation of derivative portfolios. Zbl 1215.91073
Henderson, Vicky; Hobson, David
5
2011
A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings. Zbl 1148.60063
Cox, A. M. G.; Hobson, D. G.
5
2007
Bounds for the utility-indifference prices of non-traded assets in incomplete markets. Zbl 1125.91346
Hobson, D. G.
5
2005
A survey of mathematical finance. Zbl 1168.91386
Hobson, David
5
2004
Bounds for in-progress floating-strike Asian options using symmetry. Zbl 1132.91466
Henderson, Vicky; Hobson, David; Shaw, William; Wojakowski, Rafal
5
2007
Model uncertainty and the pricing of American options. Zbl 1380.91131
Hobson, David; Neuberger, Anthony
5
2017
Gambling in contests with random initial law. Zbl 1335.60058
Feng, Han; Hobson, David
5
2016
Gambling in contests with regret. Zbl 1348.91120
Feng, Han; Hobson, David
4
2016
Utility theory front to back – inferring utility from agents’ choices. Zbl 1298.91199
Cox, Alexander M. G.; Hobson, David; Obłój, Jan
4
2014
Marked excursions and random trees. Zbl 0965.60078
Hobson, David G.
4
2000
The left-curtain martingale coupling in the presence of atoms. Zbl 1427.60073
Hobson, David G.; Norgilas, Dominykas
4
2019
Fake exponential Brownian motion. Zbl 1293.60079
Hobson, David G.
3
2013
Gambling in contests modelled with diffusions. Zbl 1398.91295
Feng, Han; Hobson, David
3
2015
Constructing time-homogeneous generalized diffusions consistent with optimal stopping values. Zbl 1245.60046
Hobson, David; Klimmek, Martin
3
2011
Perpetual American options in incomplete markets: The infinitely divisible case. Zbl 1154.91446
Henderson, Vicky; Hobson, David
3
2008
Probability weighting, stop-loss and the disposition effect. Zbl 1417.91201
Henderson, Vicky; Hobson, David; Tse, Alex S. L.
2
2018
Asymptotics for an arcsin type result. Zbl 0796.60046
Hobson, David
2
1994
A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor. Zbl 1110.60077
Hobson, David
2
2007
Is there an informationally passive benchmark for option pricing incorporating maturity? Zbl 1278.91161
Henderson, Vicky; Hobson, David; Kluge, Tino
2
2007
Taylor expansions of curve-crossing probabilities. Zbl 0945.60084
Hobson, David G.; Williams, David; Wood, Andrew T. A.
2
1999
Escape rates for transient reflected Brownian motion in wedges and cones. Zbl 0891.60038
Deblassie, R. Dante; Hobson, David; Housworth, Elizabeth Ann; Toby, Ellen H.
2
1996
A new class of commodity hedging strategies: a passport options approach. Zbl 1138.91448
Henderson, Vicky; Hobson, David; Kentwell, Glenn
2
2002
A note on irreversible investment, hedging and optimal consumption problems. Zbl 1138.91447
Henderson, Vicky; Hobson, David
2
2006
Maximizing the probability of a perfect hedge using an imperfectly correlated instrument. Zbl 1138.91536
Hobson, David; Penn, Jeremy
1
2005
Integrability of solutions of the Skorokhod embedding problem for diffusions. Zbl 1328.60104
Hobson, David
1
2015
Optimal stopping and the sufficiency of randomized threshold strategies. Zbl 1390.60155
Henderson, Vicky; Hobson, David; Zeng, Matthew
1
2018
Robust bounds for the American put. Zbl 1411.91558
Hobson, David; Norgilas, Dominykas
1
2019
Optimal consumption and investment under transaction costs. Zbl 1411.91508
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi
1
2019
A multi-asset investment and consumption problem with transaction costs. Zbl 1484.91423
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi
1
2019
The left-curtain martingale coupling in the presence of atoms. Zbl 1427.60073
Hobson, David G.; Norgilas, Dominykas
4
2019
Robust bounds for the American put. Zbl 1411.91558
Hobson, David; Norgilas, Dominykas
1
2019
Optimal consumption and investment under transaction costs. Zbl 1411.91508
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi
1
2019
A multi-asset investment and consumption problem with transaction costs. Zbl 1484.91423
Hobson, David; Tse, Alex S. L.; Zhu, Yeqi
1
2019
Probability weighting, stop-loss and the disposition effect. Zbl 1417.91201
Henderson, Vicky; Hobson, David; Tse, Alex S. L.
2
2018
Optimal stopping and the sufficiency of randomized threshold strategies. Zbl 1390.60155
Henderson, Vicky; Hobson, David; Zeng, Matthew
1
2018
Randomized strategies and prospect theory in a dynamic context. Zbl 1400.91178
Henderson, Vicky; Hobson, David; Tse, Alex S. L.
6
2017
Model uncertainty and the pricing of American options. Zbl 1380.91131
Hobson, David; Neuberger, Anthony
5
2017
Mimicking martingales. Zbl 1352.60061
Hobson, David
7
2016
Gambling in contests with random initial law. Zbl 1335.60058
Feng, Han; Hobson, David
5
2016
Gambling in contests with regret. Zbl 1348.91120
Feng, Han; Hobson, David
4
2016
Robust price bounds for the forward starting straddle. Zbl 1396.91735
Hobson, David; Klimmek, Martin
33
2015
Finite, integrable and bounded time embeddings for diffusions. Zbl 1328.60101
Ankirchner, Stefan; Hobson, David; Strack, Philipp
8
2015
Gambling in contests modelled with diffusions. Zbl 1398.91295
Feng, Han; Hobson, David
3
2015
Integrability of solutions of the Skorokhod embedding problem for diffusions. Zbl 1328.60104
Hobson, David
1
2015
Utility theory front to back – inferring utility from agents’ choices. Zbl 1298.91199
Cox, Alexander M. G.; Hobson, David; Obłój, Jan
4
2014
Risk aversion, indivisible timing options, and gambling. Zbl 1268.91165
Henderson, Vicky; Hobson, David
8
2013
Can time-homogeneous diffusions produce any distribution? Zbl 1276.60085
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan
7
2013
Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps. Zbl 1278.60078
Hobson, David; Klimmek, Martin
5
2013
Fake exponential Brownian motion. Zbl 1293.60079
Hobson, David G.
3
2013
Robust bounds for forward start options. Zbl 1278.91162
Hobson, David; Neuberger, Anthony
59
2012
Model-independent hedging strategies for variance swaps. Zbl 1262.91134
Hobson, David; Klimmek, Martin
29
2012
The Skorokhod embedding problem and model-independent bounds for option prices. Zbl 1214.91113
Hobson, David
73
2011
Recovering a time-homogeneous stock price process from perpetual option prices. Zbl 1228.91068
Ekström, Erik; Hobson, David
7
2011
Optimal liquidation of derivative portfolios. Zbl 1215.91073
Henderson, Vicky; Hobson, David
5
2011
Constructing time-homogeneous generalized diffusions consistent with optimal stopping values. Zbl 1245.60046
Hobson, David; Klimmek, Martin
3
2011
Comparison results for stochastic volatility models via coupling. Zbl 1224.91193
Hobson, David
17
2010
Utility indifference pricing: an overview. Zbl 1158.91379
Henderson, Vicky; Hobson, David
58
2009
Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping. Zbl 1165.60020
Cox, A. M. G.; Hobson, David; Obłój, Jan
29
2008
Optimal timing for an indivisible asset sale. Zbl 1214.91112
Evans, Jonathan; Henderson, Vicky; Hobson, David
14
2008
An explicit solution for an optimal stopping/optimal control problem which models an asset sale. Zbl 1165.60021
Henderson, Vicky; Hobson, David
13
2008
Perpetual American options in incomplete markets: The infinitely divisible case. Zbl 1154.91446
Henderson, Vicky; Hobson, David
3
2008
The range of traded option prices. Zbl 1278.91158
Davis, Mark H. A.; Hobson, David G.
66
2007
Horizon-unbiased utility functions. Zbl 1131.60030
Henderson, Vicky; Hobson, David
30
2007
Optimal stopping of the maximum process: a converse to the results of Peskir. Zbl 1128.60029
Hobson, David
10
2007
A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings. Zbl 1148.60063
Cox, A. M. G.; Hobson, D. G.
5
2007
Bounds for in-progress floating-strike Asian options using symmetry. Zbl 1132.91466
Henderson, Vicky; Hobson, David; Shaw, William; Wojakowski, Rafal
5
2007
A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor. Zbl 1110.60077
Hobson, David
2
2007
Is there an informationally passive benchmark for option pricing incorporating maturity? Zbl 1278.91161
Henderson, Vicky; Hobson, David; Kluge, Tino
2
2007
Skorokhod embeddings, minimality and non-centred target distributions. Zbl 1099.60031
Cox, A. M. G.; Hobson, D. G.
21
2006
A note on irreversible investment, hedging and optimal consumption problems. Zbl 1138.91447
Henderson, Vicky; Hobson, David
2
2006
Local martingales, bubbles and option prices. Zbl 1092.91023
Cox, Alexander M. G.; Hobson, David G.
89
2005
Static-arbitrage upper bounds for the prices of basket options. Zbl 1134.91425
Hobson, David; Laurence, Peter; Wang, Tai-Ho
44
2005
Static-arbitrage optimal subreplicating strategies for basket options. Zbl 1129.62424
Hobson, David; Laurence, Peter; Wang, Tai-Ho
26
2005
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation. Zbl 1134.91423
Henderson, Vicky; Hobson, David; Howison, Sam; Kluge, Tino
14
2005
Bounds for the utility-indifference prices of non-traded assets in incomplete markets. Zbl 1125.91346
Hobson, D. G.
5
2005
Maximizing the probability of a perfect hedge using an imperfectly correlated instrument. Zbl 1138.91536
Hobson, David; Penn, Jeremy
1
2005
Stochastic volatility models, correlation, and the \(q\)-optimal measure. Zbl 1169.60317
Hobson, David
34
2004
An optimal Skorokhod embedding for diffusions. Zbl 1070.60070
Cox, A. M. G.; Hobson, D. G.
7
2004
A survey of mathematical finance. Zbl 1168.91386
Hobson, David
5
2004
Real options with constant relative risk aversion. Zbl 1027.91039
Henderson, Vicky; Hobson, David G.
39
2002
The minimum maximum of a continuous martingale with given initial and terminal laws. Zbl 1016.60047
Hobson, David G.; Pedersen, J. L.
19
2002
Coupling and option price comparisons in a jump-diffusion model. Zbl 1030.60078
Henderson, Vicky; Hobson, David
12
2002
A new class of commodity hedging strategies: a passport options approach. Zbl 1138.91448
Henderson, Vicky; Hobson, David; Kentwell, Glenn
2
2002
Robust hedging of barrier options. Zbl 1047.91024
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
64
2001
The maximum maximum of a martingale constrained by an intermediate law. Zbl 0980.60048
Brown, Haydyn; Hobson, David; Rogers, L. C. G.
16
2001
Passport options with stochastic volatility. Zbl 1013.91046
Henderson, Vicky; Hobson, David
8
2001
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes. Zbl 0982.60020
Chaumont, L.; Hobson, D. G.; Yor, M.
8
2001
Local time, coupling and the passport option. Zbl 0944.60046
Henderson, Vicky; Hobson, David
11
2000
Marked excursions and random trees. Zbl 0965.60078
Hobson, David G.
4
2000
Taylor expansions of curve-crossing probabilities. Zbl 0945.60084
Hobson, David G.; Williams, David; Wood, Andrew T. A.
2
1999
Robust hedging of the lookback option. Zbl 0907.90023
Hobson, David G.
111
1998
Complete models with stochastic volatility. Zbl 0908.90012
Hobson, David G.; Rogers, L. C. G.
91
1998
Volatility misspecification, option pricing and superreplication via coupling. Zbl 0933.91012
Hobson, David G.
52
1998
The maximum maximum of a martingale. Zbl 0935.60028
Hobson, David G.
12
1998
Non-colliding Brownian motions on the circle. Zbl 0853.60060
Hobson, David G.; Werner, Wendelin
11
1996
Escape rates for transient reflected Brownian motion in wedges and cones. Zbl 0891.60038
Deblassie, R. Dante; Hobson, David; Housworth, Elizabeth Ann; Toby, Ellen H.
2
1996
Asymptotics for an arcsin type result. Zbl 0796.60046
Hobson, David
2
1994
Recurrence and transience of reflecting Brownian motion in the quadrant. Zbl 0776.60100
Hobson, D. G.; Rogers, L. C. G.
18
1993
all top 5

Cited by 934 Authors

40 Hobson, David Graham
24 Obloj, Jan K.
21 Beiglböck, Mathias
21 Henderson, Vicky
17 Cox, Alexander Matthew Gordon
17 Ekström, Erik
16 Touzi, Nizar
13 Pascucci, Andrea
12 Tysk, Johan
11 Bayraktar, Erhan
11 Madan, Dilip B.
11 Nutz, Marcel
11 Protter, Philip Elliott
9 Huesmann, Martin
8 Campi, Luciano
8 Henry-Labordère, Pierre
7 Bartl, Daniel
7 Biagini, Francesca
7 Carr, Peter Paul
7 Guo, Gaoyue
7 Kallsen, Jan
7 Kupper, Michael
7 Polidoro, Sergio
7 Sircar, Ronnie
7 Tan, Xiaolu
6 Černý, Aleš
6 Dhaene, Jan
6 Gushchin, Aleksandr Aleksandrovich
6 Jarrow, Robert Alan
6 Liang, Gechun
6 Muhle-Karbe, Johannes
6 Schoutens, Wim
6 Stebegg, Florian
6 Vanmaele, Michèle
6 Yor, Marc
6 Zariphopoulou, Thaleia
5 Ankirchner, Stefan
5 Herrmann, Sebastian
5 Jacquier, Antoine
5 Janson, Svante
5 Jourdain, Benjamin
5 Juillet, Nicolas
5 Klimmek, Martin
5 Leung, Tim
5 Lim, Tongseok
5 Mrad, Mohamed
5 Prömel, David J.
5 Ruf, Johannes
5 Sester, Julian
5 Zhu, Songping
4 Acciaio, Beatrice
4 Cheridito, Patrick
4 Choulli, Tahir
4 Criens, David
4 Deelstra, Griselda
4 Dolinsky, Yan
4 dos Reis, Gonçalo
4 El Karoui, Nicole
4 Elliott, Robert James
4 Franceschi, Sandro
4 Ghoussoub, Nassif A.
4 Gulisashvili, Archil
4 Hou, Zhaoxu
4 Huang, Yu-Jui
4 Källblad, Sigrid
4 Kim, Young-Heon
4 Linders, Daniël
4 Maggis, Marco
4 Mahayni, Antje
4 Mijatović, Aleksandar
4 Nadtochiy, Sergey
4 Neufeld, Ariel David
4 Nyström, Kaj
4 Pelsser, Antoon A. J.
4 Peskir, Goran
4 Rong, Ximin
4 Schachermayer, Walter
4 Schweizer, Martin
4 Siorpaes, Pietro
4 Siu, Tak Kuen
4 Soner, Halil Mete
4 Tehranchi, Michael R.
4 Urusov, Mikhail A.
4 Večeř, Jan
4 Zhao, Hui
4 Zhou, Zhou
4 Zuluaga, Luis Fernando
3 A, Chunxiang
3 Arai, Takuji
3 Becherer, Dirk
3 Bergenthum, Jan
3 Bernard, Carole L.
3 Burzoni, Matteo
3 Carmona, René A.
3 Chronopoulos, Michail
3 Di Francesco, Marco
3 Döring, Leif
3 Eder, Manu
3 Ewald, Christian-Oliver
3 Feng, Han
...and 834 more Authors
all top 5

Cited in 146 Serials

62 Finance and Stochastics
48 International Journal of Theoretical and Applied Finance
48 Quantitative Finance
47 Mathematical Finance
44 Stochastic Processes and their Applications
39 The Annals of Applied Probability
32 SIAM Journal on Financial Mathematics
23 Insurance Mathematics & Economics
21 The Annals of Probability
16 Journal of Economic Dynamics & Control
16 European Journal of Operational Research
15 Statistics & Probability Letters
15 Probability Theory and Related Fields
15 Bernoulli
14 Journal of Computational and Applied Mathematics
14 Mathematics and Financial Economics
13 Journal of Mathematical Analysis and Applications
11 Journal of Applied Probability
11 SIAM Journal on Control and Optimization
11 Applied Mathematical Finance
10 Review of Derivatives Research
9 Applied Mathematics and Optimization
8 Decisions in Economics and Finance
8 Annals of Finance
7 Journal of Theoretical Probability
6 Mathematics of Operations Research
6 Mathematical Methods of Operations Research
5 Journal of Optimization Theory and Applications
5 International Journal of Stochastic Analysis
4 Advances in Applied Probability
4 Theory of Probability and its Applications
4 Transactions of the American Mathematical Society
4 Queueing Systems
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Journal of Inequalities and Applications
4 Asia-Pacific Financial Markets
4 Stochastics
3 Physica A
3 Journal of Differential Equations
3 Journal of Econometrics
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Proceedings of the American Mathematical Society
3 Stochastic Analysis and Applications
3 Electronic Journal of Probability
3 Electronic Communications in Probability
3 Methodology and Computing in Applied Probability
2 Computers & Mathematics with Applications
2 Chaos, Solitons and Fractals
2 Applied Mathematics and Computation
2 Journal of Economic Theory
2 Journal of Mathematical Economics
2 Mathematische Annalen
2 Mathematical Social Sciences
2 Operations Research Letters
2 Optimization
2 European Journal of Applied Mathematics
2 Annals of Operations Research
2 Scandinavian Actuarial Journal
2 Journal of Systems Science and Complexity
2 ASTIN Bulletin
2 Journal of Applied Mathematics and Computing
2 North American Actuarial Journal
2 Journal of Industrial and Management Optimization
2 Optimization Letters
2 MathematicS In Action
2 Statistics & Risk Modeling
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
2 Probability, Uncertainty and Quantitative Risk
2 Frontiers of Mathematical Finance
1 Archive for Rational Mechanics and Analysis
1 Journal of Mathematical Physics
1 Journal of Statistical Physics
1 Mathematical Notes
1 Russian Mathematical Surveys
1 Scandinavian Journal of Statistics
1 The Annals of Statistics
1 Inventiones Mathematicae
1 Journal of Combinatorial Theory. Series A
1 Mathematics and Computers in Simulation
1 Quaestiones Mathematicae
1 Siberian Mathematical Journal
1 Acta Applicandae Mathematicae
1 American Journal of Mathematical and Management Sciences
1 Applied Numerical Mathematics
1 Acta Mathematicae Applicatae Sinica. English Series
1 Sequential Analysis
1 Asia-Pacific Journal of Operational Research
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Science in China. Series A
1 Journal of Applied Mathematics and Stochastic Analysis
1 Economics Letters
1 Games and Economic Behavior
1 Automation and Remote Control
1 International Journal of Computer Mathematics
1 Computational Statistics and Data Analysis
1 Mathematical Programming. Series A. Series B
1 Stochastics and Stochastics Reports
1 SIAM Journal on Optimization
...and 46 more Serials

Citations by Year