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Author ID: sircar.ronnie Recent zbMATH articles by "Sircar, Ronnie"
Published as: Sircar, Ronnie; Sircar, R.

Publications by Year

Citations contained in zbMATH Open

57 Publications have been cited 953 times in 600 Documents Cited by Year
Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Zbl 1248.91003
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut
145
2011
Multiscale stochastic volatility asymptotics. Zbl 1074.91015
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
76
2004
Singular perturbations in option pricing. Zbl 1039.91024
Fouque, J.-P.; Papanicolaou, G.; Sircar, R.; Solna, K.
76
2003
Mean-reverting stochastic volatility. Zbl 1153.91497
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie
46
2000
Portfolio optimization and stochastic volatility asymptotics. Zbl 1377.91148
Fouque, Jean-Pierre; Sircar, Ronnie; Zariphopoulou, Thaleia
38
2017
Bertrand and Cournot mean field games. Zbl 1318.49072
Chan, Patrick; Sircar, Ronnie
38
2015
Accounting for risk aversion, vesting, job termination risk and multiple exercises in valuation of employee stock options. Zbl 1155.91388
Leung, Tim; Sircar, Ronnie
34
2009
Bounds and asymptotic approximations for utility prices when volatility is random. Zbl 1101.91049
Sircar, Ronnie; Zariphopoulou, Thaleia
31
2005
Fracking, renewables, and mean field games. Zbl 1369.91146
Chan, Patrick; Sircar, Ronnie
28
2017
Optimal investment problems and volatility homogenization approximations. Zbl 1104.91302
Jonsson, Mattias; Sircar, Ronnie
25
2002
Stochastic volatility effects on defaultable bonds. Zbl 1142.91523
Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut
25
2006
Stochastic volatility corrections for interest rate derivatives. Zbl 1124.91331
Cotton, Peter; Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie
22
2004
Optimal investment with derivative securities. Zbl 1092.91018
Ilhan, Aytaç; Jonsson, Mattias; Sircar, Ronnie
21
2005
Oligopoly games under asymmetric costs and an application to energy production. Zbl 1260.91107
Ledvina, Andrew; Sircar, Ronnie
19
2012
Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration. Zbl 1369.91180
Fouque, Jean-Pierre; Lorig, Matthew; Sircar, Ronnie
19
2016
A regime-switching Heston model for VIX and S&P 500 implied volatilities. Zbl 1402.91808
Papanicolaou, Andrew; Sircar, Ronnie
19
2014
Maturity cycles in implied volatility. Zbl 1063.91066
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
16
2004
Utility valuation of multi-name credit derivatives and application to CDOs. Zbl 1198.91214
Sircar, Ronnie; Zariphopoulou, Thaleia
16
2010
Dynamic Bertrand oligopoly. Zbl 1237.91160
Ledvina, Andrew; Sircar, Ronnie
15
2011
Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations. Zbl 1410.91430
Shkolnikov, Mykhaylo; Sircar, Ronnie; Zariphopoulou, Thaleia
14
2016
Singular perturbations for boundary value problems arising from exotic options. Zbl 1099.91062
Ilhan, Aytac; Jonsson, Mattias; Sircar, Ronnie
14
2004
Filtering and portfolio optimization with stochastic unobserved drift in asset returns. Zbl 1321.91109
Fouque, Jean-Pierre; Papanicolaou, Andrew; Sircar, Ronnie
14
2015
A general framework for evaluating executive stock options. Zbl 1163.91423
Sircar, Ronnie; Xiong, Wei
14
2007
Games with exhaustible resources. Zbl 1210.91017
Harris, Chris; Howison, Sam; Sircar, Ronnie
14
2010
Perturbation analysis for investment portfolios under partial information with expert opinions. Zbl 1414.91337
Fouque, J.-P.; Papanicolaou, A.; Sircar, R.
13
2017
Time-inconsistent portfolio investment problems. Zbl 1390.91280
Dong, Yidong; Sircar, Ronnie
11
2014
Portfolio optimization under local-stochastic volatility: coefficient Taylor series approximations and implied Sharpe ratio. Zbl 1410.91423
Lorig, Matthew; Sircar, Ronnie
11
2016
Optimal static-dynamic hedges for barrier options. Zbl 1145.91339
İlhan, Aytaç; Sircar, Ronnie
11
2006
Exponential hedging with optimal stopping and application to employee stock option valuation. Zbl 1192.91182
Leung, Tim; Sircar, Ronnie
11
2009
A limit theorem for financial markets with inert investors. Zbl 1276.91055
Bayraktar, Erhan; Horst, Ulrich; Sircar, Ronnie
10
2006
Forward indifference valuation of American options. Zbl 1260.91241
Leung, Tim; Sircar, Ronnie; Zariphopoulou, Thaleia
9
2012
Implied volatility of leveraged ETF options. Zbl 1396.91748
Leung, Tim; Sircar, Ronnie
8
2015
Technology ladders and R&D in dynamic Cournot markets. Zbl 1401.91265
Ludkovski, Michael; Sircar, Ronnie
7
2016
From smile asymptotics to market risk measures. Zbl 1314.91215
Sircar, Ronnie; Sturm, Stephan
7
2015
Multiscale intensity models for single name credit derivatives. Zbl 1134.91456
Papageorgiou, E.; Sircar, R.
7
2008
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model. Zbl 1459.91201
Perelló, Josep; Sircar, Ronnie; Masoliver, Jaume
7
2008
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem. Zbl 1454.35388
Avanesyan, Levon; Shkolnikov, Mykhaylo; Sircar, Ronnie
7
2020
Credit derivatives and risk aversion. Zbl 1189.91209
Leung, Tim; Sircar, Ronnie; Zariphopoulou, Thaleia
6
2008
Multiscale intensity models and name grouping for valuation of multi-name credit derivatives. Zbl 1178.91066
Papageorgiou, Evan; Sircar, Ronnie
6
2009
American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics. Zbl 1468.91158
Agarwal, Ankush; Juneja, Sandeep; Sircar, Ronnie
6
2016
Exploration and exhaustibility in dynamic Cournot games. Zbl 1239.91121
Ludkovski, Michael; Sircar, Ronnie
5
2012
Optimal investment with transaction costs and stochastic volatility. II: Finite horizon. Zbl 1419.91578
Bichuch, Maxim; Sircar, Ronnie
5
2019
Multiname and multiscale default modeling. Zbl 1179.91264
Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut
4
2009
Optimal investment with transaction costs and stochastic volatility. I: Infinite horizon. Zbl 1415.91251
Bichuch, Maxim; Sircar, Ronnie
4
2017
Utility valuation of credit derivatives: single and two-name cases. Zbl 1154.91515
Sircar, Ronnie; Zariphopoulou, Thaleia
3
2007
Stochastic volatility and epsilon-martingale decomposition. Zbl 1138.91441
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie
2
2001
A framework for dynamic hedging under convex risk measures. Zbl 1246.91120
Toussaint, Antoine; Sircar, Ronnie
2
2011
Portfolio benchmarking under drawdown constraint and stochastic Sharpe ratio. Zbl 1410.91406
Agarwal, Ankush; Sircar, Ronnie
2
2018
Optimal static-dynamic hedges for exotic options under convex risk measures. Zbl 1204.91120
İlhan, Aytaç; Jonsson, Mattias; Sircar, Ronnie
2
2009
A feedback model for the financialization of commodity markets. Zbl 1338.91127
Chan, Patrick; Sircar, Ronnie; Stein, Michael V.
1
2015
Vibration of rectilinear plates on elastic foundation at large amplitude. Zbl 0294.73058
Sircar, R.
1
1974
Vibration of rectilinear plates on Vlasov’s foundation at large amplitude. Zbl 0588.73105
Das, T.; Sircar, R.
1
1986
Fundamental frequency of vibration of a rectangular plate on a nonlinear elastic foundation. Zbl 0427.73045
Sircar, R.
1
1980
Portfolio optimization. Zbl 1185.91162
Ilhan, Aytac; Jonsson, Mattias; Sircar, Ronnie
1
2009
A maximum principle approach to a deterministic mean field game of control with absorption. Zbl 1503.91027
Graewe, Paulwin; Horst, Ulrich; Sircar, Ronnie
1
2022
Master equation for Cournot mean field games of control with absorption. Zbl 1505.91060
Graber, P. Jameson; Sircar, Ronnie
1
2023
Dynamic Bertrand and Cournot competition: asymptotic and computational analysis of product differentiation. Zbl 1409.91165
Ledvina, Andrew; Sircar, Ronnie
1
2012
Master equation for Cournot mean field games of control with absorption. Zbl 1505.91060
Graber, P. Jameson; Sircar, Ronnie
1
2023
A maximum principle approach to a deterministic mean field game of control with absorption. Zbl 1503.91027
Graewe, Paulwin; Horst, Ulrich; Sircar, Ronnie
1
2022
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem. Zbl 1454.35388
Avanesyan, Levon; Shkolnikov, Mykhaylo; Sircar, Ronnie
7
2020
Optimal investment with transaction costs and stochastic volatility. II: Finite horizon. Zbl 1419.91578
Bichuch, Maxim; Sircar, Ronnie
5
2019
Portfolio benchmarking under drawdown constraint and stochastic Sharpe ratio. Zbl 1410.91406
Agarwal, Ankush; Sircar, Ronnie
2
2018
Portfolio optimization and stochastic volatility asymptotics. Zbl 1377.91148
Fouque, Jean-Pierre; Sircar, Ronnie; Zariphopoulou, Thaleia
38
2017
Fracking, renewables, and mean field games. Zbl 1369.91146
Chan, Patrick; Sircar, Ronnie
28
2017
Perturbation analysis for investment portfolios under partial information with expert opinions. Zbl 1414.91337
Fouque, J.-P.; Papanicolaou, A.; Sircar, R.
13
2017
Optimal investment with transaction costs and stochastic volatility. I: Infinite horizon. Zbl 1415.91251
Bichuch, Maxim; Sircar, Ronnie
4
2017
Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration. Zbl 1369.91180
Fouque, Jean-Pierre; Lorig, Matthew; Sircar, Ronnie
19
2016
Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations. Zbl 1410.91430
Shkolnikov, Mykhaylo; Sircar, Ronnie; Zariphopoulou, Thaleia
14
2016
Portfolio optimization under local-stochastic volatility: coefficient Taylor series approximations and implied Sharpe ratio. Zbl 1410.91423
Lorig, Matthew; Sircar, Ronnie
11
2016
Technology ladders and R&D in dynamic Cournot markets. Zbl 1401.91265
Ludkovski, Michael; Sircar, Ronnie
7
2016
American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics. Zbl 1468.91158
Agarwal, Ankush; Juneja, Sandeep; Sircar, Ronnie
6
2016
Bertrand and Cournot mean field games. Zbl 1318.49072
Chan, Patrick; Sircar, Ronnie
38
2015
Filtering and portfolio optimization with stochastic unobserved drift in asset returns. Zbl 1321.91109
Fouque, Jean-Pierre; Papanicolaou, Andrew; Sircar, Ronnie
14
2015
Implied volatility of leveraged ETF options. Zbl 1396.91748
Leung, Tim; Sircar, Ronnie
8
2015
From smile asymptotics to market risk measures. Zbl 1314.91215
Sircar, Ronnie; Sturm, Stephan
7
2015
A feedback model for the financialization of commodity markets. Zbl 1338.91127
Chan, Patrick; Sircar, Ronnie; Stein, Michael V.
1
2015
A regime-switching Heston model for VIX and S&P 500 implied volatilities. Zbl 1402.91808
Papanicolaou, Andrew; Sircar, Ronnie
19
2014
Time-inconsistent portfolio investment problems. Zbl 1390.91280
Dong, Yidong; Sircar, Ronnie
11
2014
Oligopoly games under asymmetric costs and an application to energy production. Zbl 1260.91107
Ledvina, Andrew; Sircar, Ronnie
19
2012
Forward indifference valuation of American options. Zbl 1260.91241
Leung, Tim; Sircar, Ronnie; Zariphopoulou, Thaleia
9
2012
Exploration and exhaustibility in dynamic Cournot games. Zbl 1239.91121
Ludkovski, Michael; Sircar, Ronnie
5
2012
Dynamic Bertrand and Cournot competition: asymptotic and computational analysis of product differentiation. Zbl 1409.91165
Ledvina, Andrew; Sircar, Ronnie
1
2012
Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Zbl 1248.91003
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut
145
2011
Dynamic Bertrand oligopoly. Zbl 1237.91160
Ledvina, Andrew; Sircar, Ronnie
15
2011
A framework for dynamic hedging under convex risk measures. Zbl 1246.91120
Toussaint, Antoine; Sircar, Ronnie
2
2011
Utility valuation of multi-name credit derivatives and application to CDOs. Zbl 1198.91214
Sircar, Ronnie; Zariphopoulou, Thaleia
16
2010
Games with exhaustible resources. Zbl 1210.91017
Harris, Chris; Howison, Sam; Sircar, Ronnie
14
2010
Accounting for risk aversion, vesting, job termination risk and multiple exercises in valuation of employee stock options. Zbl 1155.91388
Leung, Tim; Sircar, Ronnie
34
2009
Exponential hedging with optimal stopping and application to employee stock option valuation. Zbl 1192.91182
Leung, Tim; Sircar, Ronnie
11
2009
Multiscale intensity models and name grouping for valuation of multi-name credit derivatives. Zbl 1178.91066
Papageorgiou, Evan; Sircar, Ronnie
6
2009
Multiname and multiscale default modeling. Zbl 1179.91264
Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut
4
2009
Optimal static-dynamic hedges for exotic options under convex risk measures. Zbl 1204.91120
İlhan, Aytaç; Jonsson, Mattias; Sircar, Ronnie
2
2009
Portfolio optimization. Zbl 1185.91162
Ilhan, Aytac; Jonsson, Mattias; Sircar, Ronnie
1
2009
Multiscale intensity models for single name credit derivatives. Zbl 1134.91456
Papageorgiou, E.; Sircar, R.
7
2008
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model. Zbl 1459.91201
Perelló, Josep; Sircar, Ronnie; Masoliver, Jaume
7
2008
Credit derivatives and risk aversion. Zbl 1189.91209
Leung, Tim; Sircar, Ronnie; Zariphopoulou, Thaleia
6
2008
A general framework for evaluating executive stock options. Zbl 1163.91423
Sircar, Ronnie; Xiong, Wei
14
2007
Utility valuation of credit derivatives: single and two-name cases. Zbl 1154.91515
Sircar, Ronnie; Zariphopoulou, Thaleia
3
2007
Stochastic volatility effects on defaultable bonds. Zbl 1142.91523
Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut
25
2006
Optimal static-dynamic hedges for barrier options. Zbl 1145.91339
İlhan, Aytaç; Sircar, Ronnie
11
2006
A limit theorem for financial markets with inert investors. Zbl 1276.91055
Bayraktar, Erhan; Horst, Ulrich; Sircar, Ronnie
10
2006
Bounds and asymptotic approximations for utility prices when volatility is random. Zbl 1101.91049
Sircar, Ronnie; Zariphopoulou, Thaleia
31
2005
Optimal investment with derivative securities. Zbl 1092.91018
Ilhan, Aytaç; Jonsson, Mattias; Sircar, Ronnie
21
2005
Multiscale stochastic volatility asymptotics. Zbl 1074.91015
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
76
2004
Stochastic volatility corrections for interest rate derivatives. Zbl 1124.91331
Cotton, Peter; Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie
22
2004
Maturity cycles in implied volatility. Zbl 1063.91066
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
16
2004
Singular perturbations for boundary value problems arising from exotic options. Zbl 1099.91062
Ilhan, Aytac; Jonsson, Mattias; Sircar, Ronnie
14
2004
Singular perturbations in option pricing. Zbl 1039.91024
Fouque, J.-P.; Papanicolaou, G.; Sircar, R.; Solna, K.
76
2003
Optimal investment problems and volatility homogenization approximations. Zbl 1104.91302
Jonsson, Mattias; Sircar, Ronnie
25
2002
Stochastic volatility and epsilon-martingale decomposition. Zbl 1138.91441
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie
2
2001
Mean-reverting stochastic volatility. Zbl 1153.91497
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie
46
2000
Vibration of rectilinear plates on Vlasov’s foundation at large amplitude. Zbl 0588.73105
Das, T.; Sircar, R.
1
1986
Fundamental frequency of vibration of a rectangular plate on a nonlinear elastic foundation. Zbl 0427.73045
Sircar, R.
1
1980
Vibration of rectilinear plates on elastic foundation at large amplitude. Zbl 0294.73058
Sircar, R.
1
1974
all top 5

Cited by 834 Authors

33 Sircar, Ronnie
28 Kim, Jeong-Hoon
27 Fouque, Jean-Pierre
18 Leung, Tim
15 Lorig, Matthew J.
12 Yoon, Ji-Hun
11 Zariphopoulou, Thaleia
10 Wong, Hoi Ying
9 Lee, Min-Ku
8 Bayraktar, Erhan
8 Geraskin, Mikhail I.
7 Han, Chuan-Hsiang
7 Henderson, Vicky
7 Jaimungal, Sebastian
7 Pagliarani, Stefano
7 Papanicolaou, Andrew
7 Pascucci, Andrea
7 Saporito, Yuri F.
7 Spiliopoulos, Konstantinos V.
6 Carmona, René A.
6 Chang, Hao
6 Choi, Sun-Yong
6 Escobar, Marcos
6 Hu, Ruimeng
6 Laurière, Mathieu
6 Liang, Gechun
6 Sølna, Knut
6 Zagst, Rudi
5 Bichuch, Maxim
5 Garnier, Josselin
5 Huang, Minyi
5 Huh, Jeonggyu
5 Ma, Yong-Ki
5 Neykova, Daniela
5 Pun, Chi Seng
4 Alòs, Elisa
4 Campi, Luciano
4 Cao, Jiling
4 Chen, Wenting
4 Chen, Xinfu
4 Gulisashvili, Archil
4 Horst, Ulrich
4 Jacquier, Antoine
4 Jeon, Junkee
4 Ludkovski, Michael
4 Mishura, Yuliya Stepanivna
4 Park, Chang-Rae
4 Qin, Cong
4 Yang, Sung-Jin
4 Yu, Wanghui
4 Zeng, Yan
3 Anthropelos, Michail
3 Bardi, Martino
3 Bensoussan, Alain
3 Canhanga, Betuel
3 Cesaroni, Annalisa
3 Chang, Kai
3 Dayanıklı, Gökçe
3 Delong, Łukasz
3 Deng, Guohe
3 Fu, Guanxing
3 Fukasawa, Masaaki
3 Gao, Jianwei
3 Götz, Barbara
3 Grasselli, Matheus R.
3 Guyon, Julien
3 He, Xinjiang
3 Hobson, David Graham
3 Hu, Ying
3 Huang, Jianhui
3 Jeon, Jaegi
3 Kim, Hyun-Gyoon
3 Kumar, Rohini
3 Lai, Xin
3 Malyarenko, Anatoliy A.
3 Masoliver, Jaume
3 Perelló, Josep
3 Pham, Huyên
3 Robertson, Scott
3 Roome, Patrick
3 Silvestrov, Sergei D.
3 Stadje, Mitja
3 Sturm, Stephan
3 Takahashi, Akihiko
3 Vives, Josep
3 Wang, Bingchang
3 Yamazaki, Kazutoshi
3 Zhang, Sumei
3 Zhang, Wenjun
3 Zhu, Songping
3 Zubelli, Jorge P.
2 Agarwal, Ankush
2 Alghalith, Moawia
2 Alia, Ishak
2 Avanesyan, Levon
2 Bai, Yanfei
2 Ballestra, Luca Vincenzo
2 Bo, Lijun
2 Caginalp, Gunduz
2 Capponi, Agostino
...and 734 more Authors
all top 5

Cited in 147 Serials

47 Quantitative Finance
46 SIAM Journal on Financial Mathematics
41 International Journal of Theoretical and Applied Finance
32 Mathematical Finance
24 Applied Mathematical Finance
20 Finance and Stochastics
19 SIAM Journal on Control and Optimization
17 Insurance Mathematics & Economics
13 Applied Mathematics and Optimization
11 Chaos, Solitons and Fractals
10 Journal of Computational and Applied Mathematics
10 Journal of Economic Dynamics & Control
9 European Journal of Operational Research
8 Stochastic Processes and their Applications
7 Applied Mathematics Letters
7 The Annals of Applied Probability
7 Mathematics and Financial Economics
6 Mathematics and Computers in Simulation
6 Mathematics of Operations Research
6 Automation and Remote Control
6 Annals of Finance
5 Journal of Mathematical Analysis and Applications
5 Physica A
5 Applied Mathematics and Computation
5 European Journal of Applied Mathematics
5 Communications in Statistics. Theory and Methods
5 Methodology and Computing in Applied Probability
5 Dynamic Games and Applications
4 Journal of Optimization Theory and Applications
4 Annals of Operations Research
4 Mathematical Problems in Engineering
4 Discrete Dynamics in Nature and Society
4 Journal of Systems Science and Complexity
4 Decisions in Economics and Finance
4 Journal of Applied Mathematics
4 Journal of Industrial and Management Optimization
3 Journal of Differential Equations
3 Journal of Econometrics
3 Statistics & Probability Letters
3 Operations Research Letters
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
3 Nonlinear Dynamics
3 Abstract and Applied Analysis
3 Probability in the Engineering and Informational Sciences
3 Applied Stochastic Models in Business and Industry
3 International Game Theory Review
3 The ANZIAM Journal
3 Asia-Pacific Financial Markets
3 Stochastics
3 International Journal of Stochastic Analysis
2 Theory of Probability and its Applications
2 Automatica
2 Journal of Applied Probability
2 Transactions of the American Mathematical Society
2 Stochastic Analysis and Applications
2 Optimization
2 Japan Journal of Industrial and Applied Mathematics
2 Applications of Mathematics
2 International Journal of Computer Mathematics
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 SIAM Journal on Scientific Computing
2 Theory of Probability and Mathematical Statistics
2 Computational and Applied Mathematics
2 NoDEA. Nonlinear Differential Equations and Applications
2 Complexity
2 Discrete and Continuous Dynamical Systems
2 Stochastic Models
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Stochastics and Dynamics
2 North American Actuarial Journal
2 Journal of Statistical Mechanics: Theory and Experiment
2 Mathematical Control and Related Fields
2 Journal of Function Spaces
2 Modern Stochastics. Theory and Applications
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Journal of Engineering Mathematics
1 Journal of Economic Theory
1 Journal of Functional Analysis
1 Journal of the Korean Mathematical Society
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Operations Research
1 Systems & Control Letters
1 Applied Mathematics and Mechanics. (English Edition)
1 Acta Applicandae Mathematicae
1 Physica D
1 Applied Numerical Mathematics
1 Probability Theory and Related Fields
1 Journal of Economics
1 Numerical Methods for Partial Differential Equations
1 Journal of Theoretical Probability
1 Journal of Scientific Computing
1 Games and Economic Behavior
1 Communications in Partial Differential Equations
1 SIAM Journal on Applied Mathematics
1 SIAM Journal on Mathematical Analysis
1 SIAM Review
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational Statistics and Data Analysis
1 Mathematical Programming. Series A. Series B
...and 47 more Serials

Citations by Year