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The Review of Financial Studies

Short Title: Rev. Financ. Stud.
Publisher: Oxford University Press, Cary, NC
ISSN: 0893-9454; 1465-7368/e
Online: https://academic.oup.com/rfs/issue
Comments: No longer indexed
Documents Indexed: 5 Publications (1990–1998)

Publications by Year

all top 5

Cited by 3,167 Authors

35 Zhu, Songping
31 Oosterlee, Cornelis Willebrordus
20 Kim, Jeong-Hoon
18 Wong, Hoi Ying
17 Cui, Zhenyu
17 Jacquier, Antoine
17 Madan, Dilip B.
16 Escobar, Marcos
16 He, Xinjiang
15 Grasselli, Martino
14 Schoenmakers, John G. M.
13 Belomestny, Denis
13 Gulisashvili, Archil
13 Levendorskiĭ, Sergeĭ Zakharovich
13 Zagst, Rudi
12 Chen, Wenting
12 Elliott, Robert James
12 Grzelak, Lech A.
12 Lorig, Matthew J.
11 Pascucci, Andrea
11 Siu, Tak Kuen
10 Bormetti, Giacomo
10 Chiarella, Carl
10 Pagès, Gilles
10 Zanette, Antonino
9 Bender, Christian
9 Brigo, Damiano
9 Feehan, Paul M. N.
9 Fouque, Jean-Pierre
9 Jódar Sanchez, Lucas Antonio
9 Li, Shenghong
9 Lian, Guanghua
9 Marazzina, Daniele
9 Mehrdoust, Farshid
9 Mishura, Yuliya Stepanivna
9 Recchioni, Maria Cristina
9 Sgarra, Carlo
8 Da Fonseca, José
8 Goard, Joanna M.
8 in ’t Hout, Karel J.
8 Pagliarani, Stefano
8 Pelsser, Antoon A. J.
8 Pistorius, Martijn R.
8 Takahashi, Akihiko
8 Vetzal, Kenneth R.
8 Wang, Xingchun
8 Zhang, Jin E.
8 Ziveyi, Jonathan
7 Ahlip, Rehez
7 Aït-Sahalia, Yacine
7 Ballestra, Luca Vincenzo
7 Bayer, Christian
7 Carr, Peter Paul
7 Company, Rafael
7 Deelstra, Griselda
7 Ewald, Christian-Oliver
7 Filipović, Damir
7 Forsyth, Peter A.
7 Fusai, Gianluca
7 Geman, Hélyette
7 Huang, Nan-Jing
7 Keller-Ressel, Martin
7 Korn, Ralf
7 Kyprianou, Andreas E.
7 Lee, Min-Ku
7 Lin, Sha
7 Lu, Xiaoping
7 Ma, Jingtang
7 Platen, Eckhard
7 Pospíšil, Jan
7 Renault, Eric
7 Rosenbaum, Mathieu
7 Rujivan, Sanae
7 Schoutens, Wim
7 Sircar, Ronnie
7 Wang, Yongjin
7 Yor, Marc
6 Alfonsi, Aurélien
6 Barczy, Mátyás
6 Cao, Jiling
6 Deng, Guohe
6 Düring, Bertram
6 Funahashi, Hideharu
6 Glau, Kathrin
6 Goudenège, Ludovic
6 Jaimungal, Sebastian
6 Kallsen, Jan
6 Kraft, Holger
6 Li, Jiangcheng
6 Liu, Shican
6 Loeper, Grégoire
6 Molent, Andrea
6 Pacelli, Graziella
6 Pap, Gyula
6 Pop, Camelia Alexandra
6 Rogers, L. C. G.
6 Sanfelici, Simona
6 Yamazaki, Akira
6 Zhang, Sumei
6 Zhao, Hui
...and 3,067 more Authors
all top 5

Cited in 280 Journals

272 Quantitative Finance
165 International Journal of Theoretical and Applied Finance
93 Applied Mathematical Finance
80 Journal of Econometrics
72 Review of Derivatives Research
66 Insurance Mathematics & Economics
65 Mathematical Finance
64 Journal of Computational and Applied Mathematics
56 European Journal of Operational Research
52 Physica A
46 Finance and Stochastics
46 SIAM Journal on Financial Mathematics
44 Journal of Economic Dynamics & Control
43 Applied Mathematics and Computation
39 International Journal of Computer Mathematics
37 Stochastic Processes and their Applications
29 Annals of Operations Research
29 The Annals of Applied Probability
29 Decisions in Economics and Finance
26 Computers & Mathematics with Applications
26 Annals of Finance
23 Methodology and Computing in Applied Probability
22 Asia-Pacific Financial Markets
20 Chaos, Solitons and Fractals
18 Journal of Mathematical Analysis and Applications
18 Communications in Statistics. Theory and Methods
17 Journal of Applied Probability
17 Statistics & Probability Letters
17 North American Actuarial Journal
17 Computational Management Science
17 Stochastics
16 Mathematics and Computers in Simulation
15 Stochastic Analysis and Applications
14 Mathematical Problems in Engineering
14 Journal of Industrial and Management Optimization
13 Applied Numerical Mathematics
13 Computational Statistics and Data Analysis
13 The ANZIAM Journal
13 European Actuarial Journal
11 Applied Mathematics Letters
11 Japan Journal of Industrial and Applied Mathematics
10 Advances in Applied Probability
10 Communications in Nonlinear Science and Numerical Simulation
10 Mathematics and Financial Economics
9 Monte Carlo Methods and Applications
9 Abstract and Applied Analysis
9 Soft Computing
9 Mathematical Methods of Operations Research
9 Discrete Dynamics in Nature and Society
9 Scandinavian Actuarial Journal
9 Journal of Applied Mathematics
9 ASTIN Bulletin
8 Mathematical and Computer Modelling
8 Economics Letters
8 Journal of Statistical Computation and Simulation
8 Computational and Applied Mathematics
8 Bernoulli
8 Econometric Theory
7 Computational Economics
7 SIAM Journal on Scientific Computing
7 Applied Stochastic Models in Business and Industry
7 Journal of Statistical Mechanics: Theory and Experiment
7 Modern Stochastics. Theory and Applications
6 Applied Mathematics and Optimization
6 Journal of Optimization Theory and Applications
6 Operations Research Letters
6 Journal of Scientific Computing
6 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Automatica
5 Journal of Differential Equations
5 Mathematics of Operations Research
5 SIAM Journal on Numerical Analysis
5 Optimization
5 Econometric Reviews
5 European Journal of Applied Mathematics
5 Computational Optimization and Applications
5 International Journal of Stochastic Analysis
4 Journal of Mathematical Physics
4 Journal of Statistical Physics
4 Calcolo
4 Journal of Economic Theory
4 Journal of Statistical Planning and Inference
4 SIAM Journal on Control and Optimization
4 Transactions of the American Mathematical Society
4 Acta Mathematicae Applicatae Sinica. English Series
4 Asia-Pacific Journal of Operational Research
4 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
4 Automation and Remote Control
4 Communications in Statistics. Simulation and Computation
4 Applied Mathematics. Series B (English Edition)
4 Journal of Mathematical Sciences (New York)
4 Probability in the Engineering and Informational Sciences
4 Discrete and Continuous Dynamical Systems. Series B
4 Journal of Systems Science and Complexity
4 Advances in Difference Equations
4 AStA. Advances in Statistical Analysis
4 Financial Engineering and the Japanese Markets
4 Journal of Probability and Statistics
4 Statistics and Computing
4 Journal of the Operations Research Society of China
...and 180 more Journals
all top 5

Cited in 40 Fields

2,055 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
947 Probability theory and stochastic processes (60-XX)
444 Numerical analysis (65-XX)
420 Statistics (62-XX)
174 Partial differential equations (35-XX)
126 Systems theory; control (93-XX)
109 Operations research, mathematical programming (90-XX)
41 Statistical mechanics, structure of matter (82-XX)
39 Calculus of variations and optimal control; optimization (49-XX)
26 Approximations and expansions (41-XX)
22 Ordinary differential equations (34-XX)
22 Computer science (68-XX)
21 Integral equations (45-XX)
17 Integral transforms, operational calculus (44-XX)
16 Harmonic analysis on Euclidean spaces (42-XX)
9 Dynamical systems and ergodic theory (37-XX)
8 Operator theory (47-XX)
7 Real functions (26-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Functional analysis (46-XX)
4 Mechanics of deformable solids (74-XX)
4 Quantum theory (81-XX)
4 Biology and other natural sciences (92-XX)
3 Combinatorics (05-XX)
3 Functions of a complex variable (30-XX)
3 Special functions (33-XX)
2 Mathematical logic and foundations (03-XX)
2 Difference and functional equations (39-XX)
2 Differential geometry (53-XX)
2 Fluid mechanics (76-XX)
2 Geophysics (86-XX)
2 Information and communication theory, circuits (94-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Number theory (11-XX)
1 Measure and integration (28-XX)
1 Abstract harmonic analysis (43-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Relativity and gravitational theory (83-XX)

Citations by Year