## 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)

### Latest Issues

 11, No. 3 (1998) 6, No. 2 (1993) 4, No. 4 (1991) 3, No. 4 (1990)
all top 5

### Authors

 1 Carr, Peter Paul 1 Heston, Steven L. 1 Hull, John C. 1 Longstaff, Francis A. 1 Schwartz, Eduardo S. 1 Stein, Elias Menachem 1 Stein, Jeremy C. 1 White, Alan D.

### Fields

 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 Partial differential equations (35-XX) 1 Statistics (62-XX)

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### 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
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### 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
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### 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)