Finance And Stochastics

Finance And Stochastics

金融与随机

  • 2区 中科院分区
  • Q3 JCR分区

发文分析

近年国家/地区发文量统计

国家/地区 数量
USA 28
England 26
GERMANY (FED REP GER) 24
France 15
CHINA MAINLAND 9
Switzerland 8
Japan 7
Austria 6
Italy 6
Canada 5

近年机构发文量统计

机构 数量
UNIVERSITY OF OXFORD 8
CENTRE NATIONAL DE LA RECHERCHE SCIENTIFIQUE (... 7
UNIVERSITY OF TEXAS SYSTEM 7
UNIVERSITY OF WARWICK 6
DUBLIN CITY UNIVERSITY 5
UNIVERSITY OF LONDON 5
COLUMBIA UNIVERSITY 4
INSTITUT POLYTECHNIQUE DE PARIS 4
OSAKA UNIVERSITY 4
PRINCETON UNIVERSITY 4

近年文章引用他刊数据

文章名称 引用次数
The microstructural foundations of leverage effect and r... 14
The Jacobi stochastic volatility model 9
Dynamic programming approach to principal-agent problems 9
Time-consistent stopping under decreasing impatience 9
Affine forward variance models 8
Robust pricing-hedging dualities in continuous time 7
Fatou property, representations, and extensions of law-i... 6
Equilibrium returns with transaction costs 5
Dynamically consistent investment under model uncertaint... 5
Utility maximisation in a factor model with constant and... 4

近年被他刊引用数据

期刊名称 引用次数
MATH FINANC 76
FINANC STOCH 68
SIAM J FINANC MATH 53
QUANT FINANC 50
ANN APPL PROBAB 48
STOCH PROC APPL 46
INSUR MATH ECON 32
MATH FINANC ECON 32
EUR J OPER RES 24
SIAM J CONTROL OPTIM 20