Finance and Stochastics

1.4(top 50%)

impact factor

730(top 20%)

papers

27.1K(top 10%)

citations

83(top 10%)

h-index

1.4(top 50%)

impact factor

760

all documents

32.8K

doc citations

131(top 10%)

g-index

Top Authors (by articles)

#	Author	Articles	Citations	R ARank	R CRank
1	Paolo Guasoni	12	261	2	2
2	Walter Schachermayer	10	548	1	2
2	Johannes Muhle-Karbe	10	239	1	1
4	Constantinos Kardaras	9	490	1	1
5	Halil Mete Soner	7	496	2	4
5	Masaaki Fukasawa	7	256	1	1
5	Kasper Larsen	7	74	1	1
5	Ioannis Karatzas	7	707	2	4
5	Bruno Bouchard	7	173	2	4
10	Gordan Žitković	6	81	1	2
10	Fred Espen Benth	6	166	6	3
10	Miklós Rásonyi	6	223	1	1
10	Luciano Campi	6	192	1	1
10	David Hobson	6	178	1	2
10	Jan Obłój	6	211	1	1
10	Denis V Belomestny	6	146	1	1
10	Paul Glasserman	6	423	1	2
10	Philip E Protter	6	692	2	3
10	Ruodu Wang	6	328	3	1
10	Vadim Linetsky	6	396	2	3
10	Tomas Björk	6	922	1	2
10	Martin Schweizer	6	306	2	4
23	Emmanuel Lepinette	5	80	1	1
23	Umut Çetin	5	436	1	1
23	Robert A Jarrow	5	401	9	8
23	Erhan Bayraktar	5	73	11	11
23	Tahir Choulli	5	110	1	2
23	Alexander Schied	5	1,363	1	1
23	Rene Carmona	5	145	3	11
23	Marco Frittelli	5	200	2	3
23	Yan Dolinsky	5	100	2	2
32	Alexander M G Cox	4	317	1	1
32	Jean-Pierre Fouque	4	128	3	6
32	Ernst Eberlein	4	362	4	2
32	Dilip B Madan	4	257	9	10
32	Stefan Gerhold	4	138	1	1
32	John Schoenmakers	4	105	2	1
32	Roger Lee	4	211	1	1
32	Claudio Fontana	4	109	1	1
32	Martin Keller-Ressel	4	193	1	1
32	Ludger Rüschendorf	4	138	2	4
32	Elyes Jouini	4	160	4	2
32	Marcel Nutz	4	61	4	7
32	Mathias Beiglböck	4	288	1	1
32	Marek Rutkowski	4	158	4	1
32	Elisa Alòs	4	264	1	2
32	Scott P Robertson	4	50	2	2
32	Yuri Kabanov	4	365	1	1
32	Daniel Bartl	4	74	1	1
32	Rüdiger Frey	4	230	2	2
32	Monique Jeanblanc	4	132	2	2
32	Aleksandar Mijatovic	4	34	1	7
32	Stephane Villeneuve	4	123	1	4
55	Holger Kraft	3	107	3	2
55	Salvatore Federico	3	139	2	1
55	Jostein Paulsen	3	113	4	6
55	Steven E Shreve	3	161	3	8
55	Andrea Pascucci	3	65	4	5
55	Dirk Becherer	3	216	1	1
55	Michael Kupper	3	40	1	7
55	Vicky Henderson	3	49	3	7
55	Tiziano De Angelis	3	25	3	6
55	Claudia Klüppelberg	3	94	12	11
55	Martin Herdegen	3	58	2	1
55	Gregor Svindland	3	115	2	1
55	Cosimo Munari	3	72	3	1
55	Angelos Dassios	3	210	5	1
55	Frank Riedel	3	85	4	8
55	Robert J Elliott	3	194	15	10
55	José E Figueroa-López	3	40	1	2
55	Teemu Pennanen	3	47	3	5
55	Beatrice Acciaio	3	96	1	1
55	Yu-Jui Huang	3	53	3	3
55	Dylan Possamaï	3	88	3	1
55	Emmanuel Gobet	3	62	1	5
55	Damiano Brigo	3	252	4	2
55	Ilya S Molchanov	3	62	5	5
55	Johannes Ruf	3	77	1	1
55	Antoine Jacquier	3	59	5	4
55	Paul Krühner	3	22	1	1
55	Fausto Gozzi	3	87	3	3
55	Oleksii Mostovyi	3	64	1	1
55	Jun Deng	3	54	1	1
55	Christa Cuchiero	3	154	1	1
55	Hao Xing	3	50	1	1
55	Martin Forde	3	59	2	3
55	Johannes Wissel	3	57	1	2
90	Ariel Neufeld	2	23	1	7
90	Sabrina Mulinacci	2	34	1	2
90	Jaksa Cvitanic	2	231	4	2
90	Antoon Pelsser	2	162	5	2
90	Kathrin Glau	2	42	1	1
90	David J Prömel	2	38	2	1
90	Thorsten Schmidt	2	68	6	6
90	Dmitry Kramkov	2	45	3	3
90	Sergei Levendorskii	2	85	3	4
90	Martin Larsson	2	70	3	3
90	Jose Manuel Corcuera	2	91	2	2
90	Stanley R Pliska	2	134	3	5
90	Ulrich Horst	2	14	7	14
90	Uwe Schmock	2	37	2	2
90	Agostino Capponi	2	25	6	8
90	Xun Yu Zhou	2	24	3	5
90	Filip Lindskog	2	26	2	10
90	Murad S Taqqu	2	336	10	5
90	Darrell Duffie	2	182	12	16
90	Lingfei Li	2	55	1	4
90	Xavier Warin	2	6	3	16
90	Martin Klimmek	2	97	1	1
90	Damir Filipović	2	50	1	2
90	Dmitry B Rokhlin	2	16	3	3
90	Nicolas Perkowski	2	35	1	4
90	Matteo Burzoni	2	34	1	1
90	Carole Bernard	2	39	10	15
90	Thaleia Zariphopoulou	2	38	3	5
90	John Armstrong	2	28	3	6
90	Sheung Chi Phillip Yam	2	24	1	8
90	David Nualart	2	91	13	11
90	Bernt Øksendal	2	148	9	4
90	Michael B Giles	2	70	11	21
90	Christoph Kühn	2	53	2	2
90	Anna Aksamit	2	25	1	2
90	Harry Zheng	2	42	6	4
90	Johanna F Ziegel	2	62	2	5
90	Josep Vives	2	248	3	1
90	Thilo Meyer-Brandis	2	39	4	6
90	Zachary Feinstein	2	36	3	3
90	Agatha Murgoci	2	379	1	1
90	Clotilde Napp	2	37	5	10
90	Christian Furrer	2	10	1	1
90	Mathias Vetter	2	44	5	7
90	Maxim Bichuch	2	44	3	3
90	Martijn R Pistorius	2	140	5	3
90	Kim Weston	2	18	1	2
90	Tommi Sottinen	2	198	3	1
90	Benjamin Hambly	2	20	3	11
90	Josef Teichmann	2	104	1	2
90	Eyal Neuman	2	44	1	1
90	Gechun Liang	2	31	2	2
90	Jerome B Detemple	2	39	6	14
90	Gu Wang	2	9	1	1
90	Michael Mania	2	58	2	2
90	Birgit Rudloff	2	34	4	9
90	Sebastian Herrmann	2	16	1	1
90	Alain Bensoussan	2	24	14	20
90	Vladimir Vovk	2	36	7	11
90	Sergey Nadtochiy	2	73	3	1
90	Stefan Tappe	2	70	6	3
90	Nicolas Privault	2	142	19	1
90	Stefano Pagliarani	2	29	2	7
90	Eckhard Platen	2	20	17	33
90	Peter Tankov	2	12	5	16
90	Aurélien Alfonsi	2	181	2	2
90	Peter Imkeller	2	68	4	7
90	Damien Ackerer	2	50	1	1
90	L C G Rogers	2	33	6	15
90	Jose A Scheinkman	2	38	4	12
90	Ernesto Mordecki	2	233	1	1
90	Ashkan Nikeghbali	2	33	2	8
90	Virginia R Young	2	51	7	9
90	Jerzy Zabczyk	2	73	2	4
90	Semyon Malamud	2	18	4	8
90	Ari-Pekka Perkkiö	2	9	1	2
90	Mihail Zervos	2	36	3	7
90	Christoph Belak	2	15	1	2
169	Jan-Henrik Steg	1	23	3	2
169	Claude Martini	1	23	4	5
169	Matthew Lorig	1	26	8	5
169	Chi Chung Siu	1	6	1	5
169	Wolfgang Karl Härdle	1	66	21	25
169	Hampus Engsner	1	9	1	2
169	Fabrice Baudoin	1	15	21	17
169	Johannes M Schumacher	1	6	3	4
169	Marc Chesney	1	21	5	11
169	Jie Xiong	1	5	29	46
169	Michael Zabarankin	1	429	13	1
169	Xiang Yu	1	8	18	49
169	Andrea Cosso	1	2	5	14
169	Yaozhong Hu	1	58	7	3
169	Jianming Xia	1	21	2	3
169	Leonid Dolinskyi	1	8	1	1
169	Laurens de Haan	1	33	9	9
169	Tomasz R Bielecki	1	12	5	11
169	Michel Mandjes	1	6	22	25
169	Zuo Quan Xu	1	15	12	11
169	Alex S L Tse	1	7	3	3
169	Huilin Zhang	1	106	4	6
169	Stanislav Uryasev	1	429	21	3
169	Holger Dette	1	23	34	26
169	Michael Sørensen	1	90	11	8
169	Paul Gassiat	1	14	4	5
169	Yu-Ting Chen	1	19	5	4
169	Mathieu Rosenbaum	1	77	7	6
169	Ali Gokhan Yucel	1	34	6	6
169	Saul D Jacka	1	8	10	11
169	Fabienne Comte	1	13	24	27
169	Marco Papi	1	9	4	5
169	Lingjiong Zhu	1	0	4	15
169	Sergio Pulido	1	39	2	1
169	Kwok Chuen Wong	1	18	2	2
169	Andrea Gombani	1	86	4	1
169	Mikkel Bennedsen	1	87	2	1
169	Zhou Zhou	1	4	5	7
169	Georg Ch Pflug	1	17	20	35
169	Rolf Poulsen	1	37	7	4
169	Ignacio Cascos	1	53	5	1
169	Hiroaki Hata	1	22	4	3
169	Zdzisław Brzeźniak	1	29	21	18
169	Erik Schlogl	1	59	6	1
169	Giorgia Callegaro	1	7	4	9
169	Tianyang Nie	1	17	1	2
169	Maria Elvira Mancino	1	186	3	1
169	Marina Di Giacinto	1	64	1	1
169	Alet Roux	1	2	3	7
169	Gianluca Fusai	1	74	7	5
169	Zbigniew Palmowski	1	8	19	20
169	Yichun Chi	1	25	5	5
169	Yoshio Miyahara	1	132	3	1
169	Jun Sekine	1	3	3	3
169	Cécile Mercadier	1	33	3	2
169	Patrick Beissner	1	7	1	4
169	Stéphane Crépey	1	32	5	7
169	Zhen-Yu Cui	1	0	12	34
169	Victoria Steblovskaya	1	8	2	1
169	Hoi Ying Wong	1	8	19	29
169	Carlo Sgarra	1	74	5	2
169	Francesca Biagini	1	11	7	9
169	Tim Siu Tang Leung	1	5	14	28
169	Emanuela Rosazza Gianin	1	106	5	3
169	Massimo Marinacci	1	3	14	28
169	Kenichiro Shiraya	1	11	2	4
169	Sebastian Jaimungal	1	13	8	12
169	Guiyuan	1	6	4	6
169	Andrzej S Nowak	1	7	14	20
169	Jorge M Ramirez	1	36	3	4
169	Mariana Khapko	1	218	2	1
169	Dan Pirjol	1	0	8	16
169	Takashi Kato	1	14	51	70
169	Mikko S Pakkanen	1	87	6	1
169	Stanislav Molchanov	1	9	6	7
169	Asger Lunde	1	87	10	9
169	Jakob Söhl	1	8	2	5
169	Ying Hu	1	19	15	19
169	Paolo Pigato	1	13	4	2
169	Roberto Reno	1	40	9	11
169	Jan Vecer	1	41	5	5
169	Pablo Koch-Medina	1	41	6	5
169	Martin Stephen Forde	1	0	2	5
169	Peter Carr	1	82	1	1
169	Sascha Desmettre	1	3	5	10
169	Liang Peng	1	124	20	1
169	Alessandro Gnoatto	1	55	5	1
169	Giorgio Ferrari	1	7	8	10
169	Valeria Bignozzi	1	52	3	4
169	Andreea Minca	1	9	6	12
169	Weidong Tian	1	5	3	8
169	Klaus Reiner Schenk-Hoppé	1	33	11	9
169	Pierre L'Ecuyer	1	107	27	15
169	Tiziano Vargiolu	1	11	6	8
169	Fabio Bellini	1	52	7	5
169	Huei-Wen Teng	1	17	2	2
169	Stefan Kindermann	1	4	9	21
169	Yves Rozenholc	1	13	4	18
169	Olivier Scaillet	1	49	12	15
169	Daniel Hernández-Hernández	1	96	9	2
169	Ilya Timofeyev	1	2	6	14
169	Shengchao Zhuang	1	15	4	7
169	Cristina Costantini	1	9	3	7
169	David Abrahams	1	74	12	10
169	Michail Anthropelos	1	18	2	1
169	Giacomo Scandolo	1	241	3	2
169	Robert V Kohn	1	12	10	15
169	Isao Shoji	1	8	5	9
169	Corina Constantinescu	1	36	6	3
169	Traian Pirvu	1	18	6	7
169	Martin Kulldorff	1	34	28	46
169	Gregoire Guillaume Marie Loeper	1	22	8	11
169	Jin Hyuk Choi	1	32	1	1
169	Ngoc-Minh Dang	1	19	1	2
169	Vinicius Viana Luiz Albani	1	3	4	11
169	Daniel C Schwarz	1	13	1	4
169	Fridrik Baldursson	1	94	4	1
169	Libo Li	1	3	3	10
169	Moris Simon Strub	1	9	2	4
169	Peter Spreij	1	6	15	22
169	Marcus C Christiansen	1	1	2	9
169	Ivan Guo	1	0	2	8
169	Tobias Fissler	1	1	3	5
169	Felix-Benedikt Liebrich	1	14	1	1
169	Stefan Klößner	1	2	3	14
169	Given Names Deactivated Family Name Deactivated	1	8	5	7
169	Desmond J Higham	1	58	14	12
169	Xuerong Mao	1	58	37	35
169	Yuliya Mishura	1	7	16	18
169	Çağın Ararat	1	3	1	4
169	Gianluca Cassese	1	1	6	13
169	Stephan Sturm	1	25	3	4
169	Walter Farkas	1	41	5	3
169	Kazutoshi Yamazaki	1	8	8	14
169	Lorenzo Torricelli	1	10	3	2
169	Chi Seng Pun	1	8	7	13
169	Chunhua	1	43	3	2
169	Nikolaos Kolliopoulos	1	3	1	2
169	Youssef Ae El-Khatib	1	52	4	2
169	Henryk Zähle	1	121	5	2
169	Gunther Leobacher	1	3	7	19
169	Alexandre F Roch	1	44	4	1
169	Mark S Joshi	1	3	15	25
169	Anna Jaśkiewicz	1	7	9	13
169	Knut Solna	1	38	4	5
169	Julio Daniel Backhoff Veraguas	1	34	7	3
169	Sören Christensen	1	10	8	8
169	Fabio Antonelli	1	39	1	2
169	Kian Guan Lim	1	2	1	10
169	Jie Yang	1	5	7	15
169	Ralf Korn	1	10	8	9
169	Asaf Cohen	1	2	5	10
169	Federico Severino	1	3	1	1
169	Qingshuo Song	1	5	6	9
169	Sergio Scarlatti	1	39	3	2
169	Michael A Dritschel	1	37	5	3
169	Antonis Papapantoleon	1	55	2	3
169	Jacek Jakubowski	1	43	5	3
169	Xiaolu Tan	1	1	2	5
169	Arnulf Jentzen	1	14	19	36
169	Henri F Pages	1	16	1	6
169	Charles-Albert Lehalle	1	31	6	6
169	Lars Peter Hansen	1	38	10	16
169	Nicole Bäuerle	1	33	17	12
169	Hyejin Ku	1	2	6	10
169	Marzia De Donno	1	48	3	2
169	Steven Vanduffel	1	39	13	13
169	Daniel Z Zanger	1	36	2	1
169	Bingyan Han	1	8	2	5
169	Jean-Dominique Deuschel	1	58	6	4
169	Rama CONT	1	117	7	5
169	Bart Taub	1	15	7	6
169	Pietro Siorpaes	1	10	2	4
169	Alessandra Cretarola	1	9	4	10
169	Takashi Kato	1	14	1	1
169	Markus Riedle	1	6	2	10
169	Donghan Kim	1	7	1	1
169	Wing Fung Chong	1	19	2	3
169	Jorge P Zubelli	1	3	15	40
169	R Tyrrell Rockafellar	1	429	14	6
169	Giovanni Gp Puccetti	1	114	8	7
169	Delia Coculescu	1	2	1	1
169	Yuh-Dauh Lyuu	1	17	11	8
169	Chen Zhou	1	33	2	4
169	Igor Evstigneev	1	33	14	9
169	Michel M Dacorogna	1	388	12	3
169	Thomas Kruse	1	7	4	10
169	Likuan Qin	1	1	1	4
169	Foivos Xanthos	1	30	1	2
169	Mogens Steffensen	1	54	12	3
169	Claudia Ceci	1	7	9	12
169	Pierre Blanc	1	45	1	1
169	Marc Oliver Rieger	1	26	13	18
169	Kristian Buchardt	1	8	3	4
169	Denny H Leung	1	30	12	2
169	Kristoffer Lindensjö	1	9	1	4
169	Christian Bender	1	52	3	1
169	Lukas Gonon	1	7	2	7
169	Kenneth H Karlsen	1	26	17	22
169	Tiantian Mao	1	16	6	6
169	Ivar Ekeland	1	67	5	5
169	Ulrich Rieder	1	33	8	9
169	Yi Shen	1	7	3	4
169	Ludovic Tangpi	1	17	3	6
169	Zhi Liu	1	5	6	13
169	Irene Klein	1	10	3	4
169	Beniamin Goldys	1	8	10	19
169	Alexey Kuznetsov	1	7	2	9
169	Xiang Yu	1	8	6	5
169	Yuri Kifer	1	178	10	1
169	Oleg Ye Kudryavtsev	1	69	3	1
169	Simone Scotti	1	43	3	1
169	Giulia Di Nunno	1	8	8	13
169	Rusudan Kevkhishvili	1	3	1	1
169	Marco Maggis	1	32	2	3
169	Lijun Bo	1	23	12	9
169	Raphael Douady	1	9	1	1
169	Gudmund Pammer	1	3	1	6
169	Lorenz Schneider	1	35	1	1
169	Mark Podolskij	1	40	14	12
169	Manuel Eder	1	34	1	1
169	Stefan Weber	1	7	5	21
169	Siguang Li	1	8	1	1
169	Anja Mühlemann	1	5	1	2
169	Cassio Neri	1	35	1	1
169	Jorge A León	1	176	8	1
169	Marcel Rindisbacher	1	34	2	5
169	Johan Tysk	1	5	6	15
169	Jun Cai	1	16	13	14
169	Mykhaylo Shkolnikov	1	11	5	7
169	Mark Broadie	1	164	10	10
169	Arash Fahim	1	14	1	2
169	Robert Azencott	1	2	4	16
169	Mattias Jonsson	1	47	10	10
169	Yves Achdou	1	0	13	32
169	Cecilia Mancini	1	40	4	6
169	Syoiti Ninomiya	1	50	4	2
169	Martin Huesmann	1	21	2	3
169	Vladimir V Piterbarg	1	274	1	1
169	Klaus Sandmann	1	18	5	4
169	Henrik Hult	1	17	5	9
169	Mario Hefter	1	14	2	3
169	Anthony Neuberger	1	12	4	9
169	Nicolas Merener	1	53	1	1
169	Albina Danilova	1	18	3	3
169	Oleg Kudryavtsev	1	69	2	1
169	Liuren Wu	1	82	10	12
169	Erik Ekström	1	5	8	16
169	John A D Appleby	1	6	2	9
169	Amir Dembo	1	58	10	9
169	Carl Chiarella	1	79	24	13
169	Jean-François Chassagneux	1	12	7	5
169	Tomasz Zastawniak	1	2	2	9
169	Lane P Hughston	1	27	9	10
169	Liao Wang	1	4	2	3
169	Abdelkarem Berkaoui	1	8	3	1
169	Levon Avanesyan	1	11	1	1
169	Sven Rady	1	41	4	5
169	Wolfgang Runggaldier	1	50	1	1
169	Ryoichi Suzuki	1	7	2	3
169	Julien Guyon	1	13	2	3
169	Søren Asmussen	1	205	21	9
169	Avner Friedman	1	24	40	44
169	Albert Altarovici	1	34	1	1
169	Christoph Schwab	1	7	28	45
169	Kim Christensen	1	40	3	5
169	Pauline Barrieu	1	234	2	1
169	Andrey Krishenik	1	9	1	1
169	Liming Feng	1	58	3	4

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