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Finance and Stochastics
›
top-authors
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most-cited
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lifetime
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%)
extended IF
760
all documents
32.8K
doc citations
131
(top 10%)
g
-index
Top Authors (by article citations)
#
Author
Articles
Citations
R ARank
R CRank
1
Alexander Schied
5
1,363
1
1
2
Michael Zabarankin
1
429
13
1
2
Stanislav Uryasev
1
429
21
3
2
R Tyrrell Rockafellar
1
429
14
6
6
Michel M Dacorogna
1
388
12
3
7
Murad S Taqqu
2
336
10
5
8
Umut Çetin
5
436
1
1
8
Robert A Jarrow
5
401
9
8
8
Philip E Protter
6
692
2
3
12
Vladimir V Piterbarg
1
274
1
1
13
Constantinos Kardaras
9
490
1
1
13
Ioannis Karatzas
7
707
2
4
15
Halil Mete Soner
7
496
2
4
16
Giacomo Scandolo
1
241
3
2
17
Pauline Barrieu
1
234
2
1
18
Yuri Kabanov
4
365
1
1
18
Tomas Björk
6
922
1
2
20
Mathias Beiglböck
4
288
1
1
21
Mariana Khapko
1
218
2
1
21
Agatha Murgoci
2
379
1
1
23
Søren Asmussen
1
205
21
9
24
Vadim Linetsky
6
396
2
3
25
Maria Elvira Mancino
1
186
3
1
26
Alexander M G Cox
4
317
1
1
27
Ernesto Mordecki
2
233
1
1
28
Yuri Kifer
1
178
10
1
29
Josep Vives
2
248
3
1
29
Elisa Alòs
4
264
1
2
29
Jorge A León
1
176
8
1
32
Jaksa Cvitanic
2
231
4
2
32
Walter Schachermayer
10
548
1
2
32
Paul Glasserman
6
423
1
2
32
Mark Broadie
1
164
10
10
36
Angelos Dassios
3
210
5
1
37
Damiano Brigo
3
252
4
2
37
Aurélien Alfonsi
2
181
2
2
39
Tommi Sottinen
2
198
3
1
40
Ruodu Wang
6
328
3
1
41
Yoshio Miyahara
1
132
3
1
42
Marek Rutkowski
4
158
4
1
43
Steven E Shreve
3
161
3
8
44
Darrell Duffie
2
182
12
16
44
Liang Peng
1
124
20
1
46
Henryk Zähle
1
121
5
2
47
Elyes Jouini
4
160
4
2
48
Ernst Eberlein
4
362
4
2
49
Dilip B Madan
4
257
9
10
50
Rama CONT
1
117
7
5
51
Giovanni Gp Puccetti
1
114
8
7
53
Dirk Becherer
3
216
1
1
54
Rüdiger Frey
4
230
2
2
55
Pierre L'Ecuyer
1
107
27
15
56
Huilin Zhang
1
106
4
6
56
Emanuela Rosazza Gianin
1
106
5
3
58
Antoon Pelsser
2
162
5
2
58
Masaaki Fukasawa
7
256
1
1
60
Martin Schweizer
6
306
2
4
61
Jan Obłój
6
211
1
1
62
Daniel Hernández-Hernández
1
96
9
2
62
Josef Teichmann
2
104
1
2
62
Martin Keller-Ressel
4
193
1
1
62
Christa Cuchiero
3
154
1
1
66
Robert J Elliott
3
194
15
10
67
Fridrik Baldursson
1
94
4
1
68
Michael Sørensen
1
90
11
8
68
Bernt Øksendal
2
148
9
4
68
Nicolas Privault
2
142
19
1
68
Monique Jeanblanc
4
132
2
2
72
Gregor Svindland
3
115
2
1
73
Mikkel Bennedsen
1
87
2
1
73
Mikko S Pakkanen
1
87
6
1
73
Asger Lunde
1
87
10
9
76
Andrea Gombani
1
86
4
1
77
Stanley R Pliska
2
134
3
5
78
Miklós Rásonyi
6
223
1
1
78
Marco Frittelli
5
200
2
3
80
Peter Carr
1
82
1
1
80
Stefan Gerhold
4
138
1
1
80
Roger Lee
4
211
1
1
80
Paolo Guasoni
12
261
2
2
80
Johannes Muhle-Karbe
10
239
1
1
80
Liuren Wu
1
82
10
12
86
Carl Chiarella
1
79
24
13
87
Mathieu Rosenbaum
1
77
7
6
88
Jostein Paulsen
3
113
4
6
89
Fred Espen Benth
6
166
6
3
90
Gianluca Fusai
1
74
7
5
90
Carlo Sgarra
1
74
5
2
90
David Abrahams
1
74
12
10
93
Luciano Campi
6
192
1
1
94
Martijn R Pistorius
2
140
5
3
95
Sergei Levendorskii
2
85
3
4
95
Oleg Ye Kudryavtsev
1
69
3
1
95
Oleg Kudryavtsev
1
69
2
1
98
Dylan Possamaï
3
88
3
1
98
Ivar Ekeland
1
67
5
5
98
Bruno Bouchard
7
173
2
4
101
Wolfgang Karl Härdle
1
66
21
25
102
Martin Larsson
2
70
3
3
102
Frank Riedel
3
85
4
8
104
Salvatore Federico
3
139
2
1
104
Marina Di Giacinto
1
64
1
1
104
Fausto Gozzi
3
87
3
3
107
Stefan Tappe
2
70
6
3
108
Claudia Klüppelberg
3
94
12
11
109
Denis V Belomestny
6
146
1
1
110
Stephane Villeneuve
4
123
1
4
111
Erik Schlogl
1
59
6
1
111
Emmanuel Gobet
3
62
1
5
113
Yaozhong Hu
1
58
7
3
113
Michael B Giles
2
70
11
21
113
Desmond J Higham
1
58
14
12
113
Xuerong Mao
1
58
37
35
113
Jean-Dominique Deuschel
1
58
6
4
113
Amir Dembo
1
58
10
9
113
Liming Feng
1
58
3
4
120
Rene Carmona
5
145
3
11
120
Sergey Nadtochiy
2
73
3
1
122
Martin Klimmek
2
97
1
1
122
David Hobson
6
178
1
2
122
Beatrice Acciaio
3
96
1
1
125
Alessandro Gnoatto
1
55
5
1
125
Antonis Papapantoleon
1
55
2
3
125
Claudio Fontana
4
109
1
1
125
Yan Dolinsky
5
100
2
2
129
Holger Kraft
3
107
3
2
129
Jose Manuel Corcuera
2
91
2
2
129
John Schoenmakers
4
105
2
1
129
David Nualart
2
91
13
11
129
Tahir Choulli
5
110
1
2
129
Mogens Steffensen
1
54
12
3
129
Peter Imkeller
2
68
4
7
136
Emmanuel Lepinette
5
80
1
1
136
Ignacio Cascos
1
53
5
1
136
Jean-Pierre Fouque
4
128
3
6
136
Ilya S Molchanov
3
62
5
5
136
Nicolas Merener
1
53
1
1
141
Thorsten Schmidt
2
68
6
6
141
Valeria Bignozzi
1
52
3
4
141
Fabio Bellini
1
52
7
5
141
Johanna F Ziegel
2
62
2
5
141
Youssef Ae El-Khatib
1
52
4
2
141
Christian Bender
1
52
3
1
141
Antoine Jacquier
3
59
5
4
141
Martin Forde
3
59
2
3
150
Christoph Kühn
2
53
2
2
150
Syoiti Ninomiya
1
50
4
2
150
Wolfgang Runggaldier
1
50
1
1
153
Olivier Scaillet
1
49
12
15
153
Oleksii Mostovyi
3
64
1
1
155
Marzia De Donno
1
48
3
2
156
Mattias Jonsson
1
47
10
10
157
Pierre Blanc
1
45
1
1
158
Alexandre F Roch
1
44
4
1
158
Johannes Ruf
3
77
1
1
158
Johannes Wissel
3
57
1
2
161
Chunhua
1
43
3
2
161
Yu-Jui Huang
3
53
3
3
161
Jacek Jakubowski
1
43
5
3
161
Ludger Rüschendorf
4
138
2
4
161
Simone Scotti
1
43
3
1
161
Jerzy Zabczyk
2
73
2
4
167
Jan Vecer
1
41
5
5
167
Pablo Koch-Medina
1
41
6
5
167
Cosimo Munari
3
72
3
1
167
Walter Farkas
1
41
5
3
167
Sven Rady
1
41
4
5
172
Roberto Reno
1
40
9
11
172
Mathias Vetter
2
44
5
7
172
Mark Podolskij
1
40
14
12
172
Cecilia Mancini
1
40
4
6
172
Kim Christensen
1
40
3
5
177
Sergio Pulido
1
39
2
1
177
Damir Filipović
2
50
1
2
177
Carole Bernard
2
39
10
15
177
Fabio Antonelli
1
39
1
2
177
Sergio Scarlatti
1
39
3
2
177
Steven Vanduffel
1
39
13
13
177
Damien Ackerer
2
50
1
1
184
Knut Solna
1
38
4
5
184
Lars Peter Hansen
1
38
10
16
184
Jose A Scheinkman
2
38
4
12
187
Rolf Poulsen
1
37
7
4
187
Michael A Dritschel
1
37
5
3
189
Jorge M Ramirez
1
36
3
4
189
Martin Herdegen
3
58
2
1
189
Corina Constantinescu
1
36
6
3
189
Daniel Z Zanger
1
36
2
1
189
Michael Mania
2
58
2
2
194
Lorenz Schneider
1
35
1
1
194
Cassio Neri
1
35
1
1
196
Gordan Žitković
6
81
1
2
196
Ali Gokhan Yucel
1
34
6
6
196
Vicky Henderson
3
49
3
7
196
Martin Kulldorff
1
34
28
46
196
Julio Daniel Backhoff Veraguas
1
34
7
3
196
Jerome B Detemple
2
39
6
14
196
Vladimir Vovk
2
36
7
11
196
Scott P Robertson
4
50
2
2
196
Manuel Eder
1
34
1
1
196
Marcel Rindisbacher
1
34
2
5
196
Daniel Bartl
4
74
1
1
196
Albert Altarovici
1
34
1
1
209
Laurens de Haan
1
33
9
9
209
Andrea Pascucci
3
65
4
5
209
Cécile Mercadier
1
33
3
2
209
Klaus Reiner Schenk-Hoppé
1
33
11
9
209
Harry Zheng
2
42
6
4
209
Zachary Feinstein
2
36
3
3
209
Nicole Bäuerle
1
33
17
12
209
Birgit Rudloff
2
34
4
9
209
Chen Zhou
1
33
2
4
209
Igor Evstigneev
1
33
14
9
209
Ulrich Rieder
1
33
8
9
220
Stéphane Crépey
1
32
5
7
220
Lingfei Li
2
55
1
4
220
Matteo Burzoni
2
34
1
1
220
Jin Hyuk Choi
1
32
1
1
220
Kasper Larsen
7
74
1
1
220
Marco Maggis
1
32
2
3
226
Charles-Albert Lehalle
1
31
6
6
226
Eyal Neuman
2
44
1
1
228
Foivos Xanthos
1
30
1
2
228
Denny H Leung
1
30
12
2
228
L C G Rogers
2
33
6
15
231
Kathrin Glau
2
42
1
1
231
Zdzisław Brzeźniak
1
29
21
18
231
Erhan Bayraktar
5
73
11
11
231
Jun Deng
3
54
1
1
231
Virginia R Young
2
51
7
9
236
Thilo Meyer-Brandis
2
39
4
6
237
Ashkan Nikeghbali
2
33
2
8
237
Lane P Hughston
1
27
9
10
239
Matthew Lorig
1
26
8
5
239
Sabrina Mulinacci
2
34
1
2
239
Marc Oliver Rieger
1
26
13
18
239
Kenneth H Karlsen
1
26
17
22
239
Hao Xing
3
50
1
1
244
Yichun Chi
1
25
5
5
244
John Armstrong
2
28
3
6
244
Stephan Sturm
1
25
3
4
244
Teemu Pennanen
3
47
3
5
244
Maxim Bichuch
2
44
3
3
249
Marcel Nutz
4
61
4
7
249
Avner Friedman
1
24
40
44
251
Jan-Henrik Steg
1
23
3
2
251
Claude Martini
1
23
4
5
251
Holger Dette
1
23
34
26
251
Dmitry Kramkov
2
45
3
3
251
Lijun Bo
1
23
12
9
251
Mihail Zervos
2
36
3
7
257
Hiroaki Hata
1
22
4
3
257
Gregoire Guillaume Marie Loeper
1
22
8
11
257
Clotilde Napp
2
37
5
10
260
Marc Chesney
1
21
5
11
260
Jianming Xia
1
21
2
3
260
David J Prömel
2
38
2
1
260
Uwe Schmock
2
37
2
2
260
Nicolas Perkowski
2
35
1
4
260
Martin Huesmann
1
21
2
3
266
Yu-Ting Chen
1
19
5
4
266
Ying Hu
1
19
15
19
266
Thaleia Zariphopoulou
2
38
3
5
266
Ngoc-Minh Dang
1
19
1
2
266
Gechun Liang
2
31
2
2
266
Wing Fung Chong
1
19
2
3
266
Paul Krühner
3
22
1
1
273
Kwok Chuen Wong
1
18
2
2
273
Michail Anthropelos
1
18
2
1
273
Sheung Chi Phillip Yam
2
24
1
8
273
Traian Pirvu
1
18
6
7
273
Alain Bensoussan
2
24
14
20
273
Stefano Pagliarani
2
29
2
7
273
Klaus Sandmann
1
18
5
4
273
Albina Danilova
1
18
3
3
281
Georg Ch Pflug
1
17
20
35
281
Tianyang Nie
1
17
1
2
281
Michael Kupper
3
40
1
7
281
Filip Lindskog
2
26
2
10
281
Huei-Wen Teng
1
17
2
2
281
Anna Aksamit
2
25
1
2
281
Benjamin Hambly
2
20
3
11
281
Yuh-Dauh Lyuu
1
17
11
8
281
Ludovic Tangpi
1
17
3
6
281
Henrik Hult
1
17
5
9
291
Tiziano De Angelis
3
25
3
6
291
Henri F Pages
1
16
1
6
291
Tiantian Mao
1
16
6
6
291
Jun Cai
1
16
13
14
291
Aleksandar Mijatovic
4
34
1
7
296
Fabrice Baudoin
1
15
21
17
296
Zuo Quan Xu
1
15
12
11
296
Xun Yu Zhou
2
24
3
5
296
Shengchao Zhuang
1
15
4
7
296
Bart Taub
1
15
7
6
301
Paul Gassiat
1
14
4
5
301
Agostino Capponi
2
25
6
8
301
Takashi Kato
1
14
51
70
301
Felix-Benedikt Liebrich
1
14
1
1
301
José E Figueroa-López
3
40
1
2
301
Kim Weston
2
18
1
2
301
Arnulf Jentzen
1
14
19
36
301
Takashi Kato
1
14
1
1
301
Eckhard Platen
2
20
17
33
301
Arash Fahim
1
14
1
2
301
Mario Hefter
1
14
2
3
313
Fabienne Comte
1
13
24
27
313
Sebastian Jaimungal
1
13
8
12
313
Paolo Pigato
1
13
4
2
313
Yves Rozenholc
1
13
4
18
313
Daniel C Schwarz
1
13
1
4
313
Semyon Malamud
2
18
4
8
313
Julien Guyon
1
13
2
3
320
Ariel Neufeld
2
23
1
7
320
Tomasz R Bielecki
1
12
5
11
320
Robert V Kohn
1
12
10
15
320
Anthony Neuberger
1
12
4
9
320
Jean-François Chassagneux
1
12
7
5
325
Francesca Biagini
1
11
7
9
325
Kenichiro Shiraya
1
11
2
4
325
Tiziano Vargiolu
1
11
6
8
325
Mykhaylo Shkolnikov
1
11
5
7
325
Levon Avanesyan
1
11
1
1
330
Lorenzo Torricelli
1
10
3
2
330
Sören Christensen
1
10
8
8
330
Ralf Korn
1
10
8
9
330
Pietro Siorpaes
1
10
2
4
330
Sebastian Herrmann
2
16
1
1
330
Irene Klein
1
10
3
4
330
Christoph Belak
2
15
1
2
337
Hampus Engsner
1
9
1
2
337
Marco Papi
1
9
4
5
337
Ulrich Horst
2
14
7
14
337
Stanislav Molchanov
1
9
6
7
337
Andreea Minca
1
9
6
12
337
Dmitry B Rokhlin
2
16
3
3
337
Cristina Costantini
1
9
3
7
337
Moris Simon Strub
1
9
2
4
337
Alessandra Cretarola
1
9
4
10
337
Kristoffer Lindensjö
1
9
1
4
337
Peter Tankov
2
12
5
16
337
Raphael Douady
1
9
1
1
337
Andrey Krishenik
1
9
1
1
350
Xiang Yu
1
8
18
49
350
Leonid Dolinskyi
1
8
1
1
350
Saul D Jacka
1
8
10
11
350
Zbigniew Palmowski
1
8
19
20
350
Victoria Steblovskaya
1
8
2
1
350
Hoi Ying Wong
1
8
19
29
350
Jakob Söhl
1
8
2
5
350
Isao Shoji
1
8
5
9
350
Given Names Deactivated Family Name Deactivated
1
8
5
7
350
Kazutoshi Yamazaki
1
8
8
14
350
Chi Seng Pun
1
8
7
13
350
Christian Furrer
2
10
1
1
350
Bingyan Han
1
8
2
5
350
Gu Wang
2
9
1
1
350
Kristian Buchardt
1
8
3
4
350
Beniamin Goldys
1
8
10
19
350
Xiang Yu
1
8
6
5
350
Giulia Di Nunno
1
8
8
13
350
Siguang Li
1
8
1
1
350
Abdelkarem Berkaoui
1
8
3
1
370
Alex S L Tse
1
7
3
3
370
Giorgia Callegaro
1
7
4
9
370
Patrick Beissner
1
7
1
4
370
Andrzej S Nowak
1
7
14
20
370
Giorgio Ferrari
1
7
8
10
370
Yuliya Mishura
1
7
16
18
370
Anna Jaśkiewicz
1
7
9
13
370
Donghan Kim
1
7
1
1
370
Thomas Kruse
1
7
4
10
370
Claudia Ceci
1
7
9
12
370
Lukas Gonon
1
7
2
7
370
Yi Shen
1
7
3
4
370
Alexey Kuznetsov
1
7
2
9
370
Stefan Weber
1
7
5
21
370
Ryoichi Suzuki
1
7
2
3
370
Christoph Schwab
1
7
28
45
386
Chi Chung Siu
1
6
1
5
386
Johannes M Schumacher
1
6
3
4
386
Michel Mandjes
1
6
22
25
386
Guiyuan
1
6
4
6
386
Peter Spreij
1
6
15
22
386
Markus Riedle
1
6
2
10
386
John A D Appleby
1
6
2
9
386
Ari-Pekka Perkkiö
2
9
1
2
394
Jie Xiong
1
5
29
46
394
Tim Siu Tang Leung
1
5
14
28
394
Weidong Tian
1
5
3
8
394
Jie Yang
1
5
7
15
394
Qingshuo Song
1
5
6
9
394
Zhi Liu
1
5
6
13
394
Anja Mühlemann
1
5
1
2
394
Johan Tysk
1
5
6
15
394
Erik Ekström
1
5
8
16
403
Zhou Zhou
1
4
5
7
403
Stefan Kindermann
1
4
9
21
403
Liao Wang
1
4
2
3
406
Jun Sekine
1
3
3
3
406
Massimo Marinacci
1
3
14
28
406
Xavier Warin
2
6
3
16
406
Sascha Desmettre
1
3
5
10
406
Vinicius Viana Luiz Albani
1
3
4
11
406
Libo Li
1
3
3
10
406
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1
3
1
4
406
Nikolaos Kolliopoulos
1
3
1
2
406
Gunther Leobacher
1
3
7
19
406
Mark S Joshi
1
3
15
25
406
Federico Severino
1
3
1
1
406
Jorge P Zubelli
1
3
15
40
406
Rusudan Kevkhishvili
1
3
1
1
406
Gudmund Pammer
1
3
1
6
420
Andrea Cosso
1
2
5
14
420
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1
2
3
7
420
Ilya Timofeyev
1
2
6
14
420
Stefan Klößner
1
2
3
14
420
Kian Guan Lim
1
2
1
10
420
Asaf Cohen
1
2
5
10
420
Hyejin Ku
1
2
6
10
420
Delia Coculescu
1
2
1
1
420
Robert Azencott
1
2
4
16
420
Tomasz Zastawniak
1
2
2
9
430
Marcus C Christiansen
1
1
2
9
430
Tobias Fissler
1
1
3
5
430
Gianluca Cassese
1
1
6
13
430
Xiaolu Tan
1
1
2
5
430
Likuan Qin
1
1
1
4
435
Lingjiong Zhu
1
0
4
15
435
Zhen-Yu Cui
1
0
12
34
435
Dan Pirjol
1
0
8
16
435
Martin Stephen Forde
1
0
2
5
435
Ivan Guo
1
0
2
8
435
Yves Achdou
1
0
13
32
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