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Finance and Stochastics

IF1.4
Papers17
Citations
Journal Papers 17
Publication Date
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Lifetime portfolio and consumption choice with defined contribution plans
deleteFinance and Stochastics
IF1.4
delete2026-07-01
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PREAI
deleteDai, Min; Qian, Shuaijie; Qin, Ling; Xu, Jing
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Reinforcement learning for continuous-time optimal execution: actor-critic algorithm and error analysis
deleteFinance and Stochastics
IF1.4
delete2026-03-01
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PREAI
deleteWang, Boyu; Gao, Xuefeng; Li, Lingfei
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Obituary: Dieter Sondermann (1937-2026)
deleteFinance and Stochastics
IF1.4
delete2026-03-01
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PREAI
deleteSchweizer, M.
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Vulnerable European and American options in a hazard-process model
deleteFinance and Stochastics
IF1.4
delete2026-03-01
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PREAI
deleteLi, Libo; Liu, Ruyi; Rutkowski, Marek
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Calibration of local volatility models with stochastic interest rates using optimal transport
deleteFinance and Stochastics
IF1.4
delete2026-02-01
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deleteOAAI
deleteJoseph, Benjamin; Loeper, Gregoire; Obloj, Jan
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Monotonic mean-deviation risk measures
deleteFinance and Stochastics
IF1.4
delete2026-02-01
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PREAI
deleteHan, Xia; Wang, Ruodu; Wu, Qinyu
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Coherent risk measures and uniform integrability
deleteFinance and Stochastics
IF1.4
delete2026-02-01
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PREAI
deleteHuang, Muqiao; Wang, Ruodu
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Understanding the worst-kept secret of high-frequency trading
deleteFinance and Stochastics
IF1.4
delete2026-01-01
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deletePulido, Sergio; Rosenbaum, Mathieu; Sfendourakis, Emmanouil
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Sandwiched Volterra volatility model: Markovian approximations and hedging
deleteFinance and Stochastics
IF1.4
delete2025-12-01
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deleteDi Nunno, Giulia; Yurchenko-Tytarenko, Anton
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Collective arbitrage and the value of cooperation
deleteFinance and Stochastics
IF1.4
delete2025-11-01
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PREAI
deleteBiagini, Francesca; Doldi, Alessandro; Fouque, Jean-Pierre; Frittelli, Marco; Meyer-Brandis, Thilo
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Approximations of semi-Markov processes and insurance policy valuation
deleteFinance and Stochastics
IF1.4
delete2025-10-01
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PREAI
deleteBladt, Martin; Minca, Andreea; Peralta, Oscar
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Time-inconsistent mean-field stopping problems: a regularised equilibrium approach
deleteFinance and Stochastics
IF1.4
delete2025-10-01
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PREAI
deleteYu, Xiang; Yuan, Fengyi
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Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions
deleteFinance and Stochastics
IF1.4
delete2025-10-01
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PREAI
deleteAntipov, Viktor; Kabanov, Yuri
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Bipolar theorems for sets of nonnegative random variables
deleteFinance and Stochastics
IF1.4
delete2025-10-01
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PREAI
deleteLangner, Johannes; Svindland, Gregor
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Graphon mean-field backward stochastic differential equations with jumps and associated dynamic risk measures
deleteFINANCE AND STOCHASTICS
IF0
delete2025-09-01
delete1
PREAI
deleteAmini, Hamed; Cao, Zhongyuan; Sulem, Agnes
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Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal
deleteFINANCE AND STOCHASTICS
IF0
delete2025-09-01
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deleteOAAI
deleteAlvarez, Guillermo A.; Nadtochiy, Sergey
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Gamma hedging and rough paths
deleteFINANCE AND STOCHASTICS
IF0
delete2025-09-01
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deleteOAAI
deleteArmstrong, John; Ionescu, Andrei
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