Finance and Stochastics

Papers
(The H4-Index of Finance and Stochastics is 11. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-08-01 to 2026-08-01.)
ArticleCitations
Risk-constrained portfolio choice under rank-dependent utility22
Speeding up the Euler scheme for killed diffusions20
Risk sharing under heterogeneous beliefs without convexity16
Martingale Schrödinger bridges and optimal semistatic portfolios15
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations14
Optimal reinsurance via BSDEs in a partially observable model with jump clusters14
Robust utility maximisation with intractable claims12
Nash equilibrium between brokers and traders12
Deep neural network expressivity for optimal stopping problems12
Optimal dividends under a drawdown constraint and a curious square-root rule11
The law of one price in quadratic hedging and mean–variance portfolio selection11
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