Finance and Stochastics

Papers
(The H4-Index of Finance and Stochastics is 9. 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 2020-11-01 to 2024-11-01.)
ArticleCitations
Reinforcement learning and stochastic optimisation15
Scenario-based risk evaluation15
Duality theory for robust utility maximisation12
Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes11
Additive logistic processes in option pricing11
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models11
Optimal consumption with reference to past spending maximum10
Markov decision processes with quasi-hyperbolic discounting10
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models10
Concavity, stochastic utility, and risk aversion9
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