Papers
(The TQCC of Finance and Stochastics is 4. 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 2020-02-01 to 2024-02-01.)
A continuous-time asset market game with short-lived assets | 4 |
Asset prices in segmented and integrated markets | 4 |
Risk arbitrage and hedging to acceptability under transaction costs | 4 |