OOIR: Observatory of International Research

Papers

(The TQCC of Mathematical Finance is 6. 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.)

Article	Citations
Partial Information in a Mean‐Variance Portfolio Selection Game	181
Hedging of Fixing Exposure	48
Quantum Monte Carlo Algorithm for Option Pricing and Its Complexity Analysis	36
Do investors gain by selling the tails of return distributions?	35
Long‐term risk with stochastic interest rates	35
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions	34
Issue Information	30
	24
The Optimal Mean–Variance Selling Problem With Finite Horizon	22
Relative Arbitrage Opportunities With Interactions Among N Investors	22
Joint calibration to SPX and VIX options with signature‐based models	19
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules	18
A Leland model for delta hedging in central risk books	18
Recent advances in reinforcement learning in finance	15
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies	15
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations	14
Robust distortion risk measures	13
Spanning Multi‐Asset Payoffs With ReLUs	13
Instability and Efficiency of Non‐Cooperative Games	13
Correction to “Neural Optimal Stopping Boundary”	11
Mean–variance hedging of contingent claims with random maturity	11
Learning equilibrium mean‐variance strategy	11
The ESG Rating Game: Deviation, Disagreement, and Greenwashing	11
Risk concentration and the mean‐expected shortfall criterion	11
Elicitability and Identifiability of Tail Risk Measures	11

Issue Information	10
Issue Information	9
Trading under the proof‐of‐stake protocol – A continuous‐time control approach	9
	9
	9
Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?	8
Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics	8
Issue Information	8
Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes	8
Noncausal affine processes with applications to derivative pricing	7
Issue Information	7
Algorithmic market making in dealer markets with hedging and market impact	7
Deep empirical risk minimization in finance: Looking into the future	7
Optimal Liquidation With Signals: The General Propagator Case	7
Never, Ever Getting Started: On Prospect Theory Without Commitment	7
Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling	6
Improving reinforcement learning algorithms: Towards optimal learning rate policies	6
Optimal investment with correlated stochastic volatility factors	6
Clustering heterogeneous financial networks	6
	6
Preference robust distortion risk measure and its application	6
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models	6