Finance and Stochastics

Papers
(The H4-Index of Finance and Stochastics is 10. 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 2021-11-01 to 2025-11-01.)
ArticleCitations
Risk-constrained portfolio choice under rank-dependent utility24
Martingale Schrödinger bridges and optimal semistatic portfolios22
Speeding up the Euler scheme for killed diffusions16
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations15
Risk sharing under heterogeneous beliefs without convexity11
Fast and slow optimal trading with exogenous information10
Deep neural network expressivity for optimal stopping problems10
Improved robust price bounds for multi-asset derivatives under market-implied dependence information10
Optimal reinsurance via BSDEs in a partially observable model with jump clusters10
Robust utility maximisation with intractable claims10
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