Golden options in financial mathematics

Article Properties
Cite
Balbás, Alejandro, et al. “Golden Options in Financial Mathematics”. Mathematics and Financial Economics, vol. 13, no. 4, 2019, pp. 637-59, https://doi.org/10.1007/s11579-019-00240-2.
Balbás, A., Balbás, B., & Balbás, R. (2019). Golden options in financial mathematics. Mathematics and Financial Economics, 13(4), 637-659. https://doi.org/10.1007/s11579-019-00240-2
Balbás A, Balbás B, Balbás R. Golden options in financial mathematics. Mathematics and Financial Economics. 2019;13(4):637-59.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
Refrences
Title Journal Journal Categories Citations Publication Date
10.21314/J0R.2016.328 2016
10.1142/S2010139214500153 2014
Implied Binomial Trees

 The Journal of Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 744 1994
Differential equations connecting VaR and CVaR Journal of Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 10 2017
Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics Journal of Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 24 2016
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science9
Science: Mathematics7
Social Sciences: Finance5
Social Sciences: Commerce: Business5
Social Sciences: Statistics4
Science: Mathematics: Probabilities. Mathematical statistics2
Technology: Manufactures: Production management. Operations management2
Technology: Engineering (General). Civil engineering (General)2
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Social Sciences: Commerce: Business: Personnel management. Employment management1
Technology: Technology (General): Industrial engineering. Management engineering1
The category Social Sciences: Economic theory. Demography: Economics as a science 9 is the most frequently represented among the references in this article. It primarily includes studies from Mathematics and Financial Economics and Mathematical Finance. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Selling options to beat the market: Further empirical evidence Research in International Business and Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1 2024
Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints Applied Mathematical Finance 2024
Buy and Hold Golden Strategies in Financial Markets With Frictions and Depth Constraints SSRN Electronic Journal 2024
Risk transference constraints in optimal reinsurance Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2 2022
Actuarial pricing with financial methods Scandinavian Actuarial Journal
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Statistics
  • Social Sciences: Sociology (General)
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1 2022
Citations Analysis
Category Category Repetition
Science: Mathematics5
Technology: Engineering (General). Civil engineering (General)3
Social Sciences: Economic theory. Demography: Economics as a science3
Social Sciences: Commerce: Business3
Technology: Manufactures: Production management. Operations management2
Science: Mathematics: Probabilities. Mathematical statistics2
Social Sciences: Statistics2
Science: Science (General)1
Technology: Technology (General): Industrial engineering. Management engineering1
Social Sciences: Finance1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks1
Science: Mathematics: Instruments and machines1
Social Sciences: Sociology (General)1
The category Science: Mathematics 5 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Global Research Trends in Financial Transactions and was published in 2020. The most recent citation comes from a 2024 study titled Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints. This article reached its peak citation in 2022, with 4 citations. It has been cited in 10 different journals, 10% of which are open access. Among related journals, the Applied Mathematical Finance cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year