ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES

Article Properties
  • Language
    English
  • DOI (url)
    10.1111/mafi.12110
  • Publication Date
    2015/09/30
  • Journal
    Mathematical Finance
  • Indian UGC (journal)
  • Refrences
    46
  • Citations
    48
  • Sara Biagini Department of Economics and Management University of Pisa
  • Bruno Bouchard CEREMADE Université Paris Dauphine and CREST‐ENSAE
  • Constantinos Kardaras Department of Statistics London School of Economics and Political Science
  • Marcel Nutz Departments of Statistics and Mathematics Columbia University New York
Abstract
Cite
Biagini, Sara, et al. “ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES”. Mathematical Finance, vol. 27, no. 4, 2015, pp. 963-87, https://doi.org/10.1111/mafi.12110.
Biagini, S., Bouchard, B., Kardaras, C., & Nutz, M. (2015). ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES. Mathematical Finance, 27(4), 963-987. https://doi.org/10.1111/mafi.12110
Biagini, Sara, Bruno Bouchard, Constantinos Kardaras, and Marcel Nutz. “ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES”. Mathematical Finance 27, no. 4 (2015): 963-87. https://doi.org/10.1111/mafi.12110.
Biagini S, Bouchard B, Kardaras C, Nutz M. ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES. Mathematical Finance. 2015;27(4):963-87.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
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The Cox-Ingersoll-Ross process under volatility uncertainty Journal of Mathematical Analysis and Applications
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 Mathematical Finance
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Citations Analysis
Category Category Repetition
Science: Mathematics34
Science: Mathematics: Probabilities. Mathematical statistics21
Social Sciences: Finance17
Social Sciences: Commerce: Business16
Social Sciences: Economic theory. Demography: Economics as a science16
Social Sciences: Statistics15
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods7
Technology: Manufactures: Production management. Operations management4
Technology: Engineering (General). Civil engineering (General)4
Technology: Mechanical engineering and machinery2
Social Sciences: Commerce: Business: Personnel management. Employment management1
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics1
Social Sciences: Finance: Insurance1
The category Science: Mathematics 34 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Quantile Hedging in a Semi-Static Market with Model Uncertainty and was published in 2014. The most recent citation comes from a 2024 study titled The Cox-Ingersoll-Ross process under volatility uncertainty. This article reached its peak citation in 2017, with 8 citations. It has been cited in 24 different journals, 4% of which are open access. Among related journals, the Finance and Stochastics cited this research the most, with 6 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year