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Stochastic processes and financial applications

TopicLeading institutions, researchers & key papers

Stochastic processes and financial applications is a topic indexed in ScholarIQ from OpenAlex.

What is known about Stochastic processes and financial applications?

ScholarIQrecord summary

This cluster of papers focuses on the theory and applications of option pricing models, including topics such as stochastic calculus, jump diffusion, volatility modeling, mean field games, term structure models, risk premia, Monte Carlo simulation, and market microstructure noise in the context of financial economics.

How many works does Stochastic processes and financial applications have?

ScholarIQindexed works

Stochastic processes and financial applications has 121,470 works in the ScholarIQ index. The count is the OpenAlex total, not the number of papers listed on this page.

How many citations does Stochastic processes and financial applications have?

ScholarIQcitation count

Stochastic processes and financial applications has 1,554,103 citations in the OpenAlex counts ScholarIQ stores.

What is the OpenAlex record for Stochastic processes and financial applications?

ScholarIQopenalex

The OpenAlex for Stochastic processes and financial applications is on the source record.

Who are the most-cited researchers behind Stochastic processes and financial applications?

ScholarIQtop researchers by citations
1
Eugene F. Fama · Financial Markets and Investment Strategies
240 works260,639 citations
2
Andrei Shleifer · Corporate Finance and Governance
523 works232,732 citations
3
H. Eugene Stanley · Theoretical and Computational Physics
1,960 works197,208 citations
4
Robert F. Engle · Financial Risk and Volatility Modeling
478 works138,169 citations
5
Kenneth R. French · Financial Markets and Investment Strategies
135 works132,538 citations

Where is Stochastic processes and financial applications research published, and who funds it?

ScholarIQvenues & funding sources

TOP JOURNALS

No journal data available yet.

TOP FUNDERS

National Science Foundation—
NIH—
Wellcome Trust—
European Research Council—
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