Finance and Stochastics
Key findings
- Finance and Stochastics published 0 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #223 of 239 journals.
- From Apr 2024 to Sep 2026, Finance and Stochastics published 70 papers (2 a month on average, by publication date in OpenAlex).
- Its most frequent keywords over that period were “option pricing” (12), “portfolio optimization” (6) and “stochastic volatility” (5).
- Its most-cited paper of the period is “Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models” (2025-02-26), with 12 citations.
The last 30 months
Apr 24Sep 26
| Apr 24–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 30 months |
|---|---|---|---|
| 15 | 27 | 28 | 70 |
| # | Keyword | Papers |
|---|---|---|
| 1 | option pricing | 12 |
| 2 | portfolio optimization | 6 |
| 3 | stochastic volatility | 5 |
| 4 | Hamilton-Jacobi-Bellman equation | 4 |
| 5 | optimal stopping | 4 |
| 6 | Barndorff-Nielsen and Shephard model | 3 |
| 7 | Lévy processes | 3 |
| 8 | Ornstein-Uhlenbeck process | 3 |
| 9 | conditional value at risk | 3 |
| 10 | distortion risk measures | 3 |
| # | Citations | Per month | Title | Journal | Published | Authors |
|---|---|---|---|---|---|---|
| 1 | 12 | 0.6 | Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models | Finance and Stochastics | 2025-02-26 | Christa Cuchiero, Francesca Primavera, Sara Svaluto‐Ferro |
| 2 | 11 | 1.5 | Reinforcement learning for continuous-time optimal execution: actor–critic algorithm and error analysis | Finance and Stochastics | 2026-03-10 | Boyu Wang, Xuefeng Gao, Lingfei Li |
| 3 | 7 | 0.4 | Efficient evaluation of expectations of functions of a Lévy process and its extremum | Finance and Stochastics | 2025-03-04 | Svetlana Boyarchenko, Sergei Zakharovich Levendorskii |
| 4 | 4 | 0.2 | Proper solutions for Epstein–Zin stochastic differential utility | Finance and Stochastics | 2025-06-11 | Martin Herdegen, David G. Hobson, Joseph Jerome |
| 5 | 4 | 0.2 | A framework of state-dependent utility optimisation with general benchmarks | Finance and Stochastics | 2025-03-20 | Zongxia Liang, Yang Liu, Litian Zhang |
| Date | Title | Journal | Authors | Affiliations |
|---|
Cite this page
Scholar4AI. (2026). Finance and Stochastics. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/journals/finance-and-stochastics
@misc{scholar4ai-journals-finance-and-stochastics,
author = {{Scholar4AI}},
title = {Finance and Stochastics},
year = {2026},
howpublished = {\url{https://scholar4ai.com/journals/finance-and-stochastics}},
urldate = {2026-10-26},
note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}