Stochastic processes and financial applications

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.

Journals publishing in this area

1

The Journal of Finance

ISSN 0022-1082589 articles in this topic

658h-index

10.71Impact

16.1KArticles

1.9MCitations

2

Journal of Banking & Finance

ISSN 0378-4266582 articles in this topic

304h-index

3.84Impact

7.5KArticles

502.8KCitations

3

Journal of Econometrics

ISSN 0304-4076430 articles in this topic

329h-index

2.51Impact

6.4KArticles

679.8KCitations

4

Journal of Financial Economics

ISSN 0304-405X319 articles in this topic

545h-index

8.91Impact

4.8KArticles

1.3MCitations

5

Review of Financial Studies

ISSN 0893-9454255 articles in this topic

390h-index

9.41Impact

3.3KArticles

602.1KCitations

6

Annals of Statistics

The Annals of Statistics

ISSN 0090-5364237 articles in this topic

318h-index

2.58Impact

6.3KArticles

624.7KCitations

7

Econometrica

ISSN 0012-9682145 articles in this topic

528h-index

6.11Impact

7.3KArticles

1.6MCitations