Class information for:
Level 1: FINANCE AND STOCHASTICS//INCOMPLETE MARKETS//FUNDAMENTAL THEOREM OF ASSET PRICING

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
6857 1435 22.9 39%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
755 2             BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//OPTION PRICING//REAL OPTIONS 12405
6857 1                   FINANCE AND STOCHASTICS//INCOMPLETE MARKETS//FUNDAMENTAL THEOREM OF ASSET PRICING 1435

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 FINANCE AND STOCHASTICS journal 782505 9% 30% 124
2 INCOMPLETE MARKETS authKW 708580 10% 24% 139
3 FUNDAMENTAL THEOREM OF ASSET PRICING authKW 674210 3% 81% 39
4 UTILITY MAXIMIZATION authKW 645668 7% 31% 97
5 TRANSACTION COSTS authKW 575907 12% 16% 174
6 MARTINGALE MEASURE authKW 527082 3% 52% 48
7 MATHEMATICAL FINANCE journal 521325 8% 21% 116
8 ENLARGEMENT OF FILTRATION authKW 510632 3% 67% 36
9 EQUIVALENT MARTINGALE MEASURE authKW 503728 3% 58% 41
10 MINIMAL MARTINGALE MEASURE authKW 408173 2% 71% 27

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Social Sciences, Mathematical Methods 78383 29% 1% 415
2 Business, Finance 57837 30% 1% 429
3 Statistics & Probability 42656 42% 0% 602
4 Mathematics, Interdisciplinary Applications 25363 30% 0% 434
5 Economics 6647 24% 0% 340
6 Mathematics, Applied 4362 23% 0% 325
7 Operations Research & Management Science 2070 9% 0% 129
8 Mathematics 776 11% 0% 164
9 Automation & Control Systems 400 4% 0% 55
10 Computer Science, Cybernetics 37 1% 0% 8

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 INT QUANTITAT FINANCE 57913 0% 39% 7
2 CEREMADE 47409 4% 4% 53
3 TOYOHIRA WARD 42555 0% 100% 2
4 FIME FINANCE MARCHES ENERGIE 28368 0% 67% 2
5 CHAIR MATH FINANCE 28364 0% 33% 4
6 FRANKFURT MATHFINANCE 27353 0% 43% 3
7 UNIT FINANCIAL ACTUARIAL MATH 27353 0% 43% 3
8 ABT RISIKOCONTROLLING 21277 0% 100% 1
9 ABT ZAHLENTHER IE WAHR EINLICHKEITSTHEORIE 21277 0% 100% 1
10 ADAD MATH SYST SCI 21277 0% 100% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 FINANCE AND STOCHASTICS 782505 9% 30% 124
2 MATHEMATICAL FINANCE 521325 8% 21% 116
3 SIAM JOURNAL ON FINANCIAL MATHEMATICS 143578 3% 17% 40
4 ANNALS OF APPLIED PROBABILITY 87142 5% 5% 78
5 QUANTITATIVE FINANCE 46302 4% 4% 53
6 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 40097 6% 2% 80
7 MATHEMATICS AND FINANCIAL ECONOMICS 38279 1% 15% 12
8 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 31456 1% 9% 16
9 MATHEMATICAL METHODS OF OPERATIONS RESEARCH 30257 3% 4% 38
10 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS 23653 1% 7% 16

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 INCOMPLETE MARKETS 708580 10% 24% 139 Search INCOMPLETE+MARKETS Search INCOMPLETE+MARKETS
2 FUNDAMENTAL THEOREM OF ASSET PRICING 674210 3% 81% 39 Search FUNDAMENTAL+THEOREM+OF+ASSET+PRICING Search FUNDAMENTAL+THEOREM+OF+ASSET+PRICING
3 UTILITY MAXIMIZATION 645668 7% 31% 97 Search UTILITY+MAXIMIZATION Search UTILITY+MAXIMIZATION
4 TRANSACTION COSTS 575907 12% 16% 174 Search TRANSACTION+COSTS Search TRANSACTION+COSTS
5 MARTINGALE MEASURE 527082 3% 52% 48 Search MARTINGALE+MEASURE Search MARTINGALE+MEASURE
6 ENLARGEMENT OF FILTRATION 510632 3% 67% 36 Search ENLARGEMENT+OF+FILTRATION Search ENLARGEMENT+OF+FILTRATION
7 EQUIVALENT MARTINGALE MEASURE 503728 3% 58% 41 Search EQUIVALENT+MARTINGALE+MEASURE Search EQUIVALENT+MARTINGALE+MEASURE
8 MINIMAL MARTINGALE MEASURE 408173 2% 71% 27 Search MINIMAL+MARTINGALE+MEASURE Search MINIMAL+MARTINGALE+MEASURE
9 ARBITRAGE 335074 5% 22% 71 Search ARBITRAGE Search ARBITRAGE
10 SUPER REPLICATION 316607 2% 60% 25 Search SUPER+REPLICATION Search SUPER+REPLICATION

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 XING, H , (2017) STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES.MATHEMATICAL FINANCE. VOL. 27. ISSUE 1. P. 38 -67 23 96% 1
2 IMKELLER, P , PERKOWSKI, N , (2015) THE EXISTENCE OF DOMINATING LOCAL MARTINGALE MEASURES.FINANCE AND STOCHASTICS. VOL. 19. ISSUE 4. P. 685 -717 29 100% 1
3 BOUCHARD, B , MOREAU, L , SONER, HM , (2016) HEDGING UNDER AN EXPECTED LOSS CONSTRAINT WITH SMALL TRANSACTION COSTS.SIAM JOURNAL ON FINANCIAL MATHEMATICS. VOL. 7. ISSUE 1. P. 508 -551 28 90% 0
4 PENNANEN, T , (2014) CONVEX DUALITY IN OPTIMAL INVESTMENT UNDER ILLIQUIDITY.MATHEMATICAL PROGRAMMING. VOL. 148. ISSUE 1-2. P. 279 -295 25 100% 0
5 CHAU, HN , TANKOV, P , (2015) MARKET MODELS WITH OPTIMAL ARBITRAGE.SIAM JOURNAL ON FINANCIAL MATHEMATICS. VOL. 6. ISSUE 1. P. 66 -85 23 100% 1
6 PERKOWSKI, N , RUF, J , (2015) SUPERMARTINGALES AS RADON-NIKODYM DENSITIES AND RELATED MEASURE EXTENSIONS.ANNALS OF PROBABILITY. VOL. 43. ISSUE 6. P. 3133 -3176 21 100% 1
7 CHOULLI, T , DENG, J , MA, JF , (2015) HOW NON-ARBITRAGE, VIABILITY AND NUM,RAIRE PORTFOLIO ARE RELATED.FINANCE AND STOCHASTICS. VOL. 19. ISSUE 4. P. 719 -741 22 96% 0
8 WESTRAY, N , ZHENG, H , (2015) CONSTRAINED NONSMOOTH UTILITY MAXIMIZATION ON THE POSITIVE REAL LINE.MATHEMATICAL CONTROL AND RELATED FIELDS. VOL. 5. ISSUE 3. P. 679 -695 21 100% 0
9 BIELECKI, TR , CIALENCO, I , RODRIGUEZ, R , (2015) NO-ARBITRAGE PRICING FOR DIVIDEND-PAYING SECURITIES IN DISCRETE-TIME MARKETS WITH TRANSACTION COSTS.MATHEMATICAL FINANCE. VOL. 25. ISSUE 4. P. 673 -701 21 100% 0
10 PENNANEN, T , (2014) OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION IN ILLIQUID MARKETS.FINANCE AND STOCHASTICS. VOL. 18. ISSUE 4. P. 733 -754 23 92% 1

Classes with closest relation at Level 1


Rank Class id link
1 7755 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//INSURANCE MATHEMATICS & ECONOMICS
2 5588 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//G EXPECTATION
3 22169 SKOROKHOD EMBEDDING PROBLEM//MAXIMUM PROCESS//SKOROKHOD EMBEDDING
4 9121 COHERENT RISK MEASURES//RISK MEASURES//OPTIMAL REINSURANCE
5 19552 SINGULAR STOCHASTIC CONTROL//PAIRS TRADING//OPTIMAL STOPPING
6 1907 OPTION PRICING//IMPLIED VOLATILITY//STOCHASTIC VOLATILITY
7 7689 AMERICAN OPTIONS//OPTION PRICING//BLACK SCHOLES EQUATION
8 28243 CAPITAL GAINS TAXATION//LOCK IN EFFECT//CAPITAL GAIN TAXATION
9 34242 FINITELY ADDITIVE INTEGRATION//SEPARABLE PROBABILITY MEASURE//SKOROHOD REPRESENTATION THEOREM
10 21686 SKEW BROWNIAN MOTION//SCENERY RECONSTRUCTION//STOCHASTIC FLOWS OF KERNELS

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