Jianfeng Zhang

Jianfeng Zhang

Department of Mathematics, University of Southern California
Verified email at usc.edu
Cited by 89420
Probability theory stochastic analysis mathematical finance
Zhang Kai

Zhang Kai

Professor of Finance, Shenzhen Univesity
Verified email at szu.edu.cn
Cited by 32468
computational finance financial engineering mathematical finance
Ioannis Karatzas

Ioannis Karatzas

Professor of Mathematics, Columbia University
Verified email at columbia.edu
Cited by 31167
Stochastic Analysis Optimization Mathematical Finance
Alain Bensoussan

Alain Bensoussan

University of Texas at Dallas and City University Hong Kong
Verified email at utdallas.edu
Cited by 24483
Stochastic Control Risk Management Operations Research Mathematical Finance
Dilip Madan

Dilip Madan

Robert H. Smith School of Business
Verified email at rhsmith.umd.edu
Cited by 22201
Mathematical Finance Finance
Peter Carr

Peter Carr

Department Chair, Finance and Risk Engineering, Tandon School, NYU
Verified email at nyu.edu
Cited by 19693
Financial Engineering Quantitative Finance Mathematical Finance Derivatives Volatility
Rama CONT

Rama CONT

University of Oxford
Verified email at math.cnrs.fr
Cited by 17536
Probability Stochastic Analysis Quantitative Finance Mathematical Finance Systemic Risk
Philip Protter

Philip Protter

Professor of Statistics, Columbia University
Verified email at columbia.edu
Cited by 17521
Stochastic Processes Mathematical Finance
Robert V. Kohn

Robert V. Kohn

Courant Institute of Mathematical Sciences, NYU
Verified email at cims.nyu.edu
Cited by 17066
Partial differential equations calculus of variations mathematical aspects of materials science mathematical finance
Halil Mete Soner

Halil Mete Soner

Department of Operations Research and Financial Engineering, Princeton University
Verified email at princeton.edu
Cited by 14430
Mathematical Finance Stochastic Optimal Control Nonlinear Partial Differential Equations Viscosity Solutions.
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