Leaderboards/Stochastic processes and financial applications

Stochastic processes and financial applications

Last updated July 7, 2026

Rising Stars

New and hot

Rising Stars Researchers

1
Nicholas Barberis
National Bureau of Economic Research
2
Mao Fabrice Djete
École Polytechnique
3
Eduardo Abi Jaber
Centre de Mathématiques Appliquées
4
Yu-Qiong Chen
Zhejiang Ocean University
5
Tsvetelin Zaevski
Bulgarian Academy of Sciences
6
Charles Bertucci
École Polytechnique
7
Matthias Büchner
University of Cambridge
8
Bing Liu
Beijing Jiaotong University
9
Dennis Elbrächter
University of Vienna
10
Diego Cruces
Universitat de Barcelona

Rising Stars Papers

1
Stochastic optimal transport and Hamilton–Jacobi–Bellman equations on the set of probability measures
Annales de l Institut Henri Poincaré C Analyse Non Linéaire|2024
11 cit.
2
A Mean Field Game Approach to Bitcoin Mining
SIAM Journal on Financial Mathematics|2024
9 cit.
3
On Lipschitz solutions of mean field games master equations
Journal of Functional Analysis|2024
9 cit.
4
Mean Field Games Master Equations: From Discrete to Continuous State Space
SIAM Journal on Mathematical Analysis|2024
6 cit.
5
Volatility Models in Practice: Rough, Path-Dependent or Markovian?
SSRN Electronic Journal|2024
6 cit.
6
Reconciling Rough Volatility with Jumps
SIAM Journal on Financial Mathematics|2024
6 cit.
7
Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?
Mathematical Finance|2025
6 cit.
8
Small noise expansion of stochastic inflation
Journal of Cosmology and Astroparticle Physics|2025
5 cit.
9
On some generalized American style derivatives
Computational and Applied Mathematics|2024
4 cit.
10
Optimal Portfolio Choice with Cross-Impact Propagators
SSRN Electronic Journal|2024
4 cit.

Emerging Leaders

Gaining momentum

Emerging Leaders Researchers

1
Duy Nguyen
Marist College
2
Sha Lin
Zhejiang University of Technology
3
Xin‐Jiang He
Zhejiang University of Technology
4
Xiaoli Wei
Laboratoire de Probabilités et Modèles Aléatoires
5
Samy Wu Fung
Colorado School of Mines
6
Lukas Gonon
University of St.Gallen
7
Jean-François Le Gall
Université Paris-Saclay
8
Athanasse Zafirov
University of California, Los Angeles
9
Ludovic Tangpi
Princeton University
10
Renyuan Xu
Stanford University

Emerging Leaders Papers

1
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
Review of Financial Studies|2024
260 cit.
2
Approximation bounds for random neural networks and reservoir systems
The Annals of Applied Probability|2023
61 cit.
3
JFB: Jacobian-Free Backpropagation for Implicit Networks
Proceedings of the AAAI Conference on Artificial Intelligence|2022
50 cit.
4
Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
SIAM Journal on Mathematical Analysis|2022
47 cit.
5
Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations
Analysis and Applications|2022
36 cit.
6
Analytically pricing exchange options with stochastic liquidity and regime switching
Journal of Futures Markets|2023
35 cit.
7
A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing
Expert Systems with Applications|2022
33 cit.
8
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching
Expert Systems with Applications|2023
31 cit.
9
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure
Expert Systems with Applications|2024
29 cit.
10
A closed-form pricing formula for European options in an illiquid asset market
Financial Innovation|2022
25 cit.

Current Senior Leaders

Established & currently active

Current Senior Leaders Researchers

1
Eduardo S. Schwartz
National Bureau of Economic Research
2
Alan White
Leeds Teaching Hospitals NHS Trust
3
Dilip B. Madan
University of Maryland, College Park
4
Shigē Péng
Shandong University
5
Liuren Wu
Baruch College
6
Walter Schachermayer
University of Vienna
7
Bernt Øksendal
University of Oslo
8
Albert N. Shiryaev
Russian Academy of Sciences
9
Nizar Touzi
École Polytechnique
10
Francis X. Diebold
National Bureau of Economic Research

Current Senior Leaders Papers

1
Investment Under Uncertainty.
The Journal of Finance|1994
9.9k cit.
2
Better to give than to receive: Predictive directional measurement of volatility spillovers
International Journal of Forecasting|2011
5.5k cit.
3
Comparing Predictive Accuracy
Journal of Business and Economic Statistics|1995
4.8k cit.
4
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Journal of Econometrics|2014
4.4k cit.
5
Limit Theorems for Stochastic Processes.
Journal of the American Statistical Association|1988
4.2k cit.
6
Stochastic Differential Equations: An Introduction with Applications.
Journal of the American Statistical Association|1987
4.1k cit.
7
The Pricing of Options on Assets with Stochastic Volatilities
The Journal of Finance|1987
3.9k cit.
8
Valuing American Options by Simulation: A Simple Least-Squares Approach
Review of Financial Studies|2001
3.3k cit.
9
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
The Economic Journal|2008
3k cit.
10
Adapted solution of a backward stochastic differential equation
Systems & Control Letters|1990
2.8k cit.

Reagents for Stochastic processes and financial applications

Citation-validated products used in this field

🔥 Trending

Gaining adoption fast

⭐ Top Rated

Best all-around

Cell Signaling TechnologyEvidence 63

AFP (F2E9D) Rabbit Monoclonal Antibody

#35190$178,415
View Evidence →

🌟 All-Time

Most validated

Cell Signaling TechnologyEvidence 64

FastScan™ Total GSK-3 alpha ELISA Kit

Cited in 10 papers
#74929$67,830,490
View Evidence →
Cell Signaling Technology

IL-13RA2/CD213a2 (E7U7B) Rabbit Monoclonal Antibody (BSA and Azide Free)

#68588$865
View Evidence →
Cell Signaling TechnologyEvidence 62

Pyrin/MEFV (F9C4G) Rabbit Monoclonal Antibody

#62008$161,376
View Evidence →