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

Basic class information
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
14 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 912822
424 3       BUSINESS, FINANCE//INSURANCE MATHEMATICS & ECONOMICS//OPTION PRICING 29904
653 2             OPTION PRICING//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//REAL OPTIONS 13895
7123 1                   INCOMPLETE MARKETS//FINANCE AND STOCHASTICS//FUNDAMENTAL THEOREM OF ASSET PRICING 1430

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 INCOMPLETE MARKETS authKW 793479 10% 25% 147
2 FINANCE AND STOCHASTICS journal 791419 9% 29% 125
3 FUNDAMENTAL THEOREM OF ASSET PRICING authKW 719595 3% 82% 40
4 UTILITY MAXIMIZATION authKW 653115 7% 30% 98
5 TRANSACTION COSTS authKW 587687 12% 15% 176
6 MINIMAL MARTINGALE MEASURE authKW 557319 2% 82% 31
7 MARTINGALE MEASURE authKW 551133 3% 51% 49
8 EQUIVALENT MARTINGALE MEASURE authKW 539897 3% 58% 42
9 MATHEMATICAL FINANCE journal 539106 8% 21% 118
10 ENLARGEMENT OF FILTRATION authKW 482056 2% 63% 35

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Social Sciences, Mathematical Methods 81472 30% 1% 422
2 Business, Finance 60065 31% 1% 438
3 Statistics & Probability 42620 42% 0% 601
4 Mathematics, Interdisciplinary Applications 25944 31% 0% 439
5 Economics 7065 24% 0% 350
6 Mathematics, Applied 4035 22% 0% 313
7 Operations Research & Management Science 1847 9% 0% 122
8 Mathematics 730 11% 0% 160
9 Automation & Control Systems 392 4% 0% 55
10 Computer Science, Cybernetics 36 1% 0% 8

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 INT QUANTITAT FINANCE 59984 0% 39% 7
2 CEREMADE 48654 4% 4% 54
3 TOYOHIRA WARD 44076 0% 100% 2
4 FIME FINANCE MARCHES ENERGIE 29383 0% 67% 2
5 FRANKFURT MATHFINANCE 28331 0% 43% 3
6 UNIT FINANCIAL ACTUARIAL MATH 28331 0% 43% 3
7 CHAIR MATH FINANCE 27118 0% 31% 4
8 ABT RISIKOCONTROLLING 22038 0% 100% 1
9 ABT ZAHLENTHER IE WAHR EINLICHKEITSTHEORIE 22038 0% 100% 1
10 ACTUARIAL SCI COMPUTAT FINANCE 22038 0% 100% 1

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 FINANCE AND STOCHASTICS 791419 9% 29% 125
2 MATHEMATICAL FINANCE 539106 8% 21% 118
3 SIAM JOURNAL ON FINANCIAL MATHEMATICS 171864 3% 18% 43
4 ANNALS OF APPLIED PROBABILITY 94312 6% 5% 84
5 MATHEMATICS AND FINANCIAL ECONOMICS 40461 1% 14% 13
6 QUANTITATIVE FINANCE 39043 3% 4% 49
7 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 38521 5% 2% 78
8 MATHEMATICAL METHODS OF OPERATIONS RESEARCH 30438 3% 4% 38
9 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 26153 1% 8% 14
10 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS 22719 1% 6% 16

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 INCOMPLETE MARKETS 793479 10% 25% 147 Search INCOMPLETE+MARKETS Search INCOMPLETE+MARKETS
2 FUNDAMENTAL THEOREM OF ASSET PRICING 719595 3% 82% 40 Search FUNDAMENTAL+THEOREM+OF+ASSET+PRICING Search FUNDAMENTAL+THEOREM+OF+ASSET+PRICING
3 UTILITY MAXIMIZATION 653115 7% 30% 98 Search UTILITY+MAXIMIZATION Search UTILITY+MAXIMIZATION
4 TRANSACTION COSTS 587687 12% 15% 176 Search TRANSACTION+COSTS Search TRANSACTION+COSTS
5 MINIMAL MARTINGALE MEASURE 557319 2% 82% 31 Search MINIMAL+MARTINGALE+MEASURE Search MINIMAL+MARTINGALE+MEASURE
6 MARTINGALE MEASURE 551133 3% 51% 49 Search MARTINGALE+MEASURE Search MARTINGALE+MEASURE
7 EQUIVALENT MARTINGALE MEASURE 539897 3% 58% 42 Search EQUIVALENT+MARTINGALE+MEASURE Search EQUIVALENT+MARTINGALE+MEASURE
8 ENLARGEMENT OF FILTRATION 482056 2% 63% 35 Search ENLARGEMENT+OF+FILTRATION Search ENLARGEMENT+OF+FILTRATION
9 SUPER REPLICATION 401791 2% 65% 28 Search SUPER+REPLICATION Search SUPER+REPLICATION
10 PROPORTIONAL TRANSACTION COSTS 400688 1% 91% 20 Search PROPORTIONAL+TRANSACTION+COSTS Search PROPORTIONAL+TRANSACTION+COSTS

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.

Classes with closest relation at Level 1


rank cluster_id2 link
1 6501 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//HAMILTON JACOBI BELLMAN EQUATION
2 20081 OPTIMAL STOPPING//SKOROKHOD EMBEDDING PROBLEM//MAXIMUM PROCESS
3 38270 LATTICE SUBSPACES//POSITIVE BASES//VECTOR SUBLATTICES
4 4103 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//G EXPECTATION
5 8486 RISK MEASURES//COHERENT RISK MEASURES//INSURANCE MATHEMATICS & ECONOMICS
6 630 OPTION PRICING//AMERICAN OPTIONS//STOCHASTIC VOLATILITY
7 21648 PAIRS TRADING//SINGULAR STOCHASTIC CONTROL//SELLING RULE
8 20217 SKEW BROWNIAN MOTION//SCENERY RECONSTRUCTION//STOCHASTIC FLOWS OF KERNELS
9 25429 VARIABLE ANNUITIES//SURRENDER OPTION//PARISIAN OPTIONS
10 6785 EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE

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