Class information for:
Level 3: BUSINESS, FINANCE//INSURANCE MATHEMATICS & ECONOMICS//OPTION 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
1492 2             COPULA//JOURNAL OF RISK AND INSURANCE//INSURANCE MATHEMATICS & ECONOMICS 7833
2542 2             SIMULATION//DEVS//DISTRIBUTED SIMULATION 4013
2932 2             SECRETARY PROBLEM//STOCHASTIC GAMES//MULTI ARMED BANDIT 2955
3707 2             FINITE DIMENSIONAL FILTER//ESTIMATION ALGEBRA//NONLINEAR DRIFT 1208

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 BUSINESS, FINANCE WoSSC 478249 19% 8% 5677
2 INSURANCE MATHEMATICS & ECONOMICS journal 474599 3% 45% 994
3 OPTION PRICING authKW 454143 2% 68% 638
4 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION authKW 407503 1% 91% 424
5 MATHEMATICAL FINANCE journal 329018 1% 74% 422
6 REAL OPTIONS authKW 316572 2% 50% 608
7 OPTIMAL STOPPING authKW 305295 2% 63% 464
8 COPULA authKW 293288 2% 41% 680
9 AMERICAN OPTIONS authKW 289060 1% 87% 315
10 SOCIAL SCIENCES, MATHEMATICAL METHODS WoSSC 283087 12% 8% 3624

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 478249 19% 8% 5677
2 Social Sciences, Mathematical Methods 283087 12% 8% 3624
3 Statistics & Probability 216733 21% 3% 6285
4 Operations Research & Management Science 172658 17% 3% 5228
5 Economics 170536 26% 2% 7839
6 Mathematics, Interdisciplinary Applications 94650 13% 2% 3922
7 Mathematics, Applied 53657 18% 1% 5309
8 Automation & Control Systems 30492 7% 2% 2100
9 Management 14088 5% 1% 1543
10 Computer Science, Interdisciplinary Applications 7845 5% 1% 1497

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 FINANCE 83100 3% 9% 868
2 MATH 31992 13% 1% 3963
3 ACTUARIAL STUDIES 30723 0% 37% 79
4 PL FINANCE ACTUARIAL STUDIES 30708 0% 46% 64
5 GRP INVEST ANAL MATEMAT 28621 0% 78% 35
6 CHINA ACTUARIAL SCI 26072 0% 56% 44
7 ESTADIST CALCULO 24354 0% 70% 33
8 INSURANCE ECON 24234 0% 47% 49
9 STAT ACTUARIAL SCI 23124 1% 8% 292
10 ARIZONA INTEGRAT MODELING SIMULAT 19866 0% 82% 23

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 INSURANCE MATHEMATICS & ECONOMICS 474599 3% 45% 994
2 MATHEMATICAL FINANCE 329018 1% 74% 422
3 FINANCE AND STOCHASTICS 268004 1% 77% 333
4 JOURNAL OF RISK AND INSURANCE 248834 2% 44% 544
5 QUANTITATIVE FINANCE 222057 2% 40% 535
6 SIAM JOURNAL ON FINANCIAL MATHEMATICS 125177 1% 71% 168
7 ASTIN BULLETIN 99197 1% 52% 180
8 JOURNAL OF OPERATIONAL RISK 98955 0% 75% 125
9 JOURNAL OF COMPUTATIONAL FINANCE 90954 0% 77% 112
10 GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE 85209 1% 37% 221

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 OPTION PRICING 454143 2% 68% 638 Search OPTION+PRICING Search OPTION+PRICING
2 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION 407503 1% 91% 424 Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION
3 REAL OPTIONS 316572 2% 50% 608 Search REAL+OPTIONS Search REAL+OPTIONS
4 OPTIMAL STOPPING 305295 2% 63% 464 Search OPTIMAL+STOPPING Search OPTIMAL+STOPPING
5 COPULA 293288 2% 41% 680 Search COPULA Search COPULA
6 AMERICAN OPTIONS 289060 1% 87% 315 Search AMERICAN+OPTIONS Search AMERICAN+OPTIONS
7 STOCHASTIC VOLATILITY 199986 1% 47% 409 Search STOCHASTIC+VOLATILITY Search STOCHASTIC+VOLATILITY
8 STOCHASTIC CONTROL 121119 1% 38% 307 Search STOCHASTIC+CONTROL Search STOCHASTIC+CONTROL
9 RISK MEASURES 120420 1% 58% 198 Search RISK+MEASURES Search RISK+MEASURES
10 INCOMPLETE MARKETS 116410 1% 43% 258 Search INCOMPLETE+MARKETS Search INCOMPLETE+MARKETS

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 3


rank cluster_id2 link
1 115 BUSINESS, FINANCE//ECONOMICS//JOURNAL OF BANKING & FINANCE
2 550 FRACTIONAL BROWNIAN MOTION//MALLIAVIN CALCULUS//STOCHASTIC DIFFERENTIAL EQUATIONS
3 23 STATISTICS & PROBABILITY//STAT//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
4 227 ECONOMICS//MONETARY POLICY//ECON
5 80 OPERATIONS RESEARCH & MANAGEMENT SCIENCE//ENGINEERING, INDUSTRIAL//EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
6 229 FUZZY SETS AND SYSTEMS//JOURNAL OF CONSTRUCTION ENGINEERING AND MANAGEMENT//JOURNAL OF CONSTRUCTION ENGINEERING AND MANAGEMENT-ASCE
7 212 ECONOMICS//SOCIAL CHOICE AND WELFARE//JOURNAL OF MATHEMATICAL ECONOMICS
8 36 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, HARDWARE & ARCHITECTURE//COMPUTER SCIENCE, INFORMATION SYSTEMS
9 612 DEMOGRAPHY//POPULATION AND DEVELOPMENT REVIEW//DEMOGRAPHIC RESEARCH
10 614 JOURNAL OF QUALITY TECHNOLOGY//STATISTICAL PROCESS CONTROL//AVERAGE RUN LENGTH

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