{"id":"https://openalex.org/W4393930637","doi":"https://doi.org/10.1007/s10479-024-05959-w","title":"Recent advances in mathematical methods for finance","display_name":"Recent advances in mathematical methods for finance","publication_year":2024,"publication_date":"2024-04-04","ids":{"openalex":"https://openalex.org/W4393930637","doi":"https://doi.org/10.1007/s10479-024-05959-w"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-024-05959-w","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1007/s10479-024-05959-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10479-024-05959-w.pdf","source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10479-024-05959-w.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080570559","display_name":"Giorgia Callegaro","orcid":"https://orcid.org/0000-0001-9026-5261"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Giorgia Callegaro","raw_affiliation_strings":["Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5105660387","display_name":"Claudio Fontana","orcid":"https://orcid.org/0000-0002-9592-3873"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Claudio Fontana","raw_affiliation_strings":["Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5052358254","display_name":"Martino Grasselli","orcid":"https://orcid.org/0000-0002-9301-2451"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Martino Grasselli","raw_affiliation_strings":["Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5111735137","display_name":"Wolfgang J. Runggaldier","orcid":null},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Wolfgang J. Runggaldier","raw_affiliation_strings":["Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5031776494","display_name":"Tiziano Vargiolu","orcid":"https://orcid.org/0000-0002-3210-8062"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Tiziano Vargiolu","raw_affiliation_strings":["Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics \u201cTullio Levi-Civita\u201d, University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Department of Mathematics \"Tullio Levi-Civita\", University of Padova, Padua, Italy","institution_ids":["https://openalex.org/I138689650"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5105660387"],"corresponding_institution_ids":["https://openalex.org/I138689650"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":{"value":2390,"currency":"EUR","value_usd":2990},"fwci":0.4502,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.60796325,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"336","issue":"1-2","first_page":"1","last_page":"2"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.2700999975204468,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.2700999975204468,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.2393999993801117,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.49150097370147705},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3932889699935913},{"id":"https://openalex.org/keywords/management-science","display_name":"Management science","score":0.3729531764984131},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.29587721824645996},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.26733681559562683}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.49150097370147705},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3932889699935913},{"id":"https://openalex.org/C539667460","wikidata":"https://www.wikidata.org/wiki/Q2414942","display_name":"Management science","level":1,"score":0.3729531764984131},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.29587721824645996},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26733681559562683}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10479-024-05959-w","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1007/s10479-024-05959-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10479-024-05959-w.pdf","source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:www.research.unipd.it:11577/3515852","is_oa":true,"landing_page_url":"https://hdl.handle.net/11577/3515852","pdf_url":"https://www.research.unipd.it/bitstream/11577/3515852/2/CallegaroFontanaGrassRunggVargiolu.pdf","source":{"id":"https://openalex.org/S4306402547","display_name":"Padua Research Archive (University of Padova)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I138689650","host_organization_name":"University of Padua","host_organization_lineage":["https://openalex.org/I138689650"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-024-05959-w","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-024-05959-w","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s10479-024-05959-w","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1007/s10479-024-05959-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10479-024-05959-w.pdf","source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.4699999988079071}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321966","display_name":"Universit\u00e0 degli Studi di Padova","ror":"https://ror.org/00240q980"}],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4393930637.pdf"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W4234445916","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W2382290278","https://openalex.org/W2478288626","https://openalex.org/W4391913857","https://openalex.org/W2350741829"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1}],"updated_date":"2026-07-02T09:51:11.867554","created_date":"2025-10-10T00:00:00"}
