Speed
146 days to first decision for reviewed manuscripts only
132 days to first decision for all manuscripts
281 days from submission to acceptance
27 days from acceptance to publication
Usage
17,917 downloads
2 Altmetric mentions
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Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
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Nonlinear regression without i.i.d. assumption
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Affine processes under parameter uncertainty
The Publisher Correction to this article has been published in Probability, Uncertainty and Quantitative Risk 2019 4:7
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Law of large numbers and central limit theorem under nonlinear expectations
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A brief history of quantitative finance
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Credit, funding, margin, and capital valuation adjustments for bilateral portfolios
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The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
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Stochastic global maximum principle for optimization with recursive utilities
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Good deal hedging and valuation under combined uncertainty about drift and volatility
Aims and scope
Probability, Uncertainty and Quantitative Risk is a high-quality, peer-reviewed, open-access journal reporting significant developments in modern probability theory, its relation to stochastic analysis and statistics, stochastic processes, their dynamics and control, as well as applications in domains such as finance, economics, biology, computer science, and the corresponding data analysis.
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Annual Journal Metrics
- ISSN: 2367-0126 (electronic)
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