SIAM Journal on Financial Mathematics

短名SIAM J. Finan. Math.
Journal Impact1.34
国际分区SOCIAL SCIENCES, MATHEMATICAL METHODS(Q3)
期刊索引SCI Q4中科院 4 区
ISSN1945-497X
h-index38
国内分区经济学(4区)经济学数学跨学科应用(3区)经济学商业财政与金融(4区)经济学社会科学数理方法(4区)

SIAM 金融数学杂志 (SIFIN) 阐述了金融数学的理论发展以及它们所包含的计算挑战的突破。该杂志为对金融数学理论感兴趣的学者以及对与实施相关的科学计算问题进行严格处理感兴趣的从业者提供了一个通用平台。在理论方面,该杂志发表的文章具有受现代金融模型推动的可证明的数学发展。在计算方面,它发表的文章介绍了新方法和算法,这些新方法和算法代表了对应用金融数学的现代数值实现的现有状况的重大(而不是增量)改进。

期刊主页投稿网址
涉及主题数学经济计量经济学业务财务金融经济学计算机科学应用数学数理经济学统计物理数学优化量子力学数学分析波动性(金融)
出版信息出版商: Society for Industrial and Applied Mathematics Publications出版周期: 期刊类型: journal
基本数据创刊年份: 2010原创研究文献占比100.00%自引率:14.30%Gold OA占比: 1.26%

期刊引文格式

这些示例是对学术期刊文章的引用,以及它们应该如何出现在您的参考文献中。

并非所有期刊都按卷和期组织其已发表的文章,因此这些字段是可选的。有些电子期刊不提供页面范围,而是列出文章标识符。在这种情况下,使用文章标识符而不是页面范围是安全的。

只有1位作者的期刊

有2位作者的期刊

有3位作者的期刊

有5位以上作者的期刊

书籍引用格式

以下是创作和编辑的书籍的参考文献的示例。

学位论文引用格式

网页引用格式

这些示例是对网页的引用,以及它们应该如何出现在您的参考文献中。

专利引用格式

最新文章

A Mean Field Game Approach to Bitcoin Mining

2024-9-18

Decentralized Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision

2024-9-17

A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints

2024-9-11

Option Pricing in Sandwiched Volterra Volatility Model

2024-9-9

Reconciling Rough Volatility with Jumps

2024-9-6

Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models

2024-8-19

Estimation of Systemic Shortfall Risk Measure Using Stochastic Algorithms

2024-8-8

Short Communication: The Price of Information

2024-8-5

Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost

2024-7-31

Partial Hedging in Rough Volatility Models

2024-7-5

On Robust Fundamental Theorems of Asset Pricing in Discrete Time

2024-7-4

Nonasymptotic Estimation of Risk Measures Using Stochastic Gradient Langevin Dynamics

2024-6-7

Risk Measures beyond Frictionless Markets

2024-6-7

Optimal Clearing Payments in a Financial Contagion Model

2024-6-3

Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization

2024-6-3

Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks

2024-5-30

Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs

2024-5-21

Short Communication: Utility-Based Acceptability Indices

2024-5-14

Relative Wealth Concerns with Partial Information and Heterogeneous Priors

2024-4-29

Mortgage Contracts and Underwater Default

2024-4-11

Robust Portfolio Selection under Recovery Average Value at Risk

2024-3-29

Generalized Optimized Certainty Equivalent with Applications in the Rank-Dependent Utility Model

2024-3-26

Mild to Classical Solutions for XVA Equations under Stochastic Volatility

2024-3-25

Deep Signature Algorithm for Multidimensional Path-Dependent Options

2024-3-22

A Multi-agent Targeted Trading Equilibrium with Transaction Costs

2024-3-21

Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum

2024-3-15

Multidimensional Kyle–Back Model with a Risk Averse Informed Trader

2024-3-14

Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional

2024-3-8

Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures

2024-2-27

Exploratory Control with Tsallis Entropy for Latent Factor Models

2024-2-5

Order Book Queue Hawkes Markovian Modeling

2024-1-30

Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?

2024-1-4

Liquidity Based Modeling of Asset Price Bubbles via Random Matching

2023-12-15

Short Communication: Existence of Markov Equilibrium Control in Discrete Time

2023-12-8

Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems

2023-12-4

Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions

2023-11-15

Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning

2023-11-14

On Bid and Ask Side-Specific Tick Sizes

2023-11-9

Portfolio Optimization within a Wasserstein Ball

2023-11-3

Relative Growth Rate Optimization Under Behavioral Criterion

2023-10-25

A Mean-Field Game of Market-Making against Strategic Traders

2023-10-18

Interest Rates Term Structure Models Driven by Hawkes Processes

2023-10-17

Short Communication: Is a Sophisticated Agent Always a Wise One?

2023-10-17

A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets

2023-10-16

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders

2023-10-11

Cubature Method for Stochastic Volterra Integral Equations

2023-10-10

Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework

2023-9-5

Signature-Based Models: Theory and Calibration

2023-8-17

How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost

2023-8-10

Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients

2023-8-8

帮你贴心管理全部的文献

研飞ivySCI,高效的论文管理

投稿经验分享

分享我的经验,帮你走得更远

Built withby Ivy Science
Copyright © 2020-2024
版权所有:南京青藤格致信息科技有限公司