Mathematical Finance

Papers
(The H4-Index of Mathematical Finance is 14. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-01-01 to 2026-01-01.)
ArticleCitations
Partial Information in a Mean‐Variance Portfolio Selection Game129
Hedging of Fixing Exposure43
Issue Information30
28
Long‐term risk with stochastic interest rates24
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions24
Do investors gain by selling the tails of return distributions?24
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems23
Joint calibration to SPX and VIX options with signature‐based models21
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules17
A Leland model for delta hedging in central risk books15
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations15
Recent advances in reinforcement learning in finance14
Robust distortion risk measures14
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