Mathematical Finance

Papers
(The H4-Index of Mathematical Finance is 13. 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 2021-11-01 to 2025-11-01.)
ArticleCitations
Hedging of Fixing Exposure109
Partial Information in a Mean‐Variance Portfolio Selection Game40
Issue Information28
25
Long‐term risk with stochastic interest rates22
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions20
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules20
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems18
Joint calibration to SPX and VIX options with signature‐based models17
Do investors gain by selling the tails of return distributions?16
A Leland model for delta hedging in central risk books15
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations14
Robust distortion risk measures14
Spanning Multi‐Asset Payoffs With ReLUs13
Recent advances in reinforcement learning in finance13
Risk concentration and the mean‐expected shortfall criterion13
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