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 2021-12-01 to 2025-12-01.)
ArticleCitations
Hedging of Fixing Exposure118
Partial Information in a Mean‐Variance Portfolio Selection Game40
Issue Information28
26
Long‐term risk with stochastic interest rates24
Do investors gain by selling the tails of return distributions?22
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions22
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems21
Joint calibration to SPX and VIX options with signature‐based models20
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules17
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations15
A Leland model for delta hedging in central risk books15
Robust distortion risk measures14
Recent advances in reinforcement learning in finance14
1.1052279472351