Mathematical Finance

Papers
(The H4-Index of Mathematical Finance is 15. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Partial Information in a Mean‐Variance Portfolio Selection Game181
Hedging of Fixing Exposure48
Quantum Monte Carlo Algorithm for Option Pricing and Its Complexity Analysis36
Do investors gain by selling the tails of return distributions?35
Long‐term risk with stochastic interest rates35
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions34
Issue Information30
24
The Optimal Mean–Variance Selling Problem With Finite Horizon22
Relative Arbitrage Opportunities With Interactions Among N Investors22
Joint calibration to SPX and VIX options with signature‐based models19
A Leland model for delta hedging in central risk books18
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules18
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies15
Recent advances in reinforcement learning in finance15
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