Mathematical Finance

Papers
(The H4-Index of Mathematical Finance is 10. 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 2021-02-01 to 2025-02-01.)
ArticleCitations
Risk‐sensitive benchmarked asset management with expert forecasts57
Almost strong equilibria for time‐inconsistent stopping problems under finite horizon in continuous time27
Algorithmic market making in dealer markets with hedging and market impact18
Issue Information17
Issue Information16
Discrete‐time risk sensitive portfolio optimization with proportional transaction costs16
Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach14
Risk‐neutral pricing techniques and examples14
Penalty method for portfolio selection with capital gains tax12
The American put with finite‐time maturity and stochastic interest rate10
Issue Information10
Editorial: Special Issue for the 11th World Congress of the Bachelier Finance Society10
Pathwise CVA regressions with oversimulated defaults10
GANs training: A game and stochastic control approach10
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