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 2022-06-01 to 2026-06-01.)
ArticleCitations
Partial Information in a Mean‐Variance Portfolio Selection Game169
Hedging of Fixing Exposure46
Do investors gain by selling the tails of return distributions?34
Long‐term risk with stochastic interest rates34
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions32
Relative Arbitrage Opportunities With Interactions Among N Investors32
Joint calibration to SPX and VIX options with signature‐based models25
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules21
20
Issue Information20
The Optimal Mean–Variance Selling Problem With Finite Horizon19
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems18
A Leland model for delta hedging in central risk books17
Robust distortion risk measures15
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies15
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