SIAM Journal on Financial Mathematics

Papers
(The H4-Index of SIAM Journal on Financial Mathematics is 12. 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 2020-11-01 to 2024-11-01.)
ArticleCitations
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact19
Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance16
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models16
Robust Risk-Aware Reinforcement Learning16
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics16
The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets15
Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model14
Law-Invariant Functionals on General Spaces of Random Variables14
On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies13
Optimal Ratcheting of Dividends in a Brownian Risk Model12
Joint Modeling and Calibration of SPX and VIX by Optimal Transport12
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics12
0.029968023300171