SIAM Journal on Financial Mathematics

Papers
(The H4-Index of SIAM Journal on Financial Mathematics 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 2020-04-01 to 2024-04-01.)
ArticleCitations
Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance15
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models14
Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model13
On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies12
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact12
The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets11
Robust Risk-Aware Reinforcement Learning11
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics11
Law-Invariant Functionals on General Spaces of Random Variables10
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics10
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