SIAM Journal on Financial Mathematics

Papers
(The H4-Index of SIAM Journal on Financial Mathematics is 9. 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
Pricing Options under Rough Volatility with Backward SPDEs21
Relative Growth Rate Optimization Under Behavioral Criterion16
Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets16
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance12
Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions12
Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization12
Contingent Convertible Obligations and Financial Stability11
Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information10
Multidimensional Kyle–Back Model with a Risk Averse Informed Trader10
Robust Control Problems of BSDEs Coupled with Value Functions9
Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time9
Escrow and Clawback9
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