SIAM Journal on Financial Mathematics

Papers
(The H4-Index of SIAM Journal on Financial Mathematics is 13. 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 2021-11-01 to 2025-11-01.)
ArticleCitations
Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information28
A Mean-Field Game of Market-Making against Strategic Traders24
Optimal Trading with Signals and Stochastic Price Impact23
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility21
Optimal Investment with Time-Varying Stochastic Endowments19
A Mathematical Framework for Modeling Order Book Dynamics18
Model-Free Analysis of Dynamic Trading Strategies16
Signature-Based Models: Theory and Calibration16
Shortfall Aversion on a Finite Horizon15
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional15
Short Communication: Chances for the Honest in Honest versus Insider Trading14
On Robust Fundamental Theorems of Asset Pricing in Discrete Time13
Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients13
Short Communication: Is a Sophisticated Agent Always a Wise One?13
On Smile Properties of Volatility Derivatives: Understanding the VIX Skew13
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