SSCISCOPUSQ4
Journal of Computational Finance
INCISIVE MEDIA, United States
Journal of Computational Finance is an academic journal published by INCISIVE MEDIA (United States). Identifiers: ISSN 1460-1559, eISSN 1755-2850. Indexed in SSCI, SCOPUS. Metrics: JIF 0.5, CiteScore 0.9, SJR 0.198, SNIP 0.31. Subject areas: BUSINESS, BUSINESS, FINANCE, FINANCE. tlooto lists 605 papers from this journal.
CiteScore
0.90
Scopus citation metric
SJR
0.198
SCImago rank
SNIP
0.31
Source normalized impact
Percentage rank
-
JIF percentile rank
Journal profile
- ISSN
- 1460-1559
- eISSN
- 1755-2850
- Abbreviation
- J COMPUT FINANC
- Publisher
- INCISIVE MEDIA
- Country
- United States
Web of Science categories
SSCIBUSINESS, FINANCE
Scopus ASJC categories
17062003 Finance2604 Applied Mathematics
Keywords
Business, Finance
Papers in this journal
Recent papers
- Optimality, sparsity and regularization parameter analysis for a risk diversification portfolio selection model
2026
- High-performance applications of the nonuniform fast Fourier transform to option pricing
2026
- Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model
2026
- Stochastic path-dependent volatility models for price–storage dynamics in natural gas markets and discrete-time swing option pricing
2026
- Fast calculation of cheapest-to-deliver curves
2026 · 1 citations
Most cited papers
- Option valuation using the fast Fourier transform
1999 · 2,198 citations
- Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension
1997 · 508 citations
- Option Pricing by Transform Methods: Extensions, Unification, and Error Control
2004 · 367 citations
- A stochastic mesh method for pricing high-dimensional American options
2004 · 296 citations
- A new PDE approach for pricing arithmetic average Asian options
2001 · 274 citations