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SIAM Journal on Financial Mathematics
SIAM PUBLICATIONS
SIAM Journal on Financial Mathematics is an academic journal published by SIAM PUBLICATIONS. Identifiers: ISSN 1945-497X, eISSN 1945-497X. Indexed in SCIE, SSCI. Metrics: JIF 1.8. Subject areas: BUSINESS, FINANCE, INTERDISCIPLINARY APPLICATIONS, MATHEMATICAL METHODS. tlooto lists 84 papers from this journal.
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Journal profile
- ISSN
- 1945-497X
- eISSN
- 1945-497X
- Abbreviation
- SIAM J FINANC MATH
- Publisher
- SIAM PUBLICATIONS
- Country
- -
Web of Science categories
SCIEINTERDISCIPLINARY APPLICATIONS, MATHEMATICS
SSCIBUSINESS, FINANCE, MATHEMATICAL METHODS, SOCIAL SCIENCES
Scopus ASJC categories
No ASJC category data available.
Keywords
Business, Finance | Social Sciences, Mathematical MethodsMathematics, Interdisciplinary Applications
Papers in this journal
Recent papers
- Kullback-Leibler Barycenter of Stochastic Processes
2026
- Portfolio Selection in Contests
2026 · 1 citations
- Complex Discontinuities of the Square Root of Fredholm Determinants in the Volterra Stein–Stein Stochastic Volatility Model
2026
- Optimal Nonparametric Estimation of the Expected Shortfall Risk
2026 · 1 citations
- Cross-Currency Heath–Jarrow–Morton Framework in the Multiple-Curve Setting
2026
Most cited papers
- Multifactor Approximation of Rough Volatility Models
2018 · 131 citations
- A General Valuation Framework for SABR and Stochastic Local Volatility Models
2018 · 76 citations
- Calibration of the Bass Local Volatility Model
2023 · 16 citations
- A Deep Solver for BSDEs with Jumps
2025 · 8 citations
- Multicausal Transport: Barycenters and Dynamic Matching
2025 · 4 citations