Mathematical Finance

Papers
(The H4-Index of Mathematical Finance is 12. 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 2021-06-01 to 2025-06-01.)
ArticleCitations
Issue Information79
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems39
Optimal investment for retail investors24
Long‐term risk with stochastic interest rates21
Do investors gain by selling the tails of return distributions?18
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions14
Joint calibration to SPX and VIX options with signature‐based models14
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules14
13
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations12
A Leland model for delta hedging in central risk books12
Spanning Multi‐Asset Payoffs With ReLUs12
Robust distortion risk measures12
Recent advances in reinforcement learning in finance12
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