SIAM Journal on Financial Mathematics

Papers
(The H4-Index of SIAM Journal on Financial Mathematics is 11. 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 2021-04-01 to 2025-04-01.)
ArticleCitations
Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets22
Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions16
A Mathematical Framework for Modeling Order Book Dynamics16
Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization15
Contingent Convertible Obligations and Financial Stability13
Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information13
Escrow and Clawback12
Optimal Investment with Time-Varying Stochastic Endowments12
Relative Growth Rate Optimization Under Behavioral Criterion12
Multidimensional Kyle–Back Model with a Risk Averse Informed Trader12
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance12
0.057602882385254