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Mathematical Finance

IF2.4
Papers28
Citations
Journal Papers 28
Publication Date
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A Model of Strategic Sustainable Investment
deleteMathematical Finance
IF2.4
delete2026-05-01
delete0
PREAI
deleteDe Angelis, Tiziano; Rodrigues, Caio Cesar Graciani; Tankov, Peter
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The Optimal Mean-Variance Selling Problem With Finite Horizon
deleteMathematical Finance
IF2.4
delete2026-05-01
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PREAI
deleteJohnson, Peter; Pedersen, Jesper Lund; Peskir, Goran
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Robust Mean-Variance Portfolio Optimization: Mean-Variance-Variance Criterion Versus Mean-Variance-Standard Deviation Criterion
deleteMathematical Finance
IF2.4
delete2026-05-01
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PREAI
deleteLandriault, David; Li, Bin; Zhang, Yuanyuan
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Solving Stochastic Climate-Economy Models: A Deep Least-Squares Monte Carlo Approach
deleteMathematical Finance
IF2.4
delete2026-05-01
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PREAI
deleteArandjelovic, Aleksandar; Shevchenko, Pavel V.; Matsui, Tomoko; Murakami, Daisuke; Myrvoll, Tor A.
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Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input-Output Modeling
deleteMathematical Finance
IF2.4
delete2026-03-01
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PREAI
deleteAmici, Giovanni; Fusai, Gianluca; Gambaro, Anna Maria; Marazzina, Daniele
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Reinforcement Learning for Jump-Diffusions, With Financial Applications
deleteMathematical Finance
IF2.4
delete2026-03-01
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PREAI
deleteGao, Xuefeng; Li, Lingfei; Zhou, Xun Yu
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Optimal Portfolio Choice With Cross-Impact Propagators
deleteMathematical Finance
IF2.4
delete2026-02-01
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PREAI
deleteAbi Jaber, Eduardo; Neuman, Eyal; Tuschmann, Sturmius
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Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today
deleteMathematical Finance
IF2.4
delete2026-02-01
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deleteOAAI
deleteFeinstein, Zachary; Sojmark, Andreas
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Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
deleteMathematical Finance
IF2.4
delete2026-01-01
delete0
deleteOAAI
deleteColaneri, Katia; Frey, Rudiger; Kock, Verena
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Optimal Investment in Equity and Credit Default Swaps in the Presence of Default
deleteMathematical Finance
IF2.4
delete2026-01-01
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PREAI
deleteFei, Zhe; Robertson, Scott
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Equilibrium Reward for Liquidity Providers in Automated Market Makers
deleteMathematical Finance
IF2.4
delete2026-01-01
delete0
deleteOAAI
deleteAqsha, Alif; Bergault, Philippe; Sanchez-Betancourt, Leandro
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Never, Ever Getting Started: On Prospect Theory Without Commitment
deleteMathematical Finance
IF2.4
delete2026-01-01
delete1
deleteOAAI
deleteEbert, Sebastian; Strack, Philipp
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Relative Arbitrage Opportunities With Interactions Among N Investors
deleteMathematical Finance
IF2.4
delete2026-01-01
delete0
deleteOAAI
deleteIchiba, Tomoyuki; Yang, Nicole Tianjiao
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Unwinding Stochastic Order Flow: When to Warehouse Trades
deleteMathematical Finance
IF2.4
delete2025-12-01
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PREAI
deleteNutz, Marcel; Webster, Kevin; Zhao, Long
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Elicitability and Identifiability of Tail Risk Measures
deleteMathematical Finance
IF2.4
delete2025-11-01
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PREAI
deleteFissler, Tobias; Liu, Fangda; Wang, Ruodu; Wei, Linxiao
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An Extended Merton Problem With Relaxed Benchmark Tracking
deleteMathematical Finance
IF2.4
delete2025-11-01
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PREAI
deleteBo, Lijun; Huang, Yijie; Yu, Xiang
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Perpetual Futures Pricing
deleteMathematical Finance
IF2.4
delete2025-11-01
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deleteOAAI
deleteAckerer, Damieb; Hugonnier, Julien; Jermann, Urban
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Decentralized Prediction Markets and Sports Books
deleteMathematical Finance
IF2.4
delete2025-11-01
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PREAI
deleteAmini, Hamed; Bichuch, Maxim; Feinstein, Zachary
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Order Routing and Market Quality: Who Benefits From Internalization?
deleteMathematical Finance
IF2.4
delete2025-10-01
delete0
deleteOAAI
deleteCetin, Umut; Danilova, Albina
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Agents' Behavior and Interest Rate Model Optimization in DeFi Lending
deleteMathematical Finance
IF2.4
delete2025-10-01
delete0
PREAI
deleteBertucci, Charles; Bertucci, Louis; Delaunay, Mathis Gontier; Gueant, Olivier; Lesbre, Matthieu
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