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SIAM Journal on Financial Mathematics

IF1.8
Papers10
Citations
Journal Papers 10
Publication Date
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Uniswap V3: Impermanent Loss Modeling and Swap Fees Asymptotic Analysis
deleteSIAM Journal on Financial Mathematics
IF1.8
delete2026-01-01
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deleteEchenim, Mnacho; Gobet, Emmanuel; Maurice, Anne-Claire
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Portfolio Selection in Contests
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IF1.8
delete2026-01-01
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deleteLu, Yumin; Tse, Alex S. L.
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Time-Causal VAE: Robust Financial Time Series Generator
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IF1.8
delete2026-01-01
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deleteAcciaio, Beatrice; Eckstein, Stephan; Hou, Songyan
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Unbiased Simulation of Asian Options
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IF1.8
delete2026-01-01
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deleteBouchard, Bruno; Tan, Xiaolu
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Optimal Consumption under Relaxed Benchmark Tracking and Consumption Drawdown Constraint
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IF1.8
delete2026-01-01
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deleteBo, Lijun; Huang, Yijie; Yan, Kaixin; Yu, Xiang
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Optimal Reinsurance Design under the Moment-Based Premium Principle: A Representative Reinsurer's Perspective
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IF1.8
delete2026-01-01
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deleteBoonen, Tim J.; Jiang, Wenjun; Zhang, Yiying
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Perpetual American Options in a Jump-Diffusion Model with Random Inspection\ast
deleteSIAM Journal on Financial Mathematics
IF1.8
delete2026-01-01
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deleteV. Boutsikas, Michael; Economides, David-Jacob
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The McCormick Martingale Optimal Transport
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IF1.8
delete2026-01-01
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deleteBayraktar, Erhan; Han, Bingyan; Norgilas, Dominykas
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A Deep Solver for BSDEs with Jumps
deleteSIAM JOURNAL ON FINANCIAL MATHEMATICS
IF0
delete2025-09-30
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deleteAndersson, Kristoffer; Gnoatto, Alessandro; Patacca, Marco; Picarelli, Athena
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Dispersion-Constrained Martingale Schrodinger Bridges: Joint Entropic Calibration of Stochastic Volatility Models to S&P 500 and VIX Smiles
deleteSIAM JOURNAL ON FINANCIAL MATHEMATICS
IF0
delete2025-09-30
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deleteGuyon, Julien
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