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Siam Journal On Financial Mathematics

Siam Journal On Financial Mathematics杂志,由Society for Industrial and Applied Mathematics Publications出版,于2010年创刊,4 issues/year,出版语言English,ISSN:1945-497X,E-ISSN:1945-497X。

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Siam Journal On Financial Mathematics
Siam Journal On Financial Mathematics
Siam Journal On Financial Mathematics
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发文地区与机构

近年国家 / 地区发文量统计

国家 / 地区 发文量
USA 38
England 29
France 22
CHINA MAINLAND 15
GERMANY (FED REP GER) 15
Canada 12
Italy 8
Switzerland 7
Australia 6
Austria 4

近年机构发文量统计

机构 发文量
IMPERIAL COLLEGE LONDON 9
INSTITUT POLYTECHNIQUE DE PARIS 9
UNIVERSITY OF LONDON 9
UNIVERSITY OF OXFORD 9
CENTRE NATIONAL DE LA RECHERCHE SCIENTI... 8
UNIVERSITY OF CALIFORNIA SYSTEM 7
UNIVERSITY OF WATERLOO 7
BOSTON UNIVERSITY 4
CHINESE UNIVERSITY OF HONG KONG 4
UNIVERSITY OF MICHIGAN SYSTEM 4

文章引用情况

1
Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks

引用次数:1

2
The Markowitz Category

引用次数:1

3
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method

引用次数:1

4
Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-variance Optimization?

引用次数:1

5
Pricing Arithmetic Asian Options Under Levy Models by Backward Induction in the Dual Space

引用次数:1

6
Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets

引用次数:1

7
Implied Volatility in Strict Local Martingale Models

引用次数:1

8
Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution

引用次数:1

9
Optimal Trading Policies for Wind Energy Producer

引用次数:1

10
Duality and General Equilibrium Theory Under Knightian Uncertainty

引用次数:1