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SIAM Journal on Financial Mathematics
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Society for Industrial and Applied Mathematics
Homepage URLs
http://siam.org/journals/sifin.php |
https://epubs.siam.org/journal/sjfmbj |
http://epubs.siam.org/sifin/ |
Example Publications
Processes of Class Sigma, Last Passage Times, and Drawdowns
Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen
2012
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SIAM Journal on Financial Mathematics
doi:10.1137/09077878x
Dirichlet Forms and Finite Element Methods for the SABR Model
Blanka Horvath, Oleg Reichmann
2018
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SIAM Journal on Financial Mathematics
doi:10.1137/16m1066117
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
Sam Howison, Daniel Schwarz
2012
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SIAM Journal on Financial Mathematics
doi:10.1137/100815219
Dynamics of Bankrupt Stocks
Xiao Li, Michael D. Lipkin, Richard B. Sowers
2014
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SIAM Journal on Financial Mathematics
doi:10.1137/120872206
Hedging Under an Expected Loss Constraint with Small Transaction Costs
Bruno Bouchard, Ludovic Moreau, H. Mete Soner
2016
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SIAM Journal on Financial Mathematics
doi:10.1137/15m1006787