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Mathematical Finance

Wiley-Blackwell

AJG 3ABDC A
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Optimal Investment in Equity and Credit Default Swaps in the Presence of Default
Zhe Fei & Scott Robertson
20260 citations
Issue Information
Unknown
20260 citations
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Xuefeng Gao et al.
20260 citations
Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today
Zachary Feinstein & Andreas Sojmark
20260 citations
Issue Information
Unknown
20260 citations
Optimal Portfolio Choice With Cross‐Impact Propagators
Eduardo Abi Jaber et al.
20260 citations
When Are Option Prices TP2?
Paul Glasserman & Dan Pirjol
20260 citations
Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling
Giovanni Amici et al.
20260 citations
[Untitled]
Unknown
20260 citations
[Untitled]
Unknown
20260 citations
Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?
Eduardo Abi Jaber & Shaun Li
20255 citations
Optimal Liquidation With Signals: The General Propagator Case
Eduardo Abi Jaber & Eyal Neuman
20254 citations
Spanning Multi‐Asset Payoffs With ReLUs
Sébastien Bossu et al.
20252 citations
Rough PDEs for Local Stochastic Volatility Models
Peter Bank et al.
20252 citations
Quantitative Fundamental Theorem of Asset Pricing
Beatrice Acciaio et al.
20252 citations
An Extended Merton Problem With Relaxed Benchmark Tracking
Lijun Bo et al.
20251 citations
Systemic Robustness: A Mean‐Field Particle System Approach
Erhan Bayraktar et al.
20251 citations
[Untitled]
Unknown
20251 citations
Statistical Learning of Value‐at‐Risk and Expected Shortfall
David Barrera et al.
20251 citations
Hedging of Fixing Exposure
Johannes Muhle‐Karbe et al.
20251 citations

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