SIAM Journal on Financial Mathematics

Society for Industrial and Applied Mathematics

AJG 2ABDC B

Recent paperssorted by most recent

Paper	Year	Citations
The McCormick Martingale Optimal Transport Erhan Bayraktar et al.	2026	0 citations
Price Impact and Long-Term Profitability of Energy Storage Roxana Dumitrescu et al.	2026	0 citations
The McCormick Martingale Optimal Transport Erhan Bayraktar et al.	2026	0 citations
Time-Causal VAE: Robust Financial Time Series Generator Beatrice Acciaio et al.	2026	0 citations
Kullback–Leibler Barycenter of Stochastic Processes Sebastian Jaimungal & Silvana M. Pesenti	2026	0 citations
Optimal Reinsurance Design under the Moment-Based Premium Principle: A Representative Reinsurer’s Perspective Tim J. Boonen et al.	2026	0 citations
Dual Representations for Quasiconvex Compositions with Applications to Systemic Risk Measures Çağın Ararat & Mücahit Aygün	2026	0 citations
Uniswap V3: Impermanent Loss Modeling and Swap Fees Asymptotic Analysis Mnacho Echenim et al.	2026	0 citations
Unbiased Simulation of Asian Options Bruno Bouchard & Xiaolu Tan	2026	0 citations
Optimal Consumption under Relaxed Benchmark Tracking and Consumption Drawdown Constraint Lijun Bo et al.	2026	0 citations
Perpetual American Options in a Jump-Diffusion Model with Random Inspection Michael V. Boutsikas & David-Jacob Economides	2026	0 citations
Brokers and Informed Traders: Dealing with Toxic Flow and Extracting Trading Signals Álvaro Cartea & Leandro Sánchez-Betancourt	2025	8 citations
A Mean Field Game between Informed Traders and a Broker Philippe Bergault & Leandro Sánchez-Betancourt	2025	5 citations
A Mathematical Framework for Modeling Order Book Dynamics Rama Cont et al.	2025	4 citations
Collective Free Lunch and the FTAP Marco Frittelli	2025	2 citations
Multicausal Transport: Barycenters and Dynamic Matching Beatrice Acciaio et al.	2025	2 citations
A Deep Solver for BSDEs with Jumps Kristoffer Andersson et al.	2025	2 citations
Signature Volatility Models: Pricing and Hedging with Fourier Eduardo Abi Jaber & Louis-Amand Gérard	2025	2 citations
Market Making with Exogenous Competition Robert Boyce et al.	2025	2 citations
Propagation of a Carbon Price in a Credit Portfolio through Macroeconomic Factors Géraldine Bouveret et al.	2025	2 citations

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