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verified SJR 0,557 · Q2 • database Scopus / SJR indexed
Applied Mathematical Finance
United Kingdom · Routledge
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Applied Mathematical Finance

Applied Mathematical Finance is a journal indexed in SJR in Finance and Applied Mathematics with an H index of 37. It has an SJR impact factor of 0,557 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,557.

ISSN: 1350-486X
Publisher: Routledge
Category: Finance
Indexation: verifiedScopus / SJR
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schedule CountryOfPapers database fields
SJR Impact Factor trending_up
0,557 Q2
H-index 37
Acceptance rate pie_chart
34%
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
NPD Subscription
Non-OA path NPD

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR

SJR Impact

0,557

H-index

37

Docs (year)

5

Docs 3y

49

Total refs

219

Cites 3y

85

Citable 3y

49

Cites/Doc 2y

1.48

Ref/Doc

43.8

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

—

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Best articles by citations

A theoretical analysis of trading rules: an application to the moving average case with Markovian returns

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Various passport options and their valuation

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Bivariate option pricing with copulas

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Binomial models for option valuation - examining and improving convergence

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Basics of electricity derivative pricing in competitive markets

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Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models

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Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution

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Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates

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An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling

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An explicit finite difference approach to the pricing of barrier options

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American options under uncertain volatility

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A valuation model for firms with stochastic earnings

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A PDE approach to risk measures of derivatives

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A numerical PDE approach for pricing callable bonds

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A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model

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A note on the Flesaker-Hughston model of the term structure of interest rates

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A Note on Dual-Curve Construction: Mr. Crab's Bootstrap

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A note on arbitrage-free pricing of forward contracts in energy markets

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A note on adjusting correlation matrices

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A hybrid method for pricing European options based on multiple assets with transaction costs

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