ISSN: 1350-486X

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Applied Mathematical Finance Q2 Unclaimed

Routledge United Kingdom

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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.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Applied Mathematics (Q2) Finance (Q2)

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

0,557

SJR Impact factor

37

H Index

5

Total Docs (Last Year)

49

Total Docs (3 years)

219

Total Refs

85

Total Cites (3 years)

49

Citable Docs (3 years)

1.48

Cites/Doc (2 years)

43.8

Ref/Doc

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Aims and Scope

Best articles by citations

Basics of electricity derivative pricing in competitive markets

Pricing stock and bond derivatives with a multi-factor Gaussian model

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

A survey of sampling-based Bayesian analysis of financial data

Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism

On arbitrage-free pricing of weather derivatives based on fractional Brownian motion

A framework for valuing corporate securities

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

Numerical Methods and Volatility Models for Valuing Cliquet Options

Book Reviews

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

An explicit finite difference approach to the pricing of barrier options

SHOW MORE ARTICLES

Minimizing coherent risk measures of shortfall in discrete-time models with cone constraints

On the pricing and hedging of volatility derivatives

Fuzzy measures and asset prices: accounting for information ambiguity

Optimal Execution and Block Trade Pricing: A General Framework

Money, prices and interest rates in a non-aggregate stochastic general equilibrium model

Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models

Optimal exercise boundary for an American put option

Optimum Constrained Portfolio Rules in a Diffusion Market

Stochastic Volatility Effects on Defaultable Bonds

Tracking error decision rules and accumulated wealth

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

Exponential risk measure with application to UK asset allocation