Journal list Promote Sponsor
verified SJR 1,002 · Q1 • database Scopus / SJR & Web of Science indexed
Finance and Stochastics
Germany · Springer Verlag
workspace_premium Q1 — Finance lock_open Open Access

Finance and Stochastics

To see a list of forthcoming papers, please check the """"Journal updates"""" _______________________________________________________________________________________________________________ Finance and Stochastics presents research in all areas of finance based on stochastic meth...

ISSN: 0949-2984
Publisher: Springer Verlag
Category: Finance
Indexation: verifiedScopus / SJR verifiedWeb of Science
open_in_new Visit publisher site menu_book Guidelines NPD
schedule CountryOfPapers database fields
SJR Impact Factor trending_up
1,002 Q1
H-index 56
Acceptance rate pie_chart
31%
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
2.290 € Open Access
Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

1,002

H-index

56

Docs (year)

30

Docs 3y

80

Total refs

1305

Cites 3y

134

Citable 3y

76

Cites/Doc 2y

1.4

Ref/Doc

43.5

Immediate OA

2290 €

Embargoed OA

NPD

Non OA / Submission

0 €

shield Researcher voice

Name good journals. Call out predatory ones.

Share what peer review, fees, and timelines were really like. Praise fair editors. Flag APC traps, fake metrics, or spam solicitations — with facts from your submission.

Fair & fast peer review Clear APC / no surprise fees Suspected predatory Fake impact claims
rate_review Write an honest review

Researcher reviews

sentiment_dissatisfied No reviews yet — be the first to share an honest experience.
User
* Only to validate authenticity — identity is not shown publicly.

Best articles by citations

Additive subordination and its applications in finance

View more

Worst case portfolio vectors and diversification effects

View more

Comparison of Option Prices in Semimartingale Models

View more

Coherent and convex monetary risk measures for unbounded cadlag processes

View more

Black and Scholes pricing and markets with transaction costs: An example

View more

Background filtrations and canonical loss processes for top-down models of portfolio credit risk

View more

Asymptotic analysis for optimal investment and consumption with transaction costs

View more

Asymmetric information and imperfect competition in a continuous time multivariate security model

View more

An incomplete equilibrium with a stochastic annuity

View more

An extension of mean-variance hedging to the discontinuous case

View more

An example of indifference prices under exponential preferences

View more

American Parisian options

View more
SHOW MORE ARTICLES

Alpha-CIR model with branching processes in sovereign interest rate modeling

View more

A chaotic approach to interest rate modelling

View more

A super-martingale property of the optimal portfolio process

View more

A stochastic control problem with delay arising in a pension fund model

View more

A semimartingale BSDE related to the minimal entropy martingale measure

View more

A risk-sensitive stochastic control approach to an optimal investment problem with partial information

View more

A note on essential smoothness in the Heston model

View more

A model of financial market with several interacting assets. Complete market case

View more

A model for a large investor trading at market indifference prices. I: Single-period case

View more

A geometric approach to portfolio optimization in models with transaction costs

View more

A generalization of the Hull and White formula with applications to option pricing approximation

View more

A counter-example to an option pricing formula under transaction costs

View more

FAQs