verified SJR 1,327 · Q1 • database Scopus / SJR & Web of Science indexed

United Kingdom · Wiley-Blackwell Publishing L...

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Mathematical Finance

Mathematical Finance is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 89. It has a price of 2083 €. It has an SJR impact factor of 1,327 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 1,327.

ISSN: 0960-1627

Publisher: Wiley-Blackwell Publishing Ltd

Category: Economics and Econometrics

Indexation: verifiedScopus / SJR verifiedWeb of Science

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schedule CountryOfPapers database fields

SJR Impact Factor trending_up

1,327 Q1

H-index 89

Acceptance rate pie_chart

26% Selective

Source Acceptance_Rate

Time to publication hourglass_top

NPD

Field NPD

Publication cost (APC) payments

2.083 € Open Access

Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

1,327

H-index

Docs (year)

Docs 3y

108

Total refs

2115

Cites 3y

300

Citable 3y

108

Cites/Doc 2y

2.91

Ref/Doc

54.23

Immediate OA

2083 €

Embargoed OA

NPD

Non OA / Submission

0 €

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Best articles by citations

A Stochastic Control Approach to Risk Management Under Restricted Information

Volatility Estimation with Price Quanta

Complete Models with Stochastic Volatility

Characterizing Gaussian Models of the Term Structure of Interest Rates

Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability

Bounds on European Option Prices under Stochastic Volatility

Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities

ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS

Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy

Approximating Large Diversified Portfolios

Applications of Eigenfunction Expansions in Continuous-Time Finance

Analytical Valuation of American Options on Jump-Diffusion Processes

SHOW MORE ARTICLES

An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs

A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets

A Simple Counterexample to Several Problems in the Theory of Asset Pricing

A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures

A Note on the Nelson-Siegel Family

A Note on the Boyle-Vorst Discrete-Time Option Pricing Model with Transactions Costs

A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES

A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES

A Nonlinear Model of the Term Structure of Interest Rates

A martingale representation theorem and valuation of defaultable securities

A Generalized Cameron-Martin Formula with Applications to Partially Observed Dynamic Portfolio Optimization

A Discrete-Time Intertemporal Asset Pricing Model: GE Approach with Recursive Utility

FAQs

Mathematical Finance has an SJR of 1,327 (best quartile Q1) in the CountryOfPapers database.

Immediate OA APC is 2083 EUR. Non-OA / submission fee is 0 EUR.

The acceptance rate recorded for Mathematical Finance is 26%.

Mathematical Finance

Metrics

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Researcher reviews

Best articles by citations

FAQs

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