ISSN: 0960-1627

Journal Home

Journal Guideline

Mathematical Finance Q1 Unclaimed

Wiley-Blackwell Publishing Ltd United Kingdom

Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Mathematical Finance is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 86. It has a price of 2083 €. It has an SJR impact factor of 1,616 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 1,616.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Accounting (Q1) Applied Mathematics (Q1) Economics and Econometrics (Q1) Finance (Q1) Social Sciences (miscellaneous) (Q1)

Price

2083 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

1,616

SJR Impact factor

86

H Index

46

Total Docs (Last Year)

118

Total Docs (3 years)

2177

Total Refs

292

Total Cites (3 years)

118

Citable Docs (3 years)

2.1

Cites/Doc (2 years)

47.33

Ref/Doc

Comments

No comments ... Be the first to comment!

Publication speed *

Review quality *

Edition and editorial team *

Institutional email or ORCID *

* The email or ORCID field is only to validate the authenticity of the comment, the identity will not be public. .

Other journals with similar parameters

Journal of Econometrics Q1
Annual Review of Economics Q1
Journal of Accounting and Economics Q1
Foundations and Trends in Finance Q1
Review of Finance Q1

Compare this journals

Aims and Scope

Best articles by citations

Fundamental Theorems of Asset Pricing for Good Deal Bounds

ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS

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

Bounds on European Option Prices under Stochastic Volatility

Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk

Monotonicity and Convexity of Option Prices Revisited

Applications of Eigenfunction Expansions in Continuous-Time Finance

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

PORTFOLIO MANAGEMENT WITH CONSTRAINTS

A Note on the Nelson-Siegel Family

Portfolio Optimization and Martingale Measures

EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL sigma-FIELDS

SHOW MORE ARTICLES

A Discrete Time Equivalent Martingale Measure

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

Exercise Regions And Efficient Valuation Of American Lookback Options

Volatility Estimation with Price Quanta

On the Pricing of Contingent Claims with Frictions

Leland's Approach to Option Pricing: The Evolution of a Discontinuity

Portfolio Value-at-Risk with Heavy-Tailed Risk Factors

Mean-Variance Hedging for Stochastic Volatility Models

Laguerre Series for Asian and Other Options

A Stochastic Control Approach to Risk Management Under Restricted Information

Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion

Market Volatility and Feedback Effects from Dynamic Hedging