Siam Journal On Financial Mathematics

Siam Journal On Financial Mathematics

暹罗金融数学杂志

  • 4区 中科院分区
  • Q3 JCR分区

发文分析

近年国家/地区发文量统计

国家/地区 数量
USA 38
England 29
France 22
CHINA MAINLAND 15
GERMANY (FED REP GER) 15
Canada 12
Italy 8
Switzerland 7
Australia 6
Austria 4

近年机构发文量统计

机构 数量
IMPERIAL COLLEGE LONDON 9
INSTITUT POLYTECHNIQUE DE PARIS 9
UNIVERSITY OF LONDON 9
UNIVERSITY OF OXFORD 9
CENTRE NATIONAL DE LA RECHERCHE SCIENTIFIQUE (... 8
UNIVERSITY OF CALIFORNIA SYSTEM 7
UNIVERSITY OF WATERLOO 7
BOSTON UNIVERSITY 4
CHINESE UNIVERSITY OF HONG KONG 4
UNIVERSITY OF MICHIGAN SYSTEM 4

近年文章引用他刊数据

文章名称 引用次数
Dynamic Portfolio Optimization with Looping Contagion Ri... 9
Asymptotic Behavior of the Fractional Heston Model 8
Multivariate Shortfall Risk Allocation and Systemic Risk 8
Multifactor Approximation of Rough Volatility Models 7
Optimal Portfolio under Fast Mean-Reverting Fractional S... 5
Model-Free Portfolio Theory and Its Functional Master Fo... 4
Contagion in Financial Systems: A Bayesian Network Appro... 4
Worst-Case Range Value-at-Risk with Partial Information 4
Managing Default Contagion in Inhomogeneous Financial Ne... 4
A General Valuation Framework for SABR and Stochastic Lo... 4

近年被他刊引用数据

期刊名称 引用次数
MATH FINANC 48
SIAM J FINANC MATH 37
FINANC STOCH 32
QUANT FINANC 28
ANN APPL PROBAB 20
EUR J OPER RES 12
INSUR MATH ECON 12
MATH FINANC ECON 12
PROBAB ENG INFORM SC 9
MATH OPER RES 8