SIAM Journal on Financial Mathematics

Journal Title

  • SIAM Journal on Financial Mathematics

ISSN

  • P 1945-497X | 1945-497X

Publisher

  • Society for Industrial and Applied Mathematics Publications

Listed on(Coverage)

JCR2012-2019
SJR2011-2019
CiteScore2012-2019
SCIE2012-2021
CC2016-2021
SSCI2012-2021
SCOPUS2017-2020

Active

  • Active

    based on the information

    • SCOPUS:2020-10

Country

  • USA

Aime & Scopes

  • The SIAM Journal on Financial Mathematics addresses theoretical developments in financial mathematics as well as breakthroughs in the computational challenges they encompass. The journal provides a common platform for scholars interested in the mathematical theory of finance as well as practitioners interested in rigorous treatments of the scientific computational issues related to implementation. On the theoretical side, the journal publishes articles with demonstrable mathematical developments motivated by models of modern finance. On the computational side, it publishes articles introducing new methods and algorithms representing significant (as opposed to incremental) improvements on the existing state of affairs of modern numerical implementations of applied financial mathematics.

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