Society for Industrial and Applied Mathematics Publications
Listed on(Coverage)
JCR
2012-2019
SJR
2011-2019
CiteScore
2012-2019
SCIE
2012-2021
CC
2016-2021
SSCI
2012-2021
SCOPUS
2017-2020
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.