SIAM Journal on Financial Mathematics
简称：SIAM J FINANC MATH
ISSN：1945-497X
ESSN：1945-497X
所属分区：2区
出版地：UNITED STATES
研究方向：MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-
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SIAM Journal on Financial Mathematics英文简介
SIAM Journal on Financial Mathematics (SIFIN) 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.