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SIAM Journal on Financial Mathematics | ResearchHub - ResearchHub

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SIAM Journal on Financial Mathematics

Society for Industrial & Applied Mathematics (SIAM) · ISSN 1945-497X

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Researchers publishing here

4 linked researchers

Gechun Liang Moris Simon Strub Yuwei Wang Marcel Nutz

Research in this journal

Randomization in Optimal Execution Games2026 · Campbell, Steven, Marcel Nutz · 0 citations

Predictable Relative Forward Performance Processes: Multi-agent and Mean Field Games for Portfolio Management2026 · Gechun Liang, Moris Simon Strub, Yuwei Wang · 0 citations