- Shreya Bose, Ibrahim Ekren. Multidimensional Kyle-Back Model with a Risk Averse Informed Trader. SIAM J. Financial Math., 15(1):93-120, March 2024.
- Philip Protter, Qianfan Wu, Shihao Yang. Order Book Queue Hawkes Markovian Modeling. SIAM J. Financial Math., 15(1):1-25, March 2024.
- Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin. Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?. SIAM J. Financial Math., 15(1):1, March 2024.
- Xun Li, Xiang Yu, Qinyi Zhang. Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. SIAM J. Financial Math., 15(1):121-160, March 2024.
- Jianming Xia. Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures. SIAM J. Financial Math., 15(1):54-92, March 2024.
- Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou 0005. Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional. SIAM J. Financial Math., 15(1):15, March 2024.
- Ryan Donnelly, Sebastian Jaimungal. Exploratory Control with Tsallis Entropy for Latent Factor Models. SIAM J. Financial Math., 15(1):26-53, March 2024.
- Chengfan Gao, Siping Gao, Ruimeng Hu, Zimu Zhu. Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems. SIAM J. Financial Math., 14(4):1290-1303, December 2023.
- Christa Cuchiero, Guido Gazzani, Sara Svaluto-Ferro. Signature-Based Models: Theory and Calibration. SIAM J. Financial Math., 14(3):910-957, September 2023.
- Dejian Tian. Pricing Principle via Tsallis Relative Entropy in Incomplete Markets. SIAM J. Financial Math., 14(1):250-278, March 2023.