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- Shuaijie Qian, Chen Yang. Nonconcave Utility Maximization with Transaction Costs. SIAM J. Financial Math., 17(2):406-449, 2026.
- Masaaki Fukasawa. Short Communication: Martingale Expansion for Stochastic Volatility. SIAM J. Financial Math., 17(2):1, 2026.
- Raymond Ka-Kay Pang, Luitgard Anna Maria Veraart. Collateralized Networks with Two Interacting Channels of Fire Sales. SIAM J. Financial Math., 17(2):545-564, 2026.
- Lijun Bo, Yijie Huang, Kaixin Yan, Xiang Yu. Optimal Consumption under Relaxed Benchmark Tracking and Consumption Drawdown Constraint. SIAM J. Financial Math., 17(1):78-117, 2026.
- Nacira Agram, Ihsan Arharas, Giulia Pucci, Jan Rems. Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs. SIAM J. Financial Math., 17(3):841-876, 2026.
- Nuerxiati Abudurexiti, Erhan Bayraktar, Takaki Hayashi, Hasanjan Sayit. Two-Fund Separation Under Hyperbolically Distributed Returns and Concave Utility Functions. SIAM J. Financial Math., 17(3):926-963, 2026.
- Yining Ding, Ruyi Liu, Marek Rutkowski. Cross-Currency Basis Swaps Referencing Backward-Looking Rates. SIAM J. Financial Math., 17(2):491-544, 2026.
- Igor Cialenco, Gabriela Kovácová. Vector-Valued Robust Stochastic Control. SIAM J. Financial Math., 17(3):770-800, 2026.
- Tao Pang, Dejian Tian, Weidong Tian. Optimal Portfolio Choice with Comfortable Consumption. SIAM J. Financial Math., 17(3):801-840, 2026.