- Chi Seng Pun. A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection. SIAM J. Financial Math., 12(1):410-445, 2021.
- Ning Ning, Jing Wu. Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models. SIAM J. Financial Math., 12(1):79-109, 2021.
- Simon J. A. Malham, Jiaqi Shen, Anke Wiese. Series Expansions and Direct Inversion for the Heston Model. SIAM J. Financial Math., 12(1):487-549, 2021.
- Zhou Zhou. Utility Maximization When Shorting American Options. SIAM J. Financial Math., 12(1):47-78, 2021.
- Eduardo Abi Jaber, Enzo Miller, Huyên Pham. Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models. SIAM J. Financial Math., 12(1):369-409, 2021.
- Peter Cotton. Inferring Relative Ability from Winning Probability in Multientrant Contests. SIAM J. Financial Math., 12(1):295-317, 2021.
- Martin Redmann, Christian Bayer 0001, Pawan Goyal. Low-Dimensional Approximations of High-Dimensional Asset Price Models. SIAM J. Financial Math., 12(1):1-28, 2021.
- Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum. Optimal Make-Take Fees in a Multi Market-Maker Environment. SIAM J. Financial Math., 12(1):446-486, 2021.
- Cyril Bénézet, Jean-François Chassagneux, Christoph Reisinger. A Numerical Scheme for the Quantile Hedging Problem. SIAM J. Financial Math., 12(1):110-157, 2021.
- Fernanda Cipriano, Nuno F. M. Martins, Diogo Pereira. Optimal Portfolio for the α-Hypergeometric Stochastic Volatility Model. SIAM J. Financial Math., 12(1):226-253, 2021.