- Juan Li, Wenqiang Li, Gechun Liang. A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models. SIAM J. Financial Math., 12(3):867-897, 2021.
- Chi Seng Pun. A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection. SIAM J. Financial Math., 12(1):410-445, 2021.
- Dante Mata López, José Luis Pérez, Kazutoshi Yamazaki. Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models. SIAM J. Financial Math., 12(3):1112-1149, 2021.
- Marc Chataigner, Areski Cousin, Stéphane Crépey, Matthew F. Dixon, Djibril Gueye. Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints. SIAM J. Financial Math., 12(3), 2021.
- Paul Jusselin. Optimal Market Making with Persistent Order Flow. SIAM J. Financial Math., 12(3):1150-1200, 2021.
- Mehdi El Amrani, Antoine Jacquier, Claude Martini. Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles. SIAM J. Financial Math., 12(2), 2021.
- Cheng-Der Fuh, Chu-Lan Michael Kao. Credit Risk Propagation in Structural-Form Models. SIAM J. Financial Math., 12(4):1340-1373, 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.
- Benjamin M. Bolker, Matheus R. Grasselli, Emma Holmes. Short Communication: Sensitivity Analysis of an Integrated Climate-Economic Model. SIAM J. Financial Math., 12(2), 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.