SIAM Journal on Financial Mathematics

期刊简介：SIAM Journal on Financial Mathematics (SIFIN) addresses theoretical developments in financial mathematics as well as breakthroughs in the computational challenges they encompass. The journal provides a common platform for scholars interested in the mathematical theory of finance as well as practitioners interested in rigorous treatments of the scientific computational issues related to implementation. On the theoretical side, the journal publishes articles with demonstrable mathematical developments motivated by models of modern finance. On the computational side, it publishes articles introducing new methods and algorithms representing significant (as opposed to incremental) improvements on the existing state of affairs of modern numerical implementations of applied financial mathematics.

【译文】SIAM金融数学杂志（SIFIN）涵盖了金融数学的理论发展以及包含的计算挑战的突破。该杂志为对金融数学的数学理论感兴趣的学者以及关注与实施相关的科学计算问题的严格处理的实践者提供了一个共同的平台。在理论方面，该杂志发表具有可证明的数学发展的文章，这些发展是由现代金融模型激发的。在计算方面，它发表介绍新方法和算法的文章，这些方法和算法代表了相对于现有现代数值实现应用金融数学的显著（而非渐进）改进。