期刊名称：SIAM JOURNAL ON FINANCIAL MATHEMATICS
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
SIAM Journal on Financial Mathematics (SIFIN)
René Carmona and Ronnie Sircar, Editors-in-Chief
Electronic only, continuous publication
The SIAM Journal on Financial Mathematics 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.
Editorial Policy
The SIAM Journal on Financial Mathematics is a high-quality journal that brings together works on theoretical developments in financial mathematics as well as breakthroughs in the computational challenges they encompass.
By publishing papers of high quality and originality, it serves as an essential resource for academic finance researchers and practitioners alike.
The journal offers a conduit for the publication of articles in any of these branches of financial mathematics. It also 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 seeks papers with demonstrable mathematical developments motivated by models of modern finance. On the computational side, it publishes works 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.
Submission of a manuscript to a SIAM journal is representation by the author that the manuscript has not been published or submitted simultaneously for publication elsewhere. In general, papers that have appeared in conference proceedings will not be considered unless significantly revised. If a paper has appeared previously, in any form, authors must clearly indicate this in both their cover letter and in a footnote on the first page of the paper.
About the journal
flyer_sifin_13.pdf
Instructions to Authors
Instructions for AuthorsSubmitting a Manuscript: Submissions to the SIAM Journal on Financial Mathematics (SIFIN) must be in electronic form. Hard-copy submissions will not be considered. Please enter submissions directly into the Journal Submission & Tracking System at http://sifin.siam.org. Authors should submit both the manuscript and a cover letter in PDF format. Note: Figures, if any, must be embedded “inline” in the manuscript.
If you have not used the Journal Submission & Tracking System previously click on "New authors should register for an account." Fill out name, address, e-mail and other contact information requested. You now have a username and password. If you're an author, you can click on the Submit Manuscript link under Author Tasks. The manuscript submission process, including uploading your files, is a straightforward trip through 4 screens and should take no longer than a few minutes.
If you have any questions, e-mail SIAM directly at sifin@siam.org.
Submission of a manuscript to SIFIN is representation by the author that the manuscript has not been published or submitted simultaneously for publication elsewhere. If the paper appeared in a preliminary form in a conference proceedings, this must be clearly indicated in both your cover letter and in a footnote on the title page of your manuscript.
If your paper contains material (for example, tables or figures) from another published source, the previously published material must be accompanied by written permission from the author and publisher. To assist referees unpublished references can also be submitted with an indication of whether they have been accepted for publication.
Authors can suggest an editor from among those listed on the journal's masthead, but the Editors-in-Chief have the exclusive right to assign papers to members of the editorial board. The editors reserve the right to reject any manuscript that does not conform to the journal's standards.
Original scholarship: A large duplication of another author's or one's own work is a sign of poor scholarship. There is also a copyright issue if the source is not cited. Your manuscript should provide proper citations, use quotation marks or indentation (for quotations of five or more lines) to indicate borrowed wording, and minimize duplication. Refusal by an author to make these necessary changes is grounds for rejection.
TeX papers: Authors of accepted papers will be asked to submit their TeX files to SIAM for typesetting. (SIAM cannot accept electronic files for papers produced on any other typesetting or word processing system.) More detailed information on SIAM's TeX-typesetting procedures is sent to authors upon receipt of manuscript submissions.
Accessing SIAM's multimedia macros: Authors should prepare papers using SIAM's multimedia LaTeX 2e macros. Note that the SIAM office will reformat Plain TeX and AMSTeX files to LaTeX 2e and the SIAM multimedia style. The LaTeX 2e multimedia macro package and documentation are available here or by sending an email to multimedia@siam.org.
Illustrations: All illustrations must be of professional quality. Note that tables and algorithms are not considered figures and should not be treated as such. Illustrations must be numbered consecutively and cited in the text. If your article is accepted for publication, SIAM will accept electronic (PostScript, TeX) figure files. Hand-drawn artwork will not be accepted. SIAM will not redraw figures. PostScript figures must use lines 1 point or thicker; thinner lines may break up or disappear when printed. When choosing line weight and character size, keep in mind that illustrations may be reduced.
Color: Being an all-electronic publication, the use of color or any other multimedia material enhancing the paper is encouraged. Color will appear in the all-electronic publication at no cost to the authors.
Title: Titles should be brief and appropriate for indexing and should specifically describe the content of the paper.
Abstract: An abstract not exceeding 250 words that summarizes the principal techniques and conclusions of the manuscript in relation to known results must accompany each manuscript. Because the abstract must be able to stand independently, mathematical formulas and bibliographic references should be kept to a minimum; bibliographic references must be written out in full (not given by number).
Key words and AMS subject classifications: Lists of key words and AMS subject classifications must accompany all articles. The subject classifications are listed in the Annual Index of Mathematical Reviews and can be accessed or searched online at http://www.ams.org/msc/.
Abbreviated title: An abbreviated title, which will be used as a running head, must accompany all articles, must not consist of more than 50 characters (including spaces), and should not contain abbreviations.
References: References should be listed in either alphabetical order or order of citation at the end of the manuscript. The following reference styles should be used:
- Journal articles (titles of journals should be abbreviated in accordance with Mathematical Reviews; abbreviations are available at http://www.ams.org/msnhtml/serials.pdf):
[7] R. T. Rockafellar, Lagrange multipliers and optimality, SIAM Rev., 35 (1993), pp. 183-238.
- Books, pamphlets, research reports:
[2] B. Mandelbrot, Fractal: Form, Chance and Dimension, W. H. Freeman, San Francisco, CA, 1977.
- Paper in a bound collection:
[4]A. Nagurney, Parallel computation of economic equilibria, in Applications on Advanced Architecture Computers, G. Astfalk, ed., SIAM, Philadelphia, PA, 1996, pp. 265-276.
- Acceptable variants on SIAM's references style are:
[R] R. T. Rockafellar, Lagrange multipliers and optimality, SIAM Rev., 35 (1993), pp. 183-238.
or
R. T. Rockafellar (1993), Lagrange multipliers and optimality, SIAM Rev., 35, pp. 183-238.
Citations within the text: A consistent style should be used, and the style of in-text citations should conform to the reference style chosen. To refer to a specific page or item in an article or book the following formats may be used: [2, p. 51]; [M, p. 51]; Mandelbrot [2, p.
Editorial Board
Editors-in-Chief
Rene Carmona
Princeton University
Operations Research & Financial Engineering
Princeton, NJ 08544
E-mail: rcarmona princeton.edu
Ronnie Sircar
Princeton University
Operations Research & Financial Engineering
Princeton, NJ 08544
E-mail: sircar princeton.edu
Associate Editors
Yacine Ait-Sahalia
Princeton University
Bendheim Center for Finance
26 Prospect Avenue
Princeton, NJ 08540-5296
E-mail: yacine princeton.edu
Peter Bank
Technische Universität Berlin
Institut für Mathematik
Sekr. MA 7-1
Straße des 17. Juni 136
D-10623 Berlin
Germany
E-mail: bank math.tu-berlin.de
Fred Espen Benth
University of Oslo
Centre of Mathematics for Applications
PO Box 1053 Blindern
N-0316 Oslo
Norway
E-mail: fredb math.uio.no
Patrick Cheridito
Princeton University
ORFE
204 Sherrerd Hall
Princeton, NJ 08544
E-mail: dito princeton.edu
Rama Cont
Laboratoire de Probabilités & Modèles Aléatoires
CNRS - Université Pierre & Marie Curie
4 place Jussieu, Boite 188
75252 Paris, France
E-mail: rama.cont upmc.fr
Damir Filipovic
Ecole Polytechnique Federale de Lausanne
Swiss Finance Institute
Quartier UNIL-Dorigny
Batiment Extranef
Lausanne, 1015
Switzerland
E-mail: damir.filipovic epfl.ch
Jean-Pierre Fouque
University of California at Santa Barbara
Department of Statistics and Applied Probability
Santa Barbara, CA 93106-3110
E-mail: fouque pstat.ucsb.edu
Jim Gatheral
Baruch College, The City University of New York
Department of Mathematics
One Bernard Baruch Way
New York, NY 10010
E-mail: jim.gatheral baruch.cuny.edu
Kay Giesecke
Stanford University
Management Science and Engineering
375 Via Ortega
Stanford, CA 94305
E-mail: giesecke stanford.edu
Mike Giles
Oxford University
Mathematical Institute
24-29 St Giles'
Oxford OX1 3LB
UK
E-mail: mike.giles maths.ox.ac.uk
Paul Glasserman
Columbia University
Graduate School of Business
403 Uris Hall
New York, NY 10027
E-mail: pg20 columbia.edu
Vicky Henderson
University of Oxford
The Oxford-Man Institute
Eagle House
Walton Well Road
Oxford, OX2 6ED
UK
E-mail: vicky.henderson oxford-man.ox.ac.uk
Ulrich Horst
Humboldt University Berlin
Department of Mathematics
Unter den Linden 6
10099 Berlin
Germany
E-mail: horst mathematik.hu-berlin.de
Sebastian Jaimungal
University of Toronto
Department of Statistical Sciences
100 St. George Street
Toronto, ON
M5S 3G3
Canada
E-mail: sebastian.jaimungal utoronto.ca
Arturo Kohatsu-Higa
Osaka University
Graduate School of Engineering Sciences
Machikaneyama cho 1-3
Building J, 614
Osaka 560-8531
Japan
E-mail: arturokohatsu gmail.com
Roger Lee
University of Chicago
Department of Mathematics
5727 S. University Ave
Chicago IL 60637
E-mail: rogerlee math.uchicago.edu
Mike Ludkovski
University of California Santa Barbara
Department of Statistics and Applied Probability
5520 South Hall
Santa Barbara, CA 93106-3110
E-mail: ludkovski pstat.ucsb.edu
Jin Ma
University of Southern California
Department of Mathematics
3620 S. Vermont Ave, KAP 108
Los Angeles, CA 90089-2532
E-mail: jinma usc.edu
George Papanicolaou
Stanford University
Mathematics Department
Stanford, CA 94305
E-mail: papanico math.stanford.edu
Shige Peng
Shandong University
School of Mathematics
27 Shanda South Street
Jinan, Shandong 250100
China
E-mail: peng sdu.edu.cn
Philip Protter
Columbia University
Statistics Department
1255 Amsterdam Ave, Room 1029 SSW
MC 4690
New York, NY 10027
E-mail: protter stat.columbia.edu
Chris Rogers
Cambridge University
Statistical Laboratory
Wilberforce Road
Cambridge CB3 0WB
UK
E-mail: L.C.G.rogers statslabl.cam.ac.uk
Alexander Schied
University of Mannheim
Department of Mathematics
A 5, 6
Mannheim, 68131
Germany
E-mail: schied uni-mannheim.de
H. Mete Soner
Department of Mathematics
ETH Zurich, HG1
8092 Zurich
Switzerland
E-mail: hmsoner math.ethz.ch
Agnes Sulem
INRIA-Rocquencourt
Domaine de Voluceau
BP 105 - 78153 Le Chesnay cedex
France
E-mail: agnes.sulem inria.fr
Peter Tankov
Université Paris-Diderot
Laboratoire de Probabilités et Modèles Aléatoires
(Paris 7) Site Chevaleret
Case 7012
75205 Paris Cedex 13
France
E-mail: tankov math.univ-paris-diderot.fr
Michael Tehranchi
University of Cambridge
Centre for Mathematical Sciences
Wilberforce Road
Cambridge CB3 0WB
UK
E-mail: m.tehranchi statslab.cam.ac.uk
Nizar Touzi
Ecole Polytechnique
Centre de Mathématiques Appliquées
UMR CNRS 7641
91128 Palaiseau Cedex
France
E-mail: touzi cmapx.polytechnique.fr
Thaleia Zariphopoulou
University of Texas at Austin
Department of Mathematics
Austin, Texas 78712
E-mail: Thaleia.Zariphopoulou oxford-man.ox.ac.uk
Xun Yu Zhou
University of Oxford
Mathematical Institute
24-29 St Giles
Oxford OX1 3LB
United Kingdom
E-mail: zhouxy maths.ox.ac.uk
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