Journal Report

International Journal of Theoretical and Applied Finance

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Journal Information
Journal Title
International Journal of Theoretical and Applied Finance
Publisher
ISSN
1793-6322
E-ISSN
0219-0249
Database
ABDC
Domain
Not available
Classification History
Year A+ A B C
2026
2025
2024
2023 ✓
2021/2022
2020
2019
2018 ✓
A journal may have more than one classification in the same year. All recorded classifications are displayed.
Recent Articles
DETERMINISTIC ARBITRAGE, BID–ASK OPTION BOUNDS, LOCALIZED ARBITRAGE PORTFOLIOS, AND ARBITRAGE-CONSISTENT PROJECTION
NIKOLAOS HALIDIAS
2026-10-15
DOI: 10.1142/s0219024926500275
SMILE ASYMPTOTICS FOR BACHELIER IMPLIED VOLATILITY
ROBERTO BAVIERA, MICHELE DOMENICO MASSARIA
2026-9-30
DOI: 10.1142/s0219024926500263
DISCONTINUOUS CONTINUITY APPROXIMATIONS: HEDGING THE NEXT MOVE
DILIP B. MADAN, LORENZO TORRICELLI, KING WANG
2026-9-24
DOI: 10.1142/s0219024926500238
Pricing of perpetual American options in diffusion models with progressively enlarged filtrations
Pavel V. Gapeev
2026-9-18
DOI: 10.1142/s0219024926500251
THIN-THICK APPROACH TO MARTINGALE REPRESENTATIONS ON PROGRESSIVELY ENLARGED FILTRATIONS
ANTONELLA CALZOLARI, BARBARA TORTI
2026-9-18
DOI: 10.1142/s0219024926500226
VIX OPTION PRICING WITH EXPONENTIALLY DECAYING JUMPS
ZHEQI FAN, YUE KUEN KWOK, YIFAN YE
2026-9-16
DOI: 10.1142/s021902492650024x
EFFICIENT SIMULATION OF PRICES FOR EUROPEAN CALL OPTIONS UNDER HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: A COMPARISON OF METHODS
MENG CAI, TIANZE LI
2026-8-29
DOI: 10.1142/s0219024926500214
PREFACE — SPECIAL ISSUE ON EMERGING TOPICS IN QUANTITATIVE AND CLIMATE FINANCE
MESIAS ALFEUS, PETER OUWEHAND, JUSTIN HARVEY
2026-7-25 Vol. 29 Issue 05
DOI: 10.1142/s0219024926020024
INCORPORATING FORWARD-LOOKING DATA IN PROBABILISTIC ANALYSIS OF NET-ZERO COMMITMENTS
KATERYNA CHEKRIY, RÜDIGER KIESEL
2026-7-25 Vol. 29 Issue 05
DOI: 10.1142/s0219024926500202
REGULAR-IMPULSE CONTROL FOR AIR POLLUTION MANAGEMENT: A STOCHASTIC DIFFERENTIAL GAME APPROACH
ERIYOTI CHIKODZA, FARAI JULIUS MHLANGA, MASIMBA ASPINAS MUTAKAYA et al.
2026-7-23 Vol. 29 Issue 05
DOI: 10.1142/s0219024926500196
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Printed: October 27, 2026 09:54