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
0219-0249
E-ISSN
Database
AERES
Domain
Physical Sciences, Social Sciences
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
PRICING OF PERPETUAL AMERICAN OPTIONS IN DIFFUSION MODELS WITH PROGRESSIVELY ENLARGED FILTRATIONS
PAVEL V. GAPEEV
2026-10-26
DOI: 10.1142/s0219024926500251
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
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 31, 2026 15:38