Journal Report

Journal of Computational Finance

Download PDF
Journal Information
Journal Title
Journal of Computational Finance
Publisher
Incisive Risk Information Limited
ISSN
1460-1559
E-ISSN
1755-2850
Database
ABDC
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
Clustering market regimes using the Wasserstein distance
Blanka Horvath, Zacharia Issa, Aitor Muguruza
2024
DOI: 10.21314/jcf.2024.005
A simple local correlation model
Frank Koster
2024
DOI: 10.21314/jcf.2024.003
Pricing time-capped American options using a least squares Monte Carlo method
Paweł Stȩpniak, Zbigniew Palmowski
2024
DOI: 10.21314/jcf.2024.011
Deep equal risk pricing of illiquid derivatives with multiple hedging instruments
Alexandre Carbonneau, Frédéric Godin
2024
DOI: 10.21314/jcf.2024.012
Pricing American options under irrational behavior in a Markov regime-switching model with a finite-element method
Mohammad Sabe Rohi, Saghar Hedari, Hossein Azari
2024
DOI: 10.21314/jcf.2024.010
Multiperiod static hedging of European options
Purba Banerjee, Srikanth Iyer, Shashi Jain
2024
DOI: 10.21314/jcf.2024.009
On the boundary conditions adopted in stochastic volatility option pricing models
Song-Ping Zhu, Chun-Yang Liu
2024
DOI: 10.21314/jcf.2024.008
An iterative copula method for probability density estimation
Michael Roitman
2024
DOI: 10.21314/jcf.2024.006
An equity-implied rating model for unrated firms
Mauricio Gonzalez, Rémy Estran
2024
DOI: 10.21314/jcf.2024.002
Option pricing under the normal stochastic alpha–beta–rho model with Gaussian quadratures
Jaehyuk Choi, Byoung Ki Seo
2024
DOI: 10.21314/jcf.2024.007
Articles retrieved from Crossref.
Green Journals | https://www.green-journals.com | info@green-journals.com
Printed: October 27, 2026 13:51