Finance and Stochastics

Aims & Scope

The purpose of Finance and Stochastics is to provide a high standard publication forum for research - in all areas of finance based on stochastic methods - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.

Finance and Stochastics encompasses - but is not limited to - the following fields: - theory and analysis of financial markets - continuous time finance - derivatives research - insurance in relation to finance - portfolio selection - credit and market risks - term structure models - statistical and empirical financial studies based on advanced stochastic methods - numerical and stochastic solution techniques for problems in finance - intertemporal economics, uncertainty and information in relation to finance.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	1.4
2024	1.10

Journal Rank

Year	Value
2024	4816

Journal Citation Indicator

Year	Value
2024	134

SJR (SCImago Journal Rank)

Year	Value
2024	1.002

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	56

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Decision Sciences, Economics, Econometrics and Finance and Mathematics, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Convex measures of risk and trading constraints

  Citation: 1039

  Authors: Hans, Alexander

• Processes of normal inverse Gaussian type

  Citation: 835

  Authors: Ole E.

• LIBOR and swap market models and measures

  Citation: 450

  Authors: Farshid

• Generalized deviations in risk analysis

  Citation: 430

  Authors: R. Tyrrell, Stan, Michael

• Applications of Malliavin calculus to Monte Carlo methods in finance

  Citation: 328

  Authors: Eric, Jean-Michel, Jérôme, Pierre-Louis, Nizar

• From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets

  Citation: 321

  Authors: Dominique M., Michel M., Rakhal R., Ulrich A., Richard B., Olivier V.

• Quantile hedging

  Citation: 286

  Authors: Hans, Peter

• Moment explosions in stochastic volatility models

  Citation: 274

  Authors: Leif B. G., Vladimir V.

• Liquidity risk and arbitrage pricing theory

  Citation: 273

  Authors: Umut, Robert A., Philip

• On time-inconsistent stochastic control in continuous time

  Citation: 270

  Authors: Tomas, Mariana, Agatha

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