《Journal Of Computational Finance》雜志的最新年發文量為14篇。
這表明該刊在每年都會精選并發表一定數量的高質量文章，以保持其在商業：財政與金融領域的學術影響力。
該刊聚焦于經濟學-商業：財政與金融領域的前沿研究，致力于推動該領域新技術和新知識的傳播與應用。同時它積極鼓勵研究人員詳細發表其高質量的實驗研究和理論成果。
該刊的平均審稿周期約為 。
Journal Of Computational Finance 雜志發文統計
文章名稱引用次數
- Kriging metamodels and experimental design for Bermudan option pricing10
- epsilon-monotone Fourier methods for optimal stochastic control in finance5
- American and exotic option pricing with jump diffusions and other Levy processes4
- Dilated convolutional neural networks for time series forecasting4
- Hedging of options in the presence of jump clustering3
- Path independence of exotic options and convergence of binomial approximations1
- The standard market risk model of the Swiss solvency test: an analytic solution1
- A new approach to the quantification of model risk for practitioners1
- Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options1
- Complexity reduction for calibration to American options1
國家/地區發文量
- England18
- GERMANY (FED REP GER)12
- USA11
- France8
- Netherlands6
- Canada4
- Poland4
- Italy3
- Spain3
- Australia2
