Paper Review Records
All Paper Review Records
15 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
Growth Model With Externalities for the Energy Transition
AuthorsPierre Lavigne; Quentin Petit; Xavier Warin
Affiliations1. Université Côte d'Azur Nice France; 2. EDF R&D and FiME Lab Palasieau France
Climate and Nature Risk in Mathematical Finance
AuthorsAndrea Macrina; Peter Tankov
Affiliations1. Department of Mathematics University College London London UK; 2. CREST, ENSAE Institut Polytechnique de Paris Palaiseau France
Impact Investing With Shareholder Engagement
AuthorsJean‐François Chassagneux; Roxana Dumitrescu; Olivier David Zerbib
Affiliations1. CREST Laboratory, CNRS, Groupe des Écoles Nationales d'Économie et Statistique, Ecole Polytechnique Institut Polytechnique de Paris Palaiseau France
Solar Energy Risks: Stochastic Radiation Modeling and Optimal Hedging Strategies
AuthorsSilvia Romagnoli; Beniamino Sartini
Affiliations1. Department of Statistics University of Bologna Bologna Italy
Dam Management in the Era of Climate Change
AuthorsCristina Di Girolami; M'hamed Gaïgi; Vathana Ly Vath; Simone Scotti
Affiliations1. Dipartimento di Matematica Università Alma Mater Studiorum Bologna Bologna Italy; 2. Ecole Nationale d'Ingénieurs de Tunis Université de Tunis El Manar, ENIT‐LAMSIN Tunis Tunisia; 3. ENSIIE, Laboratoire de Mathématiques et Modélisation d'Évry Université Paris‐Saclay, CNRS UMR 8071, UEVE I.B.G.B.I. Évry Cedex France; 4. Dipartimento di Economia e Management Università di Pisa Pisa Italy
On the Exact Limiting Distribution of a Volatility Target Index
AuthorsXuan Liu; Michel Gauthier
Affiliations1. Nomura Securities Hong Kong Hong Kong SAR; 2. Nomura Securities Tokyo Japan
Regulation in a Mean‐Field Investment Game With Climate Damage
AuthorsRené Aïd; Salvatore Federico; Giorgio Ferrari; Neofytos Rodosthenous
Affiliations1. Department of Economics Université Paris‐Dauphine, PSL Research University Paris France; 2. Dipartimento di Matematica Università di Bologna Bologna Italy; 3. Center for Mathematical Economics (IMW) Bielefeld University Bielefeld Germany; 4. Department of Mathematics University College London, London England UK
Axioms for Constant Function Market Makers
AuthorsChristoph Schlegel; Mateusz Kwaśnicki; Akaki Mamageishvili
Affiliations1. Flashbots Zurich Switzerland; 2. Department of Pure Mathematics Wroclaw University of Science and Technology Wroclaw Poland; 3. Offchain Labs Zurich Switzerland
Optimal Execution Among N Traders With Transient Price Impact
AuthorsSteven Campbell; Marcel Nutz
Affiliations1. Department of Statistics Columbia University New York New York USA; 2. Department of Mathematics Columbia University New York New York USA
Quantum Monte Carlo Algorithm for Option Pricing and Its Complexity Analysis
AuthorsJianjun Chen; Yongming Li; Ariel Neufeld
Affiliations1. Division of Physics and Applied Physics, School of Physical and Mathematical Sciences Nanyang Technological University Singapore Singapore; 2. Department of Mathematics Texas A&M University College Station Texas USA; 3. Division of Mathematical Sciences, School of Physical and Mathematical Sciences Nanyang Technological University Singapore Singapore
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