
Academic Journal
Q1Finance and Stochastics
About Finance and Stochastics
About Finance and Stochastics
Finance and Stochastics is a peer-reviewed scholarly journal published by Springer Verlag (Germany). It focuses on Q1. Publication coverage spans 2004-2026.
Key indicators: ISSN 1432-1122, 0949-2984; H-index 58; Impact Factor 1.6.
Understanding This Journal's Metrics
Journal metrics help researchers assess fit, but they must be interpreted in context:
- H-index (58): Strong citation impact — 58 articles cited at least 58 times each, reflecting solid influence.
- Impact Factor (1.6): Average citations per recent article. Interpret alongside field-specific citation norms.
Publishing in Finance and Stochastics
An established venue in its field. The journal welcomes solid, well-executed research. Ensure your manuscript fits the stated scope and follows author guidelines carefully.
- Scope fit: Confirm your research aligns with Q1. Off-scope manuscripts are typically desk-rejected quickly.
- Author guidelines: Follow formatting, reference style, and article-type requirements exactly — non-compliant manuscripts may be returned without review.
- Submission: Submit via the official journal website.
Is This Journal Right for Your Paper?
- Audience match: Will the journal's readers cite and build on your findings?
- Timeline: Higher-tier journals mean longer review and higher rejection risk. Balance prestige against your schedule.
- Indexing: Confirm indexing in Web of Science, Scopus, and PubMed (if biomedical) meets your institutional requirements.
- Open access needs: Check funder mandates and whether the journal offers compliant OA options.
Frequently Asked Questions
What is the ISSN of Finance and Stochastics?
1432-1122, 0949-2984.
Who publishes Finance and Stochastics?
Springer Verlag.
What are Finance and Stochastics's metrics?
Impact Factor 1.6; H-index 58.
Where do I submit to Finance and Stochastics?
Via the official website.
Is Finance and Stochastics peer-reviewed?
Yes — it is a peer-reviewed scholarly journal indexed in major academic databases.
Verified field sources
- Journal Impact Factor: 1.6 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
- Impact Factor year: 2025 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
Source-backed journal facts
Topics in published research
Stochastic processes and financial applications; Economic theories and models; Financial Risk and Volatility Modeling; Risk and Portfolio Optimization; Financial Markets and Investment Strategies; Complex Systems and Time Series Analysis.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Reported open-access list prices
2,090.00 USD; 2,990.00 EUR
APC list prices reported by OpenAlex, which obtains this information from DOAJ. Confirm current charges, taxes, waivers and eligibility with the publisher; this is not a fee quotation.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
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Ricardo T. Fernholz, Robert Fernholz
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M. Schweizer
2026-04 · DOI: 10.1007/s00780-026-00591-xReinforcement learning for continuous-time optimal execution: actor–critic algorithm and error analysis
Boyu Wang, Xuefeng Gao, Lingfei Li
2026-04 · DOI: 10.1007/s00780-026-00589-5Vulnerable European and American options in a hazard-process model
Libo Li, Ruyi Liu, Marek Rutkowski
2026-04 · DOI: 10.1007/s00780-026-00590-yCalibration of local volatility models with stochastic interest rates using optimal transport
Benjamin Joseph, Grégoire Loeper, Jan Obłój
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Muqiao Huang, Ruodu Wang
2026-04 · DOI: 10.1007/s00780-026-00587-7Monotonic mean–deviation risk measures
Xia Han, Ruodu Wang, Qinyu Wu
2026-04 · DOI: 10.1007/s00780-026-00586-8Reviews
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Version History
October 9, 2026 at 8:34 pm
October 2, 2026