Authors: Aristeidis Samitas, Andreas Andrikopoulos, Ilias Kampouris

Title: Intellectual partnership in mathematical finance

Abstract

Coauthorship is an essential element of collaborative work in science. Focusing on an interdisciplinary field, mathematical finance, this paper aims to map the structure of collaboration between scholars such as financial economists, mathematicians and financial engineers. We employ social network analysis in order to discover the central nodes and network architecture in published research articles in 8 leading journals of mathematical finance. We explore three different kinds of networks: authors, affiliations and countries. We find that collaboration networks are extensively integrated and they exhibit small-world properties, being highly clustered and mostly structured within a giant component.