From mathfin-skills
Stakes a manuscript's contribution against prior stochastic-analysis, pricing, and control results at theorem-level precision. Use when refining the introduction for Mathematical Finance journal.
How this skill is triggered — by the user, by Claude, or both
Slash command
/mathfin-skills:mathfin-literature-positioningThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
- The introduction reads as a survey rather than a precise contribution claim
Because the journal prizes methodological novelty and contribution to financial modelling, positioning must be theorem-level, not topic-level. The reader (often a Bachelier Finance Society member steeped in stochastic analysis) wants to know exactly which assumptions you relax, which generality you add, or which open problem you close — and why earlier machinery was unable to. A vague "the literature has studied X" invites a desk concern about novelty.
The closest result is [Author, Year, Thm n], which proves [conclusion] under [hypotheses].
Our Theorem [m] removes [hypothesis] / extends the model class from [class A] to [class B] /
upgrades existence to a constructive characterization. The key obstacle is [technical issue];
[Author]'s argument relies on [tool], which fails here because [reason]. We instead [new idea].
One scaffold per main theorem suffices; referees at this venue prefer a single precise comparison to a paragraph of adjacent citations.
Positioning also signals fit. If every paper you compare against lives in a probability journal with no financial object in its theorem statements, the manuscript reads as misdirected pure mathematics; if the comparisons are all empirically oriented, the rigor-bar question arises. Healthy Mathematical Finance positioning braids the journal's own literature with Finance and Stochastics and stochastic-analysis sources, keeping the financial-modelling payoff visible in the same paragraph as the mathematical delta.
【Closest prior result】author/year + its assumptions + its limit
【Your delta】weaker-assumptions / broader-class / sharper / constructive / new-object
【Machinery you build on】[foundational tools, cited where they work]
【Special-case defense】why your result is not a corollary of prior work
【Scope honesty】what you explicitly do NOT claim
【Next step】mathfin-identification-strategy
npx claudepluginhub brycewang-stanford/awesome-journal-skills --plugin mathfin-skillsFrames manuscript contributions for Mathematical Finance (Wiley) journal—articulates methodological novelty and financial modelling payoff for editor and referees.
Helps frame related-work sections for RFS manuscripts by defining the precise contribution delta against top finance journals. Guides structuring anchor literatures, frontier, wedge, and delta.
Assesses whether a quantitative finance manuscript fits Mathematical Finance, covering scope, method-and-evidence bar, house style, and desk-reject risks.