Here is one more no one has mentioned yet.
SIAM (Society for Industrial and Applied Mathematics) is starting a new Journal for Financial Mathematics. They have not published the first issue yet. SIAM: SIAM Journal on Financial Mathematics (SIFIN)
You don't have to be a member to view the most recent articles but to search and view older articles you will need a membership. I'm not sure of the quality of this, but I thought I would throw it out there since no one has mentioned it yet.
SIAM has not only a new Journal for Financial Mathematics but also some other worthwhile journals like SIAM Journal on Optimization, SIAM Journal on Numerical Analysis and SIAM Journal on Scientific Computing.