Advances in Financial Mathematics and Stochastic Processes
A special issue of Axioms (ISSN 2075-1680).
Deadline for manuscript submissions: 31 December 2025 | Viewed by 92
Special Issue Editor
Interests: option pricing; mathematical models in finance
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
As the complexity of financial markets and systems increases, do does the importance of mathematical models and methodologies. In recent years, financial mathematics has evolved through utilizing various mathematical tools such as stochastic differential equations, time series analysis, machine learning, and big data analytics to model and analyze financial phenomena.
This Special Issue aims to focus on the latest theoretical developments in financial mathematics and their applications in real financial markets, providing a platform for researchers from academia and industry to share their latest research results and practical insights. In addition to developments in traditional financial mathematics methodologies, we also aim to explore the future direction of financial mathematics by including research on the applications of new technologies such as artificial intelligence, quantum computing, and blockchain.
This Special Issue includes, but is not limited to, the following topics:
- Financial Stochastic Processes: Stochastic differential equations, jump-diffusion processes, stochastic volatility model.
- Derivative Pricing and Risk Management: New pricing models, risk measurement methodologies, hedging strategies, exotic options.
- Portfolio Optimization and Asset Allocation: Multi-objective optimization, robust optimization, dynamic asset allocation.
- Financial Time Series Analysis: Non-stationary time series, multivariate time series, long-range dependence modeling.
- Financial Machine Learning: Deep learning-based financial prediction, reinforcement learning for trading, text mining.
- Systemic Risk and Financial Networks: Financial connectedness, contagion effects, network risk modeling.
- Mathematical Modeling of Sustainable Finance: ESG risk measurement, climate finance, impact investment evaluation.
- Latest Techniques in Computational Finance: Monte Carlo methods, finite difference methods, quantum algorithm.
I look forward to receiving your contributions.
Dr. Geonwoo Kim
Guest Editor
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Axioms is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- derivative pricing
- mathematical models
- financial mathematics
- stochastic volatility models
- jump-diffusion models
- credit risk
- machine learning
- portfolio optimization
- time series
- computational finance
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