Stochastic Optimal Control in Finance
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".
Deadline for manuscript submissions: 31 July 2024 | Viewed by 600
Special Issue Editors
Interests: stochastic processes and its application to insurance and finance; stochastic optimal risk control; mathematical finance; actuarial sciences
Special Issue Information
Dear Colleagues,
This Special Issue will publish original research articles focused on the development and application of stochastic control theory for the analysis of financial and actuarial problems; it also invites the submission of manuscripts that consider new stochastic control tools, as well as models and methods for mathematical finance and actuarial science. Author submissions should be presented in a mathematically rigorous style. Innovative contributions that address key research questions are highly encouraged.
Potential topics of interest include, but is not limited to, the following subjects:
- Theory and analysis of financial markets;
- Stochastic optimal strategy;
- Derivatives research;
- Theory and analysis of actuarial science;
- Portfolio selection;
- Risk management and control;
- Statistical learning and empirical financial studies based on advanced stochastic control methods;
- Numerical and stochastic solution techniques for solving problems in finance;
- Stochastic differential game.
Prof. Dr. Zhibin Liang
Prof. Dr. Jingtao Shi
Guest Editors
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. Mathematics is an international peer-reviewed open access semimonthly 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 2600 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
- stochastic control
- portfolio
- reinsurance
- dividend
- risk
- optimization
- pricing
- derivatives
- game
