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Applications of Mathematical Methods in Economics and Finance
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Applications of Mathematical Methods in Economics and Finance

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".

Deadline for manuscript submissions: closed (30 April 2026) | Viewed by 2744

Special Issue Editors

Dr. Li-Ching Chen

E-Mail Website
Guest Editor
Department of Statistics, Tamkang University, New Taipei City, Taiwan
Interests: biostatistics; categorical data analysis
Dr. Li-Hsueh Chen

E-Mail Website
Guest Editor
Department of Applied Economics, Fo Guang University, Yilan, Taiwan
Interests: performance evaluation; industrial economics; microeconomics
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

In an increasingly complex global economy, the use of mathematical tools and models has become essential for understanding, predicting, and optimizing economic and managerial systems. This Special Issue, titled “Applications of Mathematical Methods in Economics and Finance”, brings together cutting-edge research that highlights the vital role of mathematics in addressing real-world challenges faced by businesses, policymakers, and economists.

The aim of this Special Issue is to showcase innovative approaches that apply mathematical techniques—such as optimization, game theory, econometrics, and statistical modeling—to solve practical problems in economics and management. The contributions span a range of topics, including resource allocation, decision-making under uncertainty, market analysis, risk management, and strategic planning.

By bringing together theoretical innovation and practical application, this Special Issue seeks to foster interdisciplinary dialogue and highlight methodological advancements that enhance analytical rigor in both fields. We anticipate that the insights presented in this Special Issue will contribute to ongoing academic discourse and stimulate further research at the confluence of mathematics, economics, and management.

We look forward to your contributions.

Dr. Li-Ching Chen
Dr. Li-Hsueh Chen
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 250 words) can be sent to the Editorial Office for assessment.

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

  • mathematical modeling
  • optimization
  • game theory
  • econometrics
  • decision theory
  • operations research
  • stochastic processes
  • eesource allocation
  • risk analysis
  • economic dynamics
  • quantitative methods

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Published Papers (2 papers)

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Research

13 pages, 298 KB  
Article
Utility Perturbation Operators in Bayesian Games: Structural Stability and Equilibrium Deformation
by Óscar De los Reyes Marín, Iria Paz Gil, Jose Torres-Pruñonosa and Raúl Gómez-Martínez
Mathematics 2026, 14(3), 506; https://doi.org/10.3390/math14030506 - 31 Jan 2026
Viewed by 1425
Abstract
We introduce a class of parametric operators acting on the space of Bayesian games with continuous utility functions. Each operator induces a structured perturbation of agents’ utilities while preserving the underlying informational primitives, strategy spaces, and Bayesian updating. This construction generates a family [...] Read more.
We introduce a class of parametric operators acting on the space of Bayesian games with continuous utility functions. Each operator induces a structured perturbation of agents’ utilities while preserving the underlying informational primitives, strategy spaces, and Bayesian updating. This construction generates a family of utility-perturbed Bayesian games that can be interpreted as continuous deformations of classical incomplete-information games in the space of payoff functions. The contribution of the paper is purely mathematical. First, we formally define a utility perturbation operator and characterize the associated class of perturbed Bayesian games. Second, under standard compactness and continuity assumptions, we prove the existence of Nash equilibria for all admissible perturbations. Third, we show that the equilibrium correspondence of the perturbed games converges upper hemicontinuously to the classical Bayesian Nash equilibrium correspondence as the perturbation parameter vanishes. Under additional differentiability and strict concavity assumptions, we establish a structural stability result: in a neighborhood of the unperturbed game, equilibria are locally unique and depend smoothly on the perturbation parameter. The equilibrium mapping is continuous, locally Lipschitz, and differentiable, implying that utility perturbations generate a stable deformation of the classical equilibrium structure rather than a qualitative departure from it. Taken together, the results identify a new operator-based framework for studying equilibrium stability and sensitivity in Bayesian games. The analysis shows that parametric perturbations of utility functions define a mathematically well-posed deformation of classical game-theoretic equilibria, providing a foundation for further work on equilibrium equivalence, stability, and comparative statics in non-cooperative games. Full article
(This article belongs to the Special Issue Applications of Mathematical Methods in Economics and Finance)
19 pages, 761 KB  
Article
The Pricing Formula for Exotic Options Based on a Discrete Investment Strategy
by Kai Shan and Minting Zhu
Mathematics 2026, 14(1), 60; https://doi.org/10.3390/math14010060 - 24 Dec 2025
Viewed by 745
Abstract
This paper proposes an option pricing model under a discrete investment strategy. From the perspective of investors’ initiative, we assume that the investor can take early actions before the underlying asset price reaches the strike level and trade a certain proportion of the [...] Read more.
This paper proposes an option pricing model under a discrete investment strategy. From the perspective of investors’ initiative, we assume that the investor can take early actions before the underlying asset price reaches the strike level and trade a certain proportion of the underlying asset within the validity period of the option. Building on the Black–Scholes framework, we derive a closed-form pricing formula for options under the discrete investment strategy and compare the resulting prices with those obtained from the classical Black–Scholes model. Furthermore, after parameter calibration, our model exhibits smaller fitting errors when applied to market data. By incorporating investor agency into the pricing framework, this study further extends option pricing theory and offers theoretical insights into the prevention of financial risks. Full article
(This article belongs to the Special Issue Applications of Mathematical Methods in Economics and Finance)
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