Special Issue "Application of Stochastic Analysis in Mathematical Finance"
Deadline for manuscript submissions: 31 January 2021.
Interests: mathematical finance; stochastic modeling; fractional Brownian motion
This Special Issue is devoted to applications of stochastic analysis to the area of quantitative finance. The increasing complexity of markets needs the tools of stochastic analysis to be implemented to address problems associated with quantitative finance as, for example, hedging, option pricing, portfolio optimization, and study of volatilities, among others. Indeed, we cannot think about addressing or understanding problems of modern quantitative finance without using tools of stochastic analysis such as the Feynman–Kac formula, Girsanov’s theorem, Itô’s lemma, derivatives in the Malliavin calculus sense, the results used for the study of local volatilities, etc.
This Special Issue will contain 5 invited survey papers written by prestigious experts in quantitative finance, as well as research papers on applications of stochastic analysis to quantitative finance.Prof. Dr. Elisa Alòs
Prof. Dr. Jorge A. León
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 papers will be 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 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 1200 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.
- Applications of stochastic analysis
- Numerical methods
- Option pricing
- Portfolio optimization
- Stochastic volatility models
- Study of volatility