Journal of Mathematical Finance

ISSN Print: 2162-2434    ISSN Online: 2162-2442

Call For Papers

    Special Issue on Martingale, Stochastic Integral and Finance


    One of the fundamental concepts in modern finance is the notion of a martingale. Martingale theory has many practical significance and plays an important role in pricing decision-making and control model. We can simplify complex problems by constructing martingale theory framework. This is a stochastic process that, with its last observed value, provides the best forecast for its future values. Stochastic integration and martingales provide key tools for the analysis of the continuous time evolution of financial markets.


    In this special issue, we intend to invite front-line researchers and authors to submit original researches and review articles on exploring martingale, stochastic integral and finance. Potential topics include, but are not limited to:

    • Application of martingale theory in financial model
    • Equivalent martingale measure
    • Stochastic process
    • Continuous trading
    • Trading strategy
    • Martingale pricing method
    • Financial asset price movement and martingale

    Authors should read over the journal’s For Authors carefully before submission. Prospective authors should submit an electronic copy of their complete manuscript through the journal’s Paper Submission System.


    Please kindly notice that the “Special Issue” under your manuscript title is supposed to be specified and the research field “Special Issue – Martingale, Stochastic Integral and Finance” should be chosen during your submission.


    According to the following timetable:


    Submission Deadline

    September 24th, 2019

    Publication Date

    November 2019


    Guest Editor:


    For further questions or inquiries

    Please contact Editorial Assistant at

    jmf@scirp.org