Journal of Mathematical Finance

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

Call For Papers

    Special Issue on Stochastic Methods in Finance

    With the development of modern economics and finance empirical research, stochastic method as a mathematical tool has more and more important application value. A stochastic model, also known as a "non-deterministic, probabilistic model," is a model built on random variables. The goal of this special issue is to provide a platform for scientists and academicians all over the world to promote, share, and discuss various new issues and developments in the area of Stochastic Methods in Finance.

    In this special issue, we intend to invite front-line researchers and authors to submit original research and review articles on exploring Stochastic Methods in Finance. Potential topics include, but are not limited to:

    • Stochastic modeling in finance
    • Stochastic volatility and pricing
    • Stochastic games in finance
    • Martingale approach
    • Stochastic capital theory and stochastic economic growth
    • Black-scholes option pricing model
    • Random walk and market efficiency
    • Stochastic Calculus for Finance

    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 specify the “Special Issue” under your manuscript title. The research field “Special Issue - Stochastic Methods in Finance” should be selected during your submission.

    Special Issue Timetable:

    Submission Deadline

    March 31st, 2020

    Publication Date

    May 2020

    Guest Editor:

    For further questions or inquiries, please contact Editorial Assistant at