Special Issue on Option Pricing

An option is type of contract between two parties that provides one party the right, but not the obligation, to buy or sell the underlying asset at a predetermined price before or at expiration day. 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 Option Pricing.

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

• Stock options
• Option pricing models
• Option pricing methods
• Option pricing theory and applications
• Call options
• Put options
• Determinants of option value
• Intrinsic value
• Time value
• Derivatives pricing

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 - Option Pricing” should be selected during your submission.

Special Issue Timetable:

Guest Editor:

For further questions or inquiries, please contact Editorial Assistant at

jmf@scirp.org.