Stochastic Control and Optimization in Mathematical Finance
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".
Deadline for manuscript submissions: 1 March 2025 | Viewed by 88
Special Issue Editors
Interests: mathematical finance; financial econometrics; applied mathematics; partial differential equation
Special Issue Information
Dear Colleagues,
Stochastic control and optimization have become indispensable tools in modern financial modeling and decision making. The dynamic nature of financial markets, coupled with the presence of uncertainty and risk, requires sophisticated mathematical techniques for the effective management and optimization of financial resources. This Special Issue explores the theoretical foundations and practical applications of stochastic control and optimization methods to address key challenges in mathematical finance. By fostering interdisciplinary dialogue and collaboration, it aims to advance our understanding of financial markets and improve the effectiveness of decision making in the face of uncertainty.
This Special Issue aims to explore the intricate interplay between stochastic control theory, optimization techniques, and their applications in mathematical finance. It aims to provide a platform for researchers and practitioners to present their latest findings, and methods and insights related to tackling complex financial problems through stochastic control and optimization frameworks. This Special Issue welcomes contributions that address theoretical developments, algorithmic innovations, and empirical studies in areas including, but not limited to, portfolio optimization, risk management, derivative pricing, and asset allocation under uncertainty.
Prof. Dr. Qi Wang
Prof. Dr. Juho Kanniainen
Guest Editors
Qian Zhang
Guest Editor Assistant
Manuscript Submission Information
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Keywords
- stochastic control
- optimization
- mathematical finance
- portfolio optimization
- risk management
- derivative pricing
- asset allocation
- financial modeling
- decision making
- uncertainty
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