Applied Mathematical Models of Option Pricing
A special issue of Axioms (ISSN 2075-1680). This special issue belongs to the section "Mathematical Analysis".
Deadline for manuscript submissions: 30 November 2024 | Viewed by 1702
Special Issue Editor
Special Issue Information
Dear Colleagues,
Options are one of the most popular derivatives in the financial market. As a result, 'option pricing' is an important topic in the field of financial mathematics. For option pricing, various mathematical methods and models have been developed. Many models and methods should be developed to address the challenging issues that arise in option pricing.
The purpose of this Special Issue is to develop mathematical models for pricing various options.
Articles should deal with option pricing problems using various mathematical models and mathematically or statistically demonstrate the proposed themes.
In this Special Issue, original research articles and reviews are welcome. Research areas may include (but are not limited to) the following:
- option pricing,
- mathematical models,
- financial mathematics,
- stochastic volatility models,
- jump-diffusion models,
- credit risk,
- machine learning.
I look forward to receiving your contributions.
Dr. Geonwoo Kim
Guest Editor
Manuscript Submission Information
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Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2400 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.
Keywords
- option pricing
- mathematical models
- financial mathematics
- stochastic volatility models
- jump-diffusion models
- credit risk
- machine learning
