Stochastic Modeling and Financial Applications

Call for Papers

The aim of this special issue is to provide a common forum to select and publish the most important research results and review articles in the area of advanced modern theory of stochastic modeling and applications in financial and economic fields. We are soliciting submissions of original and significant contributions to this special issue with a new and fresh perspective in modern aspects of stochastic modeling. Potential topics include, but are not limited to:

• Continuous time linear stochastic systems
• Discrete-time linear stochastic systems
• Stochastic LQ control problems
• Numerical methods for Riccati type equations of stochastic control
• Stochastic modeling in the game theory
• Stochastic volatility computations
• Portfolio optimization
• Stochastic simulation and valuation of financial derivatives
• Innovations and contemporary practice in quantitative finance
• Nonstandard numerical methods

Before submission authors should carefully read over the journal's Author Guidelines, which are located at http://www.hindawi.com/journals/ddns/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/submit/journals/ddns/smfa/ according to the following timetable:

Lead Guest Editor

• Ivan Ivanov, Department of Statistics and Econometrics, Sofia University “St. Kl. Ohridski,” Sofia, Bulgaria

Guest Editors

• Vasile Dragan, Institute of Mathematics “Simion Stoilow” of the Romanian Academy, P.O. Box 1-764, 014700 Bucharest, Romania
• Oswaldo Luiz do Valle Costa, Polytechnic School, Sao Paulo University, Sao Paulo, SP, Brazil