Discrete Dynamics in Nature and Society

Stochastic Modeling and Financial Applications


Publishing date
01 Nov 2013
Status
Published
Submission deadline
14 Jun 2013

Lead Editor

1Department of Statistics and Econometrics, Sofia University “St. Kl. Ohridski,” Sofia, Bulgaria

2Institute of Mathematics “Simion Stoilow” of the Romanian Academy, P.O. Box 1-764, 014700 Bucharest, Romania

3Polytechnic School, Sao Paulo University, Sao Paulo, SP, Brazil


Stochastic Modeling and Financial Applications

Description

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:


Articles

  • Special Issue
  • - Volume 2013
  • - Article ID 405658
  • - Editorial

Stochastic Modeling and Financial Applications

Ivan Ganchev Ivanov | Vasile Dragan | Oswaldo Luiz do Valle Costa
  • Special Issue
  • - Volume 2013
  • - Article ID 905329
  • - Research Article

Empirical Evidence on Time-Varying Hedging Effectiveness of Emissions Allowances under Departures from the Cost-of-Carry Theory

Kai Chang
  • Special Issue
  • - Volume 2013
  • - Article ID 439305
  • - Research Article

Basel III and Asset Securitization

M. Mpundu | M. A. Petersen | ... | F. Gideon
  • Special Issue
  • - Volume 2013
  • - Article ID 753025
  • - Research Article

Terminal-Dependent Statistical Inference for the Integral Form of FBSDE

Qi Zhang
  • Special Issue
  • - Volume 2013
  • - Article ID 980578
  • - Research Article

Hyperchaos Numerical Simulation and Control in a 4D Hyperchaotic System

Junhai Ma | Yujing Yang
  • Special Issue
  • - Volume 2013
  • - Article ID 916978
  • - Research Article

Heuristic for Stochastic Online Flowshop Problem with Preemption Penalties

Mohammad Bayat | Mehdi Heydari | Mohammad Mahdavi Mazdeh
  • Special Issue
  • - Volume 2013
  • - Article ID 172648
  • - Research Article

Basel III Liquidity Risk Measures and Bank Failure

L. N. P. Hlatshwayo | M. A. Petersen | ... | C. Meniago
  • Special Issue
  • - Volume 2013
  • - Article ID 398750
  • - Research Article

Sublinear Expectation Nonlinear Regression for the Financial Risk Measurement and Management

Yunquan Song | Lu Lin
Discrete Dynamics in Nature and Society
 Journal metrics
Acceptance rate26%
Submission to final decision64 days
Acceptance to publication61 days
CiteScore0.990
Impact Factor0.973
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