Finance and Stochastics presents research in all areas of finance based on stochastic methods as well as on specific topics in mathematics motivated by the analysis of problems in finance (in particular probability theory, statistics and stochastic analysis).
The journal also publishes surveys on financial topics of general interest if they clearly picture and illuminate the basic ideas and techniques at work, the interrelationship of different approaches and the central questions which remain open.
In addition, Finance and Stochastics features special issues devoted to specific topics in rapidly growing research areas. The journal serves as an ideal publication platform for both theoretical and applied financial economists using advanced stochastic methods and researchers in stochastics motivated by and interested in applications in finance and insurance.
Officially cited as: Finance Stoch
The first Editor-in-Chief was Dieter Sondermann (1996), who was succeeded by Martin Schweizer (2004).
- Presents research in all areas of finance based on stochastic methods.
- Covers specific topics in mathematics motivated by the analysis of problems in finance.
- Publishes surveys on financial topics of general interest.
- Martin Schweizer
- Publishing model
- Hybrid. Open Access options available
- 2.048 (2019)
- Impact factor
- 1.961 (2019)
- Five year impact factor
- 47,137 (2019)
Authors (first, second and last of 4)
Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations
As a result of the significant disruption that is being caused by the COVID-19 pandemic we are very aware that many researchers will have difficulty in meeting the timelines associated with our peer review process during normal times. Please do let us know if you need additional time. Our systems will continue to remind you of the original timelines but we intend to be highly flexible at this time.
Guest Editor: Andreas Hamel
Submission Deadline: October 31, 2019
Markets involving transaction costs or illiquidity, multi-utility representations of incomplete preferences, or risk measures and quantiles for multivariate positions can be modelled by means of set-valued functions, and this leads to interesting and mathematically challenging problems. With the goal of fostering activity in these important current developments, Finance and Stochastics will devote a special issue to this area.
About this journal
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