Computational Finance and Insurance

Special Issue Editor:

Dr. Runhuan Feng
Department of Mathematics,University of Illinois at Urbana-Champaign, Champaign, IL, USA


As the financial and insurance industries develop increasingly sophisticated investment products in the recent decades, there has been a growing demand for more efficient modeling and computational techniques in nearly all areas of both industries, including pricing, forecasting, portfolio selection, algorithmic trading and risk management, etc. This special issue is intended to collect research papers on the latest development in the financial and insurance industries and in the academia regarding innovative modeling of exotic products as well as novel computational methodologies.

Instruction for Authors:
Submission due date: 28 February 2018

Richard J. Cebula, Don Capener
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Janina Engel, Markus Wahl, Rudi Zagst
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Lianzhang Bao, Guangliang Zhao, Zhuo Jin
+ Abstract     + HTML     + PDF(331 KB)
Chen Li, Xiaohu Li
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Seyed Amir Hejazi, Kenneth R. Jackson, Guojun Gan
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