Manuscript  Topics

In recent years, the  field of financial economics has witnessed significant progress through the  application of diverse mathematical modeling approaches. These developments  have deepened our understanding of complex financial systems, enhanced risk  management practices, and improved decision-making processes across various  financial domains.
The aim of this special  issue is to bring together high-quality research that leverages mathematical  models to address contemporary challenges in financial economics. We invite  contributions that span a broad spectrum of topics, including but not limited to:

 * Mathematical Finance Foundations

-Stochastic Differential Equations in Finance

-Martingale Methods and Pricing Kernels

-Mean-Field Game Theory in Financial Markets

-Jump-Diffusion and Lévy Process Modeling

-Fractional Brownian Motion in Asset Pricing

* Market Dynamics &  Risk Modeling

-Systemic Risk and Financial Contagion

-Financial Network Theory

-Term Structure of Interest Rates (e.g., HJM, CIR)

-Liquidity Risk Modeling and Endogenous Market Behavior

* Econometrics &  Time-Series Modeling

-Time-Varying Parameter VAR (TVP-VAR)

-Regime-Switching and Hidden Markov Models

-High-Frequency Financial Econometrics

-Entropy-Based Market Efficiency Analysis

-Quantile Regression and Risk Forecasting

* Option Pricing &  Financial Engineering

-Local and Stochastic Volatility Models

-SABR and CEV Model Calibration

-Exotic and American Option Valuation

-Risk-Neutral Valuation in Incomplete Markets

-Rough Volatility Models

* Asset Allocation &  Behavioral Finance

-Portfolio Optimization under Uncertainty

-Behavioral Biases in Asset Pricing

-Utility-Based Investment Strategies

-Ambiguity Aversion and Knightian Uncertainty

-Prospect Theory and Non-Expected Utility Models

* Climate Finance &  Sustainability Modeling

-Climate Risk in Financial Markets

-Carbon-Adjusted Asset Pricing

-Green Bond Valuation Techniques

-ESG-Integrated Financial Models

-Uncertainty Indices and Sustainable Asset Allocation

* AI & Computational  Methods in Finance

-Machine Learning in Financial Modeling

-Generative Adversarial Networks for Time Series

-Reinforcement Learning for Portfolio Management

-Explainable AI (e.g., SHAP, LIME) in Finance

-Hybrid Modeling: ML + Econometric Methods

Instruction for Authors 

https://www.aimspress.com/math/news/solo-detail/instructionsforauthors

Please submit your manuscript to online submission system 

https://aimspress.jams.pub/