About This Special Issue
Valuation of Derivative Securities and Credit Risks aims at presenting the latest developments and options pricing in pure and applied computational finance. It considers important theoretical, empirical and review papers. This special is driven by the computational revolution and emphasizing innovative applied mathematics having potential for applicability and practicality. It also improves the dissemination of advanced research in the area of valuation of derivative securities and credit risk.
Original research papers are solicited in any aspect of applied and pure computational finance.
The topics include (but are not limited to):
Pricing theory of securities and portfolio
Solutions to PDEs
Stochastic optimization and control
Numerical Methods in Finance