EDITORIAL: SPECIAL ISSUE ON FINANCIAL MATHEMATICS AND QUANTITATIVE FINANCE
This special issue contains selected papers submitted by participants of the 2nd International Symposium on Partial Differential Equations & Stochastic Analysis in Mathematical Finance, held during 6–10 January 2020 at Sanya, China.
Abstract
The nexus between world financial markets and the discipline of quantitative finance, which is heavily based on mathematics and statistics, has become increasingly clearer as a result of enormously expanded global financial derivative markets over the past two decades. To understand important and yet complicated market behaviours, mathematicians and statisticians worldwide have proposed many stochastic and computational methods that can be applied to address some quite challenging issues encountered in modern finance. This special issue contains selected papers submitted by participants of the 2nd International Symposium on Partial Differential Equations & Stochastic Analysis in Mathematical Finance, held during 6–10 January 2020 at Sanya, China. The editorial team for this special issue consists of Professor Song-Ping Zhu, Dr. Xiaoping Lu and Dr. Xin-Jiang He, who had called for submission of papers before the symposium took place in January 2020 with topics of special interest including, but not limited to: