Call for Papers

The International Journal of Theoretical and Applied Finance (IJTAF) invites submissions for a special issue on Stochastics and Computational Finance - new trends from Academia to Real-World Applications, dedicated to Professor Albert Shiryaev and Professor Ernst Eberlein.

Guest Editors:

  • Matthias Ehrhardt (University of Wuppertal, Germany)
  • Maria-do-Rosário Grossinho (University of Lisbon, Portugal)
  • Martin Schweizer (ETH Zurich, Switzerland)
  • Carlos Vázquez (University of A Coruña, Spain

Scope and Objectives

This issue aims to discuss the latest advancements in financial mathematics and computing, highlighting also groundbreaking research in emerging topics. It aims to serve as a bridge between theory and practice, tackling contemporary challenges such as Climate Change Risk and Green Finance.

Topics of Interest

We invite high-quality research contributions on topics including, but not limited to:
  • Stochastic Models
  • Derivatives pricing
  • Arbitrage and risk theory
  • Risk Management
  • Financial Economics and Econometrics
  • Numerical Methods for financial problems, including Stochastic partial differential equations
  • Rough Analysis in Finance and Insurance
  • Mean Field Games, Stochastic Control and Portfolio Optimization
  • Sustainable/green finance
  • Pricing Models and Numerical Methods for Emission Allowances and Renewable Energy Certificates
  • Decentralized Finance (DeFi) and Cryptography
  • Machine Learning Approaches in Stochastic Finance
  • Optimal Transport and Applications in Mathematical Finance
  • Extreme Events and Rare Event Simulation
  • Quantum Computing in Financial Simulations

Submission Guidelines and Important Dates

  • Submission Deadline: 15 December 2025
  • Initial Review Feedback: 15 February 2026
  • Revised Manuscript Submission: 15 April 2026
  • Final Submission to Journal: 31 Maio 2026
  • Expected Publication Date: October 2026
Manuscripts should be prepared according to the journal’s formatting guidelines and submitted through the IJTAF online submission system.
Submissions will undergo a rigorous peer-review process to ensure high scientific quality. Please indicate that the title of special issue (Special Issue on Stochastics and Computational Finance) when you submit your paper.

Page Limits:

  • Maximum: 16 pages (including references, figures, etc.)
  • Minimum: 10 pages (excluding references, figures, etc.)

Contact Information

For inquiries related to this special issue, please contact:
Maria-do-Rosário Grossinho through the email scf2025.call@iseg.ulisboa.pt.