Finance and Stochastics
Finance and Stochastics presents research in all areas of finance based on stochastic methods as well as on specific topics in mathematics motivated by the analysis of problems in finance (in particular probability theory, statistics and stochastic analysis).
The journal also publishes surveys on financial topics of general interest if they clearly picture and illuminate the basic ideas and techniques at work, the interrelationship of different approaches and the central questions which remain open.
In addition, Finance and Stochastics features special issues devoted to specific topics in rapidly growing research areas. The journal serves as an ideal publication platform for both theoretical and applied financial economists using advanced stochastic methods and researchers in stochastics motivated by and interested in applications in finance and insurance.
Officially cited as: Finance Stoch
The first Editor-in-Chief was Dieter Sondermann (1996), who was succeeded by Martin Schweizer (2004).
On arbitrarily slow convergence rates for strong numerical approximations of Cox–Ingersoll–Ross processes and squared Bessel processes
- Journal Title
- Finance and Stochastics
- Volume 1 / 1996 - Volume 23 / 2019
- Print ISSN
- Online ISSN
- Springer Berlin Heidelberg
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