Commentary
A brief history of quantitative finance
Published on: 5 June 2017
-
-
Research
Backward stochastic differential equations with Young drift
Published on: 5 June 2017
-
Research
Implied fractional hazard rates and default risk distributions
Published on: 1 March 2017
-
Research
Convergence to a self-normalized G-Brownian motion
Published on: 1 March 2017
-
Research
Stochastic global maximum principle for optimization with recursive utilities
Published on: 1 March 2017
-
Research
Backward-forward linear-quadratic mean-field games with major and minor agents
Published on: 1 December 2016
-
Research
Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
Published on: 16 August 2016
-
Research
Pathwise no-arbitrage in a class of Delta hedging strategies
Published on: 16 August 2016
-
Editorial
Editorial
Published on: 16 August 2016
-
Research
Stochastic global maximum principle for optimization with recursive utilities
Published on: 1 March 2017
Aims and scope
Probability, Uncertainty and Quantitative Risk is a high-quality, peer-reviewed, open-access journal reporting significant developments in modern probability theory, its relation to stochastic analysis and statistics, stochastic processes, their dynamics and control, as well as applications in domains such as finance, economics, biology, computer science, and the corresponding data analysis.
Open Thematic Series
Risk Measures, XVA Analysis, Capital Allocation and Central Counterparties
Guest Editors:
Stéphane CREPEY, University of Evry
Samuel DRAPEAU, Shanghai Jiao Tong University
Chao ZHOU, National University of Singapore
Deadline for submissions:
The 1st issue - January 31 2017
The 2nd issue - August 31, 2017
Advertisement
