Stochastics and Dynamics [SEP] publisher
Stochastics and Dynamics
Stochastics and Dynamics (SD) is an interdisciplinary journal published by World Scientific. It was founded in 2001 and covers "modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system's point of view". Articles and papers in the journal describe theory, experiments, algorithms, numerical simulation and applications of stochastic phenomena, with a particular focus on random or stochastic ordinary, partial or functional differential equations and random mappings.
Abstracting and indexing.
The journal is abstracted
(2003), "Alternative asset-price dynamics and volatility smile", Quantitative Finance 3(3), 173–183.
- D. Brigo and F. Mercurio (2002), "Lognormal-Mixture Dynamics and Calibration to Market Volatility Smiles", International Journal of Theoretical & Applied Finance 5(4), 427–446.
- D. Brigo and F. Mercurio (2001), "A Deterministic-Shift Extension of Analytically-Tractable and Time-Homogeneous Short-Rate Models", Finance and Stochastics 5(3), 369–387.
- F.