# Stochastic processes and financial applications

**Type:** Topics  
**Canonical URL:** https://scholariq.org/topics/stochastic-processes-and-financial-applications/

## Facts

| Field | Value |
| --- | --- |
| Citations | 1,554,103 |
| Description | This cluster of papers focuses on the theory and applications of option pricing models, including topics such as stochastic calculus, jump diffusion, volatility modeling, mean field games, term structure models, risk premia, Monte Carlo simulation, and market microstructure noise in the context of financial economics. |
| Domain | Social Sciences |
| Field | Economics, Econometrics and Finance |
| OpenAlex ID | https://openalex.org/T10067 |
| Works | 121,470 |

## Topic papers all

- [Multiscale systematic risk](https://scholariq.org/papers/multiscale-systematic-risk/)
- [Realized Volatility Forecasting in the Presence of Time-Varying Noise](https://scholariq.org/papers/realized-volatility-forecasting-in-the-presence-of-time-varying-noise/)
- [Forecasting Time Series for Power Consumption Data in Different Buildings Using the Fractional Brownian Motion](https://scholariq.org/papers/forecasting-time-series-for-power-consumption-data-in-different-buildings-using/)
- [Some problems in determining the free risk rate of return](https://scholariq.org/papers/some-problems-in-determining-the-free-risk-rate-of-return-2/)
- [Observational predictions of some inflationary models](https://scholariq.org/papers/observational-predictions-of-some-inflationary-models-2/)

## Topic researchers

Showing 12 of 20.

- [Eugene F. Fama](https://scholariq.org/researchers/eugene-f-fama/)
- [Andrei Shleifer](https://scholariq.org/researchers/andrei-shleifer/)
- [H. Eugene Stanley](https://scholariq.org/researchers/h-eugene-stanley/)
- [Robert F. Engle](https://scholariq.org/researchers/robert-f-engle/)
- [Kenneth R. French](https://scholariq.org/researchers/kenneth-r-french/)
- [S. Matarrese](https://scholariq.org/researchers/s-matarrese/)
- [A. Sznajder](https://scholariq.org/researchers/a-sznajder/)
- [Robert E. Schapire](https://scholariq.org/researchers/robert-e-schapire/)
- [F. Finelli⋆](https://scholariq.org/researchers/f-finelli/)
- [George Em Karniadakis](https://scholariq.org/researchers/george-em-karniadakis/)
- [A. Melchiorri](https://scholariq.org/researchers/a-melchiorri/)
- [B. D. Wandelt](https://scholariq.org/researchers/b-d-wandelt/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.