Editorial: Financial modeling with frictions

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Main Authors: Daniele Mancinelli, Andrea Mazzon, Immacolata Oliva, Ilaria Stefani
Format: Article
Language:English
Published: Frontiers Media S.A. 2025-07-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fams.2025.1641147/full
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author Daniele Mancinelli
Andrea Mazzon
Immacolata Oliva
Ilaria Stefani
author_facet Daniele Mancinelli
Andrea Mazzon
Immacolata Oliva
Ilaria Stefani
author_sort Daniele Mancinelli
collection DOAJ
format Article
id doaj-art-c5b9633e30bf4645b3f0fa180b129c04
institution Kabale University
issn 2297-4687
language English
publishDate 2025-07-01
publisher Frontiers Media S.A.
record_format Article
series Frontiers in Applied Mathematics and Statistics
spelling doaj-art-c5b9633e30bf4645b3f0fa180b129c042025-08-20T03:28:18ZengFrontiers Media S.A.Frontiers in Applied Mathematics and Statistics2297-46872025-07-011110.3389/fams.2025.16411471641147Editorial: Financial modeling with frictionsDaniele Mancinelli0Andrea Mazzon1Immacolata Oliva2Ilaria Stefani3Department of Economics and Finance, University of Rome Tor Vergata, Rome, ItalyDepartment of Economics, University of Verona, Verona, ItalyDepartment of Methods and Models for Territory, Economics and Finance, Sapienza University of Rome, Rome, ItalyDepartment of Economics and Management, University of Parma, Parma, Italyhttps://www.frontiersin.org/articles/10.3389/fams.2025.1641147/fullfrictionsstochastic optimal controlfractional volatilityilliquidityESGcryptocurrencies
spellingShingle Daniele Mancinelli
Andrea Mazzon
Immacolata Oliva
Ilaria Stefani
Editorial: Financial modeling with frictions
Frontiers in Applied Mathematics and Statistics
frictions
stochastic optimal control
fractional volatility
illiquidity
ESG
cryptocurrencies
title Editorial: Financial modeling with frictions
title_full Editorial: Financial modeling with frictions
title_fullStr Editorial: Financial modeling with frictions
title_full_unstemmed Editorial: Financial modeling with frictions
title_short Editorial: Financial modeling with frictions
title_sort editorial financial modeling with frictions
topic frictions
stochastic optimal control
fractional volatility
illiquidity
ESG
cryptocurrencies
url https://www.frontiersin.org/articles/10.3389/fams.2025.1641147/full
work_keys_str_mv AT danielemancinelli editorialfinancialmodelingwithfrictions
AT andreamazzon editorialfinancialmodelingwithfrictions
AT immacolataoliva editorialfinancialmodelingwithfrictions
AT ilariastefani editorialfinancialmodelingwithfrictions