Research in Options 2017 - Special Issue: Call for Submission




We are very pleased to announce that RiO 2017 will be accompanied with a special issue of the  International Journal of Theoretical and Applied Finance (IJTAF).  The guest editors will be M. Avellaneda, B.Dupire, and J. P. Zubelli.

This special issue will celebrate the 12th anniversary of the Research in Options conference series. Previous participants and 2017 participants are cordially invited to submit manuscripts for review.

Papers should be ideally about 15-20 pages in length, including figures, tables and references, when set in the IJTAF style file, but in any case should not be more than a total of 26 pages in length.

They should be prepared in the IJTAF style file, and electronically submitted to the journal in the normal way, with a note to the editorial office saying that the paper is being submitted for the “Special Issue: Papers from RiO”.  References should be in the Harvard style, based on an author and year format. For example: The option pricing formula first appears in Black & Scholes (2073), and was based in part on earlier work by earlier authors (Samuelson 1965, Merton 1969). See any recent issue of IJTAF for further examples. All displayed equations should be numbered. Avoid “crowding” complicated formulae into the text, especially if they affect the line spacing; display them instead. Abstracts should be in a single paragraph and should have sufficient detail and length to give a useful synopsis of the main results of the paper. The captions of figures should contain enough information to clearly describe what is going on in the figure, what the axes represent, what the “message” of the figure is, and so on. Similarly for tables. Please avoid the use of “bullet points”. Proofs should be in the main body of the text, not relegated to appendices.


For more information about IJTAF please refer to


The deadline for submission for the Special Issue is November 30th, 2017, so that we can have the refereeing/revision process finished with final disposition by the end of the year.