Deep brain stimulation (DBS) is usually performed to treat advanced Parkinson's disease (PD) patients with electrodes permanently implanted in basal ganglia while the stimulator delivers electrical impulses continuously and independently of any feedback (open-loop stimulation). Conversely, in closed-loop stimulation, electrical stimulation is delivered as a function of neuronal activities recorded and analyzed online. There is an emerging development of closed-loop DBS in the treatment of PD and a growing discussion about proposing cortical stimulation rather than DBS for this purpose. Why does it make sense to "close the loop" to treat parkinsonian symptoms? Could closed-loop stimulation applied to the cortex become a valuable therapeutic strategy for PD? Can mathematical modeling contribute to the development of this technique? We review the various evidences in favor of the use of closed-loop cortical stimulation for the treatment of advanced PD, as an emerging technique which might offer substantial clinical benefits for PD patients.