Mathematics
American Option
67%
Stochastic Volatility Model
64%
Closed Form
63%
Variance
56%
Continuous Time Markov Chain
52%
Stochastics
47%
Laplace Transform
43%
Option Pricing
30%
Numerical Example
27%
Series Expansion
26%
Option Price
22%
Approximation
21%
Numerical Experiment
20%
Monte Carlo
18%
Barrier Option
17%
Stochastic Volatility
16%
Diffusion Model
15%
First passage time
15%
Time Change
15%
Lvy Process
14%
B-Spline
14%
Markov Chain
14%
Diffusion Process
13%
Risk Measure
13%
Efficiency
12%
Heston Model
12%
Integral Equation
11%
Derivatives
11%
Integral Representation
10%
Diffusion Limitation
10%
Quantile
10%
Underlying Asset
10%
Asset Price
10%
Truncation
10%
Approximates
9%
Explicit Formula
9%
Markov Chain
9%
Lower and upper bounds
9%
Diffusion Model
8%
Characteristic Function
8%
Market Price
8%
Markov Process
8%
Convergence Rate
8%
Transforms
8%
Implied Volatility
8%
Numerical Example
7%
Gaussian Distribution
7%
Variables
7%
Zero-One Law
7%
Cosine
7%
Economics, Econometrics and Finance
Option Trading
100%
Volatility
95%
Pricing
58%
Markov Chain
54%
Price
37%
Diffusion
29%
Measure of Dispersion
25%
Continuous Time
25%
Continuous Time
21%
Finance
20%
Foreign Exchange Market
20%
Market
19%
Regime Switching
18%
Hedging
16%
ARCH Model
14%
Monte Carlo Simulation
14%
Utility Function
13%
Generalized Autoregressive Conditional Heteroskedasticity
13%
Efficiency
11%
Surety
10%
Benefits
10%
Economics
9%
Estimation Theory
9%
Incentives
9%
Levy Process
8%
Duality
8%
Arbitrage
8%
Share
8%
Price
8%
Return
8%
Investment
7%
Bayesian
7%
Insider Trading
7%
Financial Network
7%
Financial Market
7%
Numerical Methods
7%
Index Derivative
7%
Opportunity Cost
7%
Currency
6%
Scientific Modelling
5%
Bankruptcy
5%
Risk Management
5%
Occupation
5%
Exchange Rate
5%
Exchange Rate
5%
Foreign Exchange
5%
Computer Science
Approximation (Algorithm)
47%
Diffusion Process
19%
Application
18%
Time Markov Chain
16%
Continuous Time
16%
Markov Process
14%
Models
12%
Markov Chain
12%
Laplace Transform
11%
Laplace Transform
9%
Diffusion Model
9%
Option Pricing
8%
approximation scheme
8%
Barrier Option
8%
General Framework
7%
Barrier Option
7%
Product Iteration
7%
Density Function
7%
Brownian Motion
7%
Classification Models
7%
Diffusion Process
7%
Numerical Example
6%
Convergence Order
6%
Functions
5%
continuous-time
5%
Detection
5%
Simulation
5%
Markov Chain
5%
Theoretical Framework
5%
Stochastic Differential
5%