Keywords: گزینه مانع; Bond-pricing equation; Lie point symmetry; Group classification; Barrier option; Computer assisted research; 35A20; 70G65; 70M60; 97M30; 68W30;
مقالات ISI گزینه مانع (ترجمه نشده)
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Keywords: گزینه مانع; G21; G28; Government capital injection; Ownership structure; Political connection; Barrier option;
Keywords: گزینه مانع; Barrier option; Bank interest margin; Bankruptcy prediction; Total return swaps; Government capital injection;
Keywords: گزینه مانع; Barrier option; Bilateral contract; Pool market; Risk management; Wind power trading;
Keywords: گزینه مانع; Government capital injection; Default risk; Barrier option;
Keywords: گزینه مانع; G32; O32; Q42Sustainable energy; Investment uncertainty; Barrier option; Compound real option; Investment failure; Multi-stage investment
Keywords: گزینه مانع; Chained option; Barrier option; Static replication; Hitting time
Keywords: گزینه مانع; Heath equation; Lie point symmetry; Group classification; Barrier option; Computer assisted research;
Keywords: گزینه مانع; Barrier option; Regime switching model; Fundamental matrix solution; Integral representation; Free boundary problem
Keywords: گزینه مانع; Barrier option; Time-dependent barrier; Boundary element method; Volterra integral equation;
Keywords: گزینه مانع; Binomial lattice; Trinomial lattice; Hexanomial lattice; Multi-asset option; Barrier option; Correlation
Keywords: گزینه مانع; G21; G28; Bank interest margin; Regret aversion; Barrier option; Bank equity valuation;
Keywords: گزینه مانع; C63; G13; Radial basis function; Option pricing; Black-Scholes; Heston; Barrier option; American option; Operator splitting;
Numerical method of pricing discretely monitored Barrier option
Keywords: گزینه مانع; primary, 91G80, 97M30; secondary, 41A55, 65D32Option pricing; Barrier option; Recombining tree
Risk-neutral valuation of power barrier options
Keywords: گزینه مانع; Density function; Risk-neutral valuation; Power option; Barrier option
Barrier option pricing for exchange rates under the Levy-HJM processes
Keywords: گزینه مانع; C02; C60; G11; G13; Levy process; Barrier option; HJM;
A note on first-passage times of continuously time-changed Brownian motion
Keywords: گزینه مانع; Double-barrier problem; First-exit time; First-passage time; Time-changed Brownian motion; Barrier option
Cross a barrier to reach barrier options
Keywords: گزینه مانع; Barrier option; Hitting time; Reflection principle;
On the determinants of the implied default barrier
Keywords: گزینه مانع; Barrier option; Default barrier; Bankruptcy prediction; Maximum likelihood estimation; Strategic default; Liquidity shortageG32; G33
The evaluation of barrier option prices under stochastic volatility
Keywords: گزینه مانع; Barrier option; Stochastic volatility; Continuously monitored; Discretely monitored; Free boundary problem; Method of lines
A boundary element method to price time-dependent double barrier options
Keywords: گزینه مانع; Barrier option; Double barrier; Time-dependent barrier; Boundary element method; Volterra integral equations
Simulation of coupon bond European and barrier options in quantum finance
Keywords: گزینه مانع; Coupon bond option; Barrier option; Monte Carlo simulation; Quantum finance
Efficiently pricing barrier options in a Markov-switching framework
Keywords: گزینه مانع; Markov switching; Barrier option; Monte Carlo; Brownian bridge; Variance reduction
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance
Keywords: گزینه مانع; Gerber-Shiu expected discounted penalty function; Wiener-Hopf factorization; Perturbed compound Poisson risk process; Laplace distribution; Perpetual American put option; Barrier option; Optimal capital structure;
A lattice algorithm for pricing moving average barrier options
Keywords: گزینه مانع; Barrier option; Moving average; Lattice algorithm; Forward shooting grid method; Extrapolation; C63; G13;
Pricing derivatives with barriers in a stochastic interest rate environment
Keywords: گزینه مانع; C60; G10; Change of Numéraire; Vasicek model; Barrier option; Markovian approximation;
Options valuation by using radial basis function approximation
Keywords: گزینه مانع; Option Contract; European option; Barrier option; Asian option; Radial basis function
On barrier option pricing in binomial market with transaction costs
Keywords: گزینه مانع; Barrier option; Transaction cost; Markov chain approximation; Frictional market; Singular stochastic optimal control
A market-based framework for bankruptcy prediction
Keywords: گزینه مانع; G13; G33Probability of default; Structural models; Barrier option; Discriminatory power; Recalibration