Keywords: مدل Black-Scholes; Deposit insurance; Solvency; Risk measure and premium; Black-Scholes model; Moral hazard;
مقالات ISI مدل Black-Scholes (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: مدل Black-Scholes; Double barrier option; Projection methods; Black-Scholes model; Option pricing; Legendre polynomials;
Keywords: مدل Black-Scholes; Arbitrage opportunities; Fractional Gaussian processes; Black-Scholes model; Self-financing; Long-range dependence;
Keywords: مدل Black-Scholes; Option pricing; Black-Scholes model; Non-Gaussian option modeling; Exponential distribution;
Keywords: مدل Black-Scholes; Inverse finite elements; Convergence analysis; American options; Black-Scholes model; G130;
A numerical method for pricing discrete double barrier option by Legendre multiwavelet
Keywords: مدل Black-Scholes; 65D15; 35E15; 46A32; Double and single barrier options; Black-Scholes model; Option pricing; Legendre multiwavelet;
DG framework for pricing European options under one-factor stochastic volatility models
Keywords: مدل Black-Scholes; 65M60; 35Q91; 91G60; 91G80; Option pricing problem; Black-Scholes model; Stochastic volatility; Discontinuous Galerkin framework; Crank-Nicolson scheme;
Pricing of basket options in subdiffusive fractional Black-Scholes model
Keywords: مدل Black-Scholes; Black-Scholes model; Subdiffusion; Basket options; Stable process;
A new method for evaluating options based on multiquadric RBF-FD method
Keywords: مدل Black-Scholes; Local meshless method; Radial basis function; Black-Scholes model; Unconditional stability; 97N50; 91G80;
Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach
Keywords: مدل Black-Scholes; G13; GARCH; Implied volatility; Black-Scholes model; Index options; Smile/smirk;
On reinsurance and investment for large insurance portfolios
Keywords: مدل Black-Scholes; IM52; IE53; IB91; Ruin probability; Stochastic control; Black-Scholes model; Hamilton-Jacobi-Bellman equation; Proportional reinsurance;
Discrete hedging of American-type options using local risk minimization
Keywords: مدل Black-Scholes; C61; G11; American option; Discrete hedging; Local risk minimization; Piecewise linear risk; VaR; Binomial tree; Black-Scholes model;
Computation and sensitivity analysis of the pricing of American call options
Keywords: مدل Black-Scholes; American call options; Black-Scholes model; Free boundary problem;