Keywords: G13; Catastrophe equity put options; Realized variance; Realized volatility; Catastrophic events; Doubly stochastic Poisson processes;
مقالات ISI (ترجمه نشده)
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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: G11; G12; G13; G31Real options; Valuation; Risk-neutral; Transition probabilities; Binomial lattice; Recombining; Non-recombining; Volatility
Keywords: Vulnerable options; Stochastic default barriers; Common factors; Jump-diffusion processes; Credit risk; G13;
Keywords: Commodities futures markets; Speculation; Working's T; GARCH models; C32; G13; Q43;
Keywords: G11; G13; G31; Portfolio selection; Capital investment; Real options;
Keywords: Chained options; Knock-in options; American barrier options; Reflection principle; C02; C6; G12; G13;
Keywords: G13; O13; Futures term structure; Regime switching; Convenience yield; Contango; Backwardation;
Keywords: D44; D53; G13; G14; Q13; Auction; Strategic bidding; Market microstructure; Tâtonnement; Tokyo Grain Exchange;
Keywords: C31; C58; G13; G23; Commodity prices; Policy uncertainty; Equity markets; Wavelet analysis; Copulas;
Keywords: Real option analysis; Valuing project flexibility; Reserve size uncertainty; price uncertainty; upstream petroleum industry; g13; d81; d92; g31; q35; q47;
Keywords: Risk-neutral moments; Crude oil futures; Returns; Volatility; G13; G14;
Keywords: C21; G12; G13; Asymmetric return-volatility relation; Implied volatility; Index options; Intraday; Quantile regression; VIX;
Keywords: G10; G13; Stock liquidity; Liquidity measures; Option pricing;
Keywords: C18; C63; G13; G19; Displaced log-normal jump-diffusion process; Hermite polynomials; Moment matching; Quasi-analytical pricing; Basket options;
Keywords: Power plant valuation; Parametric model risk; Spikes; Energy markets; Spark spread option; G13; Q40; C10; C40;
Keywords: Government credibility; Climate change policy; Emission trading; Real option; Compound option; Least squares Monte Carlo simulation; D81; G13; Q40; Q50;
Keywords: C58; G13; Samuelson hypothesis of maturity effect; Stochastic volatility; Stochastic dominance;
Keywords: F31; G12; G13; G15; Currency option; Two-factor Markov-modulated stochastic volatility model with jumps; Markov-modulated Heath-Jarrow-Morton model; Esscher transform;
Keywords: Government loan guarantee; Financial guarantees; Government direct investment; Public-private partnerships (PPPs); G11; G13; G14; G31; G38;
Keywords: G12; G13; Commodity-specific common factor; Generalized dynamic factor models; Co-movement;
Keywords: G13; American arithmetic average option; Optimal exercise time; Arithmetic average; Dimension reduction;
Keywords: G12; G13; G23; Q51; Q56; Q58; Carbon permit trading; Financial options; Volatility mitigation; Emission permit pricing;
Keywords: C91; G13; Asset market experiment; Market institution; Futures market;
Keywords: G12; G13; C61; C65; American strangles; Early exercise boundaries; Kim representation; Numerical integration; Greek parameters;
Keywords: G12; G13; C14; Oil futures; CDS spread; Realized jumps; Realized volatility;
Keywords: G13; G22; G23; 91B25; 91B30; IE50; IB10; Guaranteed minimum death benefits; Variable annuities; Heath-Jarrow-Morton model; Schöbel and Zhu model; Stochastic volatility; Stochastic inflation; Stochastic interest rates;
Keywords: C63; G22; G13; G12; Variable annuity; Guaranteed Minimum Benefits (GMB); Fourier Space Time-stepping (FST) algorithm; Mortality risk; Interest rate risk;
Keywords: G13; G32; Q47; Carbon emission markets; Dynamic hedging; Markov switching models; Dynamic conditional correlation;
Keywords: G13; G22; Stochastic mortality; Affine interest rate models; Dependence; Guaranteed Annuity Options; Wishart process;
Keywords: G11; G12; G13; G14; Commodity futures; Basis; Momentum; Mean-reversion; Trend-following; Trading strategies;
Keywords: G13; Q02; C58; Speculation; Commodity futures prices; Lead-lag relationships;
Keywords: G10; G12; G13; G14; G15; Emerging markets; Derivatives; Risk management; Price discovery;
Keywords: G13; G14; Beta smile; CAPM; GARCH; Systematic risk proportion; Volatility skew;
Keywords: C51; G13; L94; Q40; Time-zero efficiency; Power derivatives; Law of one price; Trading rules; Electricity swaps;
Keywords: G10; G12; G13; Cash settled options; S&P 100 index; Option pricing; American-style; European-style;
Keywords: G01; G13; Multivariate modeling; Contagion; Derivatives pricing; Jump processes; Hedging;
Keywords: Credit default swaps; Empty creditors; Cost of corporate debt; Corporate bond yields; G10; G13; G30; G33;
Keywords: G12; G13; G14; G15; G18; Liquidity; Order flow; Market efficiency; Return predictability; European climate exchange; EU Emissions Trading Scheme (EU-ETS); Carbon futures;
Keywords: F37; G11; G13; G17; Q02; Commodity markets; Futures pricing; Out-of-sample predictability; Economic value; Time series; Econometric models;
Keywords: C14; C58; G13; Implied state prices; Implied risk-neutral distributions; State price estimation; Option-implied distributions;
Keywords: G12; G13; E44; E31; Commodity futures returns; Macroeconomic variables; Real exchange rate; Risk premium;
Keywords: Stochastic calculus; Commodity prices; Refining margin; Crack spread; Kalman filter; C32; C51; C60; G13;
Keywords: 52-week high momentum; Term structure; Hedging pressure; Conservatism; Adaptive markets; Liquidity; G13; G14;
Keywords: G12; G13; Life annuities; Longevity risk; q-forward; Mortality-linked derivatives; Instantaneous Sharpe ratio; Incomplete market;
Keywords: Recovery; Rare disasters; Term structures of equity; Dividend strips; Asset pricing puzzles; D53; D51; E21; G12; G13;
Keywords: C13; C22; G13; Explosive continuous time models; Lévy process; Moderate deviations from unity; Double asymptotics; Invariance principle; Initial condition;
Keywords: Quadratic model; Black model; Vasicek model; Black-Karasinski model; Method of lines; Extended Kalman filter; G12; G13;
Keywords: Stock options; Lottery; Skewness preference; Put-call parity; Investor sentiment; G11; G12; G13;
Keywords: Employee stock options; Prospect theory; Overconfidence; Early exercise; C61; G13; J33;
Keywords: Nominal price; Skewness; Stock splits; Options; Behavioral finance; G02; G11; G12; G13; G14;