Keywords: بازار ناقص; Longevity derivatives; Incomplete market; State-space model; Bayesian inference; Markov chain Monte Carlo; Parameter uncertainty;
مقالات ISI بازار ناقص (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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.
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: بازار ناقص; primary, 91G20; secondary, 60G99Information asymmetry; Hedging; Incomplete market; Local risk minimization
Keywords: بازار ناقص; G12; G13; Life annuities; Longevity risk; q-forward; Mortality-linked derivatives; Instantaneous Sharpe ratio; Incomplete market;
Keywords: بازار ناقص; G11; G22; G32; C61; 91G10; 91B16; 93E20; 91B30; IE13; IE12; IE43; IB81; IB52; IE53; Assets liabilities management (ALM); Optimal dynamic asset allocation; Mortality risk; Salary risk; Incomplete market; Stochastic dynamic programming; Martingale method;
Keywords: بازار ناقص; Multi-asset derivative; Arbitrage; Incomplete market; Risk-neutral measure; Multivariate distribution; Copula function; G10; C52; D81;
Keywords: بازار ناقص; C61; G11; G13; Quadratic optimization; Incomplete market; Lévy process; Backward stochastic differential equations; Lévy Clayton copula;
Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market
Keywords: بازار ناقص; CAPM; Beta; Incomplete market; SML; Portfolio choice; Korean stock market; G11; G12;
Approximation of CVaR minimization for hedging under exponential-Lévy models
Keywords: بازار ناقص; Conditional Value-at-Risk; Exponential-Lévy models; Incomplete market; Neyman-Pearson lemma; Esscher martingale measure; Fast Fourier transform;
Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect
Keywords: بازار ناقص; Variance-optimal hedging; COS method; Incomplete market; Stochastic volatility; Leverage effect
An equilibrium model for the OTC derivatives market with a collateral agreement
Keywords: بازار ناقص; G10; G12; G13; OTC derivative market; Counterparty risk (right-way risk, wrong-way risk); Collateral; Incomplete market; Utility-based pricing; Market equilibrium;
Failure of the index theorem in an incomplete market economy
Keywords: بازار ناقص; Incomplete market; Index theorem; Homotopy;
Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
Keywords: بازار ناقص; Local risk minimization; Locally risk-minimizing hedging strategy; Minimal martingale measure; Incomplete market; Enlargement of filtration; Equity-indexed annuity; Unit-linked life insurance;
Valuing variable annuity guarantees with the multivariate Esscher transform
Keywords: بازار ناقص; Minimum entropy; Incomplete market; Quanto; Regime-switching;
Martingalized historical approach for option pricing
Keywords: بازار ناقص; G12; G17; C5; C8; Generalized Hyperbolic distribution; Option pricing; Incomplete market; CAC 40; Stochastic discount factor; Martingale correction;
Excess demand function around critical prices in incomplete markets
Keywords: بازار ناقص; D52; C62; Incomplete market; Disaggregation of excess demand; Characterization of equilibrium budget sets;
Comparing the minimal Hellinger martingale measure of order q to the q-optimal martingale measure
Keywords: بازار ناقص; 60G44; 60G42; 60H05Minimal Hellinger martingale measure; qq-optimal martingale measure; Incomplete market; Utility maximization
Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
Keywords: بازار ناقص; Convex order; Extremal distributions; Incomplete market; Risk-neutral martingales; Option pricing; Trinomial model;
A secret to create a complete market from an incomplete market
Keywords: بازار ناقص; Incomplete market; Martingale method; Optimal portfolio; Continuous time
Hedging diffusion processes by local risk minimization with applications to index tracking
Keywords: بازار ناقص; D52; D81; G11; Minimal martingale measure; Local risk minimization; Hedging; Incomplete market; Index tracking; Portfolio selection;
Horizon-unbiased utility functions
Keywords: بازار ناقص; Optimal stopping; Stochastic control; Utility maximisation; Real options; Incomplete market; CRRA utility; Horizon-unbiased utility; Backward heat equation
Hedging life insurance contracts in a Lévy process financial market
Keywords: بازار ناقص; G10; IM01; IM10; IB10; Unit-linked life insurance; Lévy process; Incomplete market; Risk-minimization; Martingale representation; Kunita-Watanabe;
Inefficiency of equilibria with incomplete markets
Keywords: بازار ناقص; C 60; D 52; Incomplete market; Current monotonicity; Budget optimum;