Keywords: بدون arbitrage; G22; Optimal control; GLWB pricing; PDE approach; Regime switching; No-arbitrage; Withdrawal strategies;
مقالات ISI بدون arbitrage (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: بدون arbitrage; 91B25; 60G44; No-arbitrage; Transaction costs; Continuous time bond market;
Keywords: بدون arbitrage; G12; G17; E43; C58; Monetary policy; Term structure; Regime-switching model; No-arbitrage;
On the properties of the constrained Hansen-Jagannathan distance
Keywords: بدون arbitrage; No-arbitrage; Constrained Hansen-Jagannathan distance; Asset-pricing models; Linear SDFs; Equity pricing; C12; C13; G12;
Stability of no-arbitrage property under model uncertainty
Keywords: بدون arbitrage; Stability; Robustness; Financial market; No-arbitrage; Total variation distance;
Scenario tree generation and multi-asset financial optimization problems
Keywords: بدون arbitrage; Scenario trees; No-arbitrage; Financial optimization; Moment matching; Scenario reduction
Advances in pricing commodity futures: Multifactor models
Keywords: بدون arbitrage; Futures; No-arbitrage; Commodity; Stochastic process; Numerical methods; Martingale
No-arbitrage determinant theorems on mean-reverting stock model in uncertain market
Keywords: بدون arbitrage; Uncertainty theory; Finance; Stock model; No-arbitrage; Uncertain differential equation
Joint dynamics of Brazilian interest rate yields and macro variables under a no-arbitrage restriction
Keywords: بدون arbitrage; G12Interest rate term structure; Macroeconomic variables; No-arbitrage
Constrained smoothing B-splines for the term structure of interest rates
Keywords: بدون arbitrage; G13; C14; IM10; Term structure; No-arbitrage; Interpolation; Smoothing splines;
Unbounded exchange economies with satiation: How far can we go?
Keywords: بدون arbitrage; D51; C71; Competitive equilibrium; Unbounded action sets; Satiation; Individually rational utility set; No-arbitrage;
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model
Keywords: بدون arbitrage; G12; C51; C53; Dynamic models; No-arbitrage; Forecasting; Bond risk premia;
A comparison of international short-term rates under no arbitrage condition
Keywords: بدون arbitrage; F31; G12; G15; International short-term rates; No-arbitrage; Market price of risk; Generalized method of moments;
Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
Keywords: بدون arbitrage; D9; E3; E4; G12; Time-consistency; No-arbitrage; Term structure; Options; Bonds; Risk management;
Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market
Keywords: بدون arbitrage; G13; G14; Index options; Market efficiency; No-arbitrage; Put-call parity;