Keywords: نرخ بهره تصادفی; Variable annuities; Optimal surrender; GMMB; Stochastic volatility; Stochastic interest rates; Method of lines; Dynamic hedging;
مقالات ISI نرخ بهره تصادفی (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: نرخ بهره تصادفی; Robust portfolio choice; Ambiguity; Stochastic volatility; Stochastic interest rates; Welfare loss; G11;
Keywords: نرخ بهره تصادفی; Futures options pricing; Stochastic interest rates; Correlations; Long-dated crude oil derivatives; C13; C60; G13; Q40;
Keywords: نرخ بهره تصادفی; Forward starting options; COS method; Double exponential jumps; Stochastic interest rates; Double Heston model;
Keywords: نرخ بهره تصادفی; 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: نرخ بهره تصادفی; Portfolio choice; Stochastic interest rates; Return predictability; Learning; Welfare loss; G11;
Keywords: نرخ بهره تصادفی; C02; C60; G11; G12; Investment; Bond stock mix; Asset allocation puzzle; Stochastic interest rates;
Keywords: نرخ بهره تصادفی; Laplace transform; Incomplete markets; Delta hedging; Contingent claim; Stochastic interest rates;
Keywords: نرخ بهره تصادفی; Swaps; Risk management; Financial mathematics; Numerical analysis; Stochastic interest rates;
Keywords: نرخ بهره تصادفی; Catastrophe risk bonds; Stochastic interest rates; Compound nonhomogeneous Poisson process; PCS loss; Mixed approximation method;
Keywords: نرخ بهره تصادفی; Local volatility; Variable Annuity Guarantees; Stochastic interest rates;
The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Keywords: نرخ بهره تصادفی; Suboptimal investments; Wealth-equivalent utility loss; Stochastic interest rates; Stochastic volatility; Growth and value stocks; Mean reversion in stock returns; G11;
Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Keywords: نرخ بهره تصادفی; Quantile hedging; Equity-linked life insurance contracts; Stochastic interest rates; Change of measure;
Comment on “Option pricing under the Merton model of the short rate” by Kung and Lee [Math. Comput. Simul. 80 (2009) 378–386]
Keywords: نرخ بهره تصادفی; Stochastic interest rates; Change of numeraire; Call option price; Merton short rate model
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
Keywords: نرخ بهره تصادفی; Guaranteed annuity option (GAO); Guaranteed Minimum Income Benefit (GMIB); Stochastic volatility; Stochastic interest rates; Variable annuities;
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
Keywords: نرخ بهره تصادفی; Stochastic volatility; Stochastic interest rates; Schöbel-Zhu; Hull-White; Insurance contracts; Foreign exchange; Equity;
The value of embedded real options: Evidence from consumer automobile lease contracts-A note
Keywords: نرخ بهره تصادفی; G13; G21; G32; C61; Leasing; Derivate pricing; Stochastic interest rates;
Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
Keywords: نرخ بهره تصادفی; G13; G22; IM20; IE50; IE51; IB10; Participating life insurance contracts; Risk-neutral valuation; Stochastic interest rates; Embedded options;
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Keywords: نرخ بهره تصادفی; D91; G11; Habit formation; Optimal consumption and portfolio; Intertemporal hedging; Mean reversion in stock prices; Stochastic interest rates;
How to invest optimally in corporate bonds: A reduced-form approach
Keywords: نرخ بهره تصادفی; G11; G33; Portfolio optimization; Stochastic interest rates; Default risk; Recovery risk; Beta distribution; Joint default factor;
A Monte Carlo approach for the American put under stochastic interest rates
Keywords: نرخ بهره تصادفی; G12; G13; C15; C63; American options; Stochastic interest rates; Monte Carlo simulation; GJ-approach;
Does risk aversion accelerate optimal forest rotation under uncertainty?
Keywords: نرخ بهره تصادفی; Q23; G31; C61Forest rotation; Risk aversion; Stochastic interest rates; Optimal stopping
Pricing of multi-period rate of return guarantees: The Monte Carlo approach
Keywords: نرخ بهره تصادفی; C15; C63; G12; G13; G22; IM20; IE51; IB10; Multi-period rate of return guarantee; Stochastic interest rates; Heath, Jarrow, and Morton term structure model; Monte Carlo simulation;
Catastrophe options with stochastic interest rates and compound Poisson losses
Keywords: نرخ بهره تصادفی; Catastrophe derivatives; Reinsurance; Compound Poisson process; Stochastic interest rates;
On the control of defined-benefit pension plans
Keywords: نرخ بهره تصادفی; D81; E27; G11; G23; J32; Stochastic pension plan model; Contribution rate; Stability; Minimum variance; Efficient region; Stochastic interest rates; Asset-allocation strategy;
Saddlepoint approximations to option price in a general equilibrium model
Keywords: نرخ بهره تصادفی; Option pricing; Saddlepoint approximations; Stochastic interest rates; Stochastic volatility;
Wicksellian theory of forest rotation under interest rate variability
Keywords: نرخ بهره تصادفی; Q23; G31; C61; 91B76; 49K15; 49J15; Wicksellian rotation; Stochastic interest rates; Optimal stopping; Free boundary problems;
Market value of life insurance contracts under stochastic interest rates and default risk
Keywords: نرخ بهره تصادفی; IM10; IE01; G13; G22; Participating life insurance policies; Contingent claims valuation; Default risk; Stochastic interest rates; Fortet's equation;