Keywords: نوسان پذیری تصادفی; Volatility feedback; Dividends; Option prices; Stochastic volatility; Ito calculus;
مقالات ISI ترجمه شده نوسان پذیری تصادفی
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Keywords: نوسان پذیری تصادفی; Pricing; Option valuation; Artificial neural networks; Stochastic volatility; Jump risk;
Keywords: نوسان پذیری تصادفی; G13; G17; Interest rate model; Jump-diffusion stochastic processes; Stochastic volatility; Risk-neutral measure; Numerical differentiation; Nonparametric estimation;
Keywords: نوسان پذیری تصادفی; Finance; Parallel computing; Option pricing; Asian option; Stochastic volatility; 91G20; 91G60; 65Y05;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; Monte Carlo Markov Chain; Asymmetry; Jumps; Bayesian estimation;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; Non-Gaussian distribution; Adaptive importance sampling; Band matrix; Deviance information criterion; Cross-entropy;
Keywords: نوسان پذیری تصادفی; C11; C32; E32; Uncertainty; Stochastic volatility; Business cycle; Korean economy; Data rich environment; Small open economy;
Keywords: نوسان پذیری تصادفی; Default risk; Option pricing; Stochastic volatility; Heston model; Multiscale;
Keywords: نوسان پذیری تصادفی; Variable annuities; Optimal surrender; GMMB; Stochastic volatility; Stochastic interest rates; Method of lines; Dynamic hedging;
Keywords: نوسان پذیری تصادفی; Mean escape time; Interest rate; Term structures; Stochastic volatility; Noise enhanced stability;
Keywords: نوسان پذیری تصادفی; C61; G11; G22; Asset-liability management; Derivative investment; Mean-variance criterion; Stochastic volatility; Backward stochastic differential equation;
Keywords: نوسان پذیری تصادفی; Option pricing; Regime switch; Commodity option; Stochastic volatility; Integration over simplex; C63; G13;
Keywords: نوسان پذیری تصادفی; Risk premia; Option pricing; Stochastic volatility; Jumps; Unspanned volatility; Hedging; G10; G12; G13;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; Semiparametric estimation; Sequential Monte Carlo filtering; Bayesian estimation;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; Ornstein-Uhlenbeck processes; Financial time series; Maximum likelihood estimation;
Keywords: نوسان پذیری تصادفی; D11; C63; D51; D81; E17; G12; Ambiguity; Robustness; Uncertainty; Disasters; Asset pricing; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; Particle filtering; Bayesian inference; Energy markets; Stochastic volatility; Models with jumps;
Keywords: نوسان پذیری تصادفی; C32; E31; E32; China; Energy prices; Time varying parameters; Stochastic volatility; Sign restrictions;
Keywords: نوسان پذیری تصادفی; VIX options; VIX futures; Heston model; Stochastic volatility; Jump-diffusion; Displacement; G12; G13;
Keywords: نوسان پذیری تصادفی; Threshold models; DSGE priors; Stochastic volatility; Debt dynamics; C11; C32; E32; E52;
Keywords: نوسان پذیری تصادفی; Robust portfolio choice; Ambiguity; Stochastic volatility; Stochastic interest rates; Welfare loss; G11;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; Bayesian inference; Markov switching; Particle filtering; Smooth resampling; Kim filter; nonlinear Kalman filter;
Keywords: نوسان پذیری تصادفی; Labor market volatility; Search and matching; Structural time varying parameters VAR; Stochastic volatility; Bayesian estimation; Long-run restrictions; Sign restrictions; Technology shocks; C11; C32; E24; E32; J01;
Keywords: نوسان پذیری تصادفی; Asset pricing; Epstein-Zin preferences; Jump risk; Stochastic volatility; Level and slope of implied volatility smile; G12;
Keywords: نوسان پذیری تصادفی; Robust portfolio choice; DC pension plan; Ambiguity; Derivative; Stochastic volatility; Stochastic salary; C61; G11; G22;
Keywords: نوسان پذیری تصادفی; Convertible bonds; Global financial crisis; Pricing; Stochastic volatility; Real-time trade prices; Liquidity;
Keywords: نوسان پذیری تصادفی; Singular perturbation; Stochastic volatility; Fourier analysis; DFT method; Bermudan options;
Keywords: نوسان پذیری تصادفی; Margrabe's formula; Exchange option; Stochastic volatility; Multiscale; Greeks;
Keywords: نوسان پذیری تصادفی; Credit default swaps; Multi-scale; Stochastic volatility; Perturbation method; Down-and-out binary option;
Keywords: نوسان پذیری تصادفی; E31; E37; Q41; Q43; Natural gas; Time-varying; Stochastic volatility; Supply disruptions; Demand shocks; Inventory; Price movements; Structural vector autoregressions;
Keywords: نوسان پذیری تصادفی; MCMC; EUA futures; Stochastic volatility; Jump model;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; Bayesian methods; Markov chain Monte Carlo; Mixture offset representation;
Keywords: نوسان پذیری تصادفی; C11; C15; E52; Q43; Q53; Q56; Carbon dioxide emission; Electricity consumption; Economic growth; Stochastic volatility; Time-varying parameter vector autoregressive model; Saudi Arabia;
Keywords: نوسان پذیری تصادفی; C53; E32; E44; G01; Forecasting; Financial crises; Great Recession; Threshold VAR; Stochastic volatility;
Keywords: نوسان پذیری تصادفی; C1; C58; G12; Economic fluctuations; Dynamic Fama-French factors; Stochastic volatility; International stock markets; Predictability;
Keywords: نوسان پذیری تصادفی; Stochastic Volatility; Singular Spectrum Analysis;
Keywords: نوسان پذیری تصادفی; Global macroeconomic uncertainty; Dynamic factor models; Stochastic volatility; C32; F44;
Keywords: نوسان پذیری تصادفی; Smoothing in non-linear systems; Stochastic volatility; Optimal statistical smoother; Conditionally Gaussian linear state-space models; Conditionally Markov switching hidden linear models;
Keywords: نوسان پذیری تصادفی; Dynamic factor model; Forecasting; Stochastic volatility; Term structure of interest rates; Dynamic Nelson-Siegel model;
Keywords: نوسان پذیری تصادفی; G15; G32; C53; Value at risk; Stochastic volatility; Dynamic conditional correlation;
Keywords: نوسان پذیری تصادفی; Double-barrier option; Stochastic volatility; Asymptotic analysis; Mellin transform method;
Keywords: نوسان پذیری تصادفی; Commodities; Multifactor models; Stochastic volatility; Derivatives; G13; Q41; C33;
Keywords: نوسان پذیری تصادفی; C33; E31.; Disaggregated prices; Inflation; Outlier adjustment; Stochastic volatility; Time-varying parameters; Trend-cycle decomposition; Unobserved components.;
Keywords: نوسان پذیری تصادفی; G12; G13; Numéraire change; Martingale representation; Stochastic clock; Stochastic volatility; Market activity;
Keywords: نوسان پذیری تصادفی; Stochastic volatility; American option; Merton jump diffusion; Meshless weak form; Wendland functions;
Keywords: نوسان پذیری تصادفی; C15; C32; E32; FAVAR; Stochastic volatility; Uncertainty shocks; DSGE model;
Keywords: نوسان پذیری تصادفی; Commodities; Derivatives; Stochastic volatility; Stochastic convenience yield;
Keywords: نوسان پذیری تصادفی; Real-time data; Time-varying parameters; Stochastic volatility; Impulse responses; C22; E31; E58;
Keywords: نوسان پذیری تصادفی; G13; Vulnerable options; Stochastic volatility; Credit risk; OTC markets;
Keywords: نوسان پذیری تصادفی; C10; C80; Bipower variation; High-frequency data; Microstructure noise; Positive semi-definite estimation; Pre-averaging; Stochastic volatility; Subsampling;