Keyphrases
Option Pricing
67%
Optimal Hedge Ratio
44%
Price Sensitivity
40%
European Options
38%
Volatility
36%
Financial Crisis
33%
Underlying Asset
29%
Illiquidity
28%
Jump-diffusion Market
22%
Market Crash
22%
Stochastic Volatility Model
22%
Cryptocurrency
22%
Illiquid Markets
22%
Risk-adjusted Returns
22%
Portfolio Diversification
22%
Option Price
22%
Numerical Simulation
19%
PDE
18%
Stochastic Differential Equations
18%
Liquidity
16%
Problem-based
16%
Hedging Strategy
16%
Asset Prices
16%
Pricing Formulae
14%
Prediction Model
14%
Brownian Motion
14%
Stochastic Volatility Model with Jumps
14%
Financial Assets
13%
Structural Change
12%
Hazard Rate Function
11%
Factor Stochastic Volatility
11%
Uniqueness Analysis
11%
Regime Switching
11%
Existence Analysis
11%
Oil Price
11%
Climate Risk
11%
Budget Constraint
11%
Greeks Computation
11%
Asian Options
11%
Extinction Analysis
11%
Scenario Simulation
11%
Piecewise Derivative
11%
Risk Management
11%
Prandtl Fluid
11%
Heston Model
11%
Grey Relational Theory
11%
Asymmetric Approach
11%
Volatility Modelling
11%
Variance Swap
11%
Homotopy Analysis Method
11%
Markovian Switching
11%
Q-binomial
11%
Fractal-fractional Differential Operators
11%
Asset Pricing Model
11%
GBM Model
11%
Stochastic Volatility
11%
Leverage Effect
11%
Environmental Change
11%
Partial Differential Equations
11%
Volatile Markets
11%
Climatic Change
11%
Hybrid Stochastic Volatility Models
11%
Population-environment
11%
Persistence Analysis
11%
Exact Solutions
11%
Well-possedness
11%
Varying Population
11%
Portfolio Optimization
11%
Stochastic Optimal
11%
Crunch
11%
Option Valuation
11%
Option Hedging
11%
Jump Diffusion
11%
Infinite-activity Jumps
11%
Financial Risk Management
11%
Market Risk
9%
Risk Pricing
9%
Monte Carlo Method
9%
Pricing Problem
9%
Precise Calculation
8%
Malliavin Calculus
8%
Mathematical Proof
8%
Hedging
8%
Design Methodology
7%
Pricing Method
7%
Stock Prices
7%
Stochastic Behavior
7%
Financial Markets
7%
Approximation Formula
7%
Linear Stochastic Differential Equations
7%
Risk-neutral Measure
7%
Stud
7%
Budget Share
7%
Heston
7%
Real-time Market
6%
High Volatility
6%
Underlying Risk
5%
Linear Representation
5%
COVID-19 Mortality Rates
5%
Lifetime Distribution
5%
Mathematics
Option Pricing
100%
Stochastics
44%
Underlying Asset
40%
Malliavin Calculus
33%
Partial Differential Equation
33%
Brownian Motion
27%
Numerical Simulation
27%
Option Price
24%
Asset Price
23%
Stochastic Volatility
22%
Stochastic Volatility Model
22%
Approximates
22%
Stochastic Model
22%
Asymmetric
22%
Stochastic Differential Equation
19%
Hedging Strategy
16%
Scholes Model
14%
Variance
14%
Calculus
14%
Hazard Rate Function
11%
Frchet Distribution
11%
American Option
11%
Stochastic Behavior
11%
Heston Model
11%
Leverage Effect
11%
Homotopy Analysis Method
11%
Crisis Period
11%
Research Work
11%
Linear Coefficient
11%
Rubinstein
11%
Deterministic Trend
11%
Structural Change
11%
Graphical Representation
11%
Real Data
11%
Time Delay
11%
Infinite Activity
11%
Monte Carlo
9%
Call Option
7%
Risk-Neutral Measure
7%
Proposition
7%
Mathematical Modeling
5%
Lifetime Distribution
5%
Probability Function
5%
Bounded Solution
5%
Equity Market
5%
Sufficient Condition
5%
Constant Parameter
5%
Constant Time
5%
Relevant Question
5%
Replicate
5%
Positive Solution
5%
Stylized Fact
5%
Disease Dynamic
5%
Continuous Time Markov Chain
5%
Price Process
5%
Infinitesimal Generator
5%
Risky Asset
5%
Equivalent Martingale Measure
5%
Numerical Solution
5%
Random Fluctuation
5%
Human Interaction
5%
Ergodicity
5%
Periodic Time
5%
Numerical Application
5%