Keyphrases
American Options
42%
Asset Model
25%
Asymptotic Distribution
31%
Barrier Options
36%
Bayesian Structure
25%
Bermudan Option
25%
Compressed Learning
25%
Easy-to-implement
27%
Empirical Copula
25%
Empirical Martingale Simulation
37%
Financial Derivative Pricing
61%
Financial Derivative Valuation
25%
Financial Derivatives
46%
Functional Covariates
25%
Functional Time Series
50%
GARCH Effect
37%
General Risks
25%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
76%
Generalized Autoregressive Conditional Heteroskedasticity Model
25%
Hedging
57%
Hedging Strategy
42%
Heteroscedastic Model
25%
High-dimensional Mean
25%
International Cooperative Ataxia Rating Scale (ICARS)
50%
Jump-diffusion Process
40%
Long Memory Time Series
25%
Market Information
33%
Martingale
69%
Medical Imaging Data
25%
Multi-asset
25%
Network Autoregressive Model
25%
Numerical Results
45%
Option Pricing
27%
Plank
25%
Portfolio Optimization
63%
Power Approximation
25%
Proposed Strategy
30%
Quadratic Risk
42%
Risk-adjusted
33%
Risk-neutral
27%
Semi-parametric Approach
56%
Shape Approximation
25%
Simulation Study
34%
Structure Selection
37%
Supply Curve
25%
Test Statistic
37%
Three-view
25%
Time Series Approach
50%
Transaction Costs
37%
Vector Autoregression Model
25%
Mathematics
American Option
33%
Asymptotic Distribution
50%
Asymptotic Normality
37%
Autoregressive Model
34%
B-Spline
33%
Barrier Option
33%
Basis Function
21%
Bayesian
50%
Bayesian Inference
25%
Conditionals
100%
Confidence Interval
25%
Copula
75%
Covariate
25%
Diffusion Model
50%
Discrete Time
25%
Ellipse
18%
Factor Analysis
25%
GARCH Model
52%
Gaussian Distribution
24%
Geometric Brownian Motion
25%
Hedging Strategy
50%
Independent Component
50%
Limiting Distribution
25%
Mean-Variance
37%
Model Structure
18%
Monte Carlo
56%
Multiresolution
21%
Option Price
25%
Option Pricing
21%
Parametric
49%
Parkinson's Disease
25%
Payoff Function
25%
Power Function
25%
Quadratic Risk
42%
Risk Measure
25%
Risk Model
25%
Sample Distribution
25%
Sample Path
25%
Selection Structure
37%
Simulation Study
33%
Squared Prediction Error
25%
Stochastic Volatility Model
25%
Stochastics
25%
Stock Market
25%
Sum of Squares
25%
Test Statistic
37%
Time-Varying Parameter
25%
Underlying Asset
29%
Value at Risk
25%
Vector Autoregression
25%
